rmNegativeSpread: Delete entries for which the spread is negative
In highfrequency: Tools for Highfrequency Data Analysis
rmNegativeSpread R Documentation
Delete entries for which the spread is negative
Description
Function deletes entries for which the spread is negative.
Usage
rmNegativeSpread(qData)
Arguments
qData
an xts object at least containing the columns "BID" and "OFR".
Value
data.table or xts object
Author(s)
Jonathan Cornelissen, Kris Boudt and Onno Kleen
Examples
rmNegativeSpread(sampleQDataRaw)
highfrequency documentation built on Oct. 4, 2023, 5:08 p.m.
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| rmNegativeSpread | R Documentation |
Delete entries for which the spread is negative
Description
Function deletes entries for which the spread is negative.
Usage
rmNegativeSpread(qData)
Arguments
qData |
an |
Value
data.table or xts object
Author(s)
Jonathan Cornelissen, Kris Boudt and Onno Kleen
Examples
rmNegativeSpread(sampleQDataRaw)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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