nozeroquotes: Delete the observations where the bid or ask is zero

Description Usage Arguments Value Author(s)

Description

Function deletes the observations where the bid or ask is zero.

Usage

1
noZeroQuotes(qdata)

Arguments

qdata

an xts object at least containing the columns "BID" and "OFR".

Value

xts object

Author(s)

Jonathan Cornelissen and Kris Boudt


R-Finance/RTAQ documentation built on May 8, 2019, 4:48 a.m.