salesCondition: Delete entries with abnormal Sale Condition.
In R-Finance/RTAQ: RTAQ: Tools for the analysis of trades and quotes in R
Description
Usage
Arguments
Value
Author(s)
Description
Function deletes entries with abnormal Sale Condition:
trades where column "COND" has
a letter code, except for "E" and "F".
Usage
1
salesCondition(tdata)
Arguments
tdata
an xts object containing the time series data, with
one column named "COND" indicating the Sale Condition.
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
R-Finance/RTAQ documentation built on May 8, 2019, 4:48 a.m.
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Description Usage Arguments Value Author(s)
Description
Function deletes entries with abnormal Sale Condition: trades where column "COND" has a letter code, except for "E" and "F".
Usage
1 | salesCondition(tdata)
|
Arguments
tdata |
an xts object containing the time series data, with one column named "COND" indicating the Sale Condition. |
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
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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