noZeroQuotes: Delete the observations where the bid or ask is zero
In jonathancornelissen/highfrequency: Tools for Highfrequency Data Analysis
noZeroQuotes R Documentation
Delete the observations where the bid or ask is zero
Description
Function deletes the observations where the bid or ask is zero.
Usage
noZeroQuotes(qData)
Arguments
qData
an xts or data.table object at least containing the columns BID and OFR.
Value
xts object or data.table depending on type of input.
Author(s)
Jonathan Cornelissen and Kris Boudt.
jonathancornelissen/highfrequency documentation built on Jan. 10, 2023, 7:29 p.m.
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| noZeroQuotes | R Documentation |
Delete the observations where the bid or ask is zero
Description
Function deletes the observations where the bid or ask is zero.
Usage
noZeroQuotes(qData)
Arguments
qData |
an |
Value
xts object or data.table depending on type of input.
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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