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

Description Usage Arguments Value Author(s)

View source: R/realized.R

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


highfrequency documentation built on May 2, 2019, 6:09 p.m.