salesCondition

<p>an xts object containing the time series data, with 
one column named "COND" indicating the Sale Condition.</p>

tdata

<p>Function deletes entries with abnormal Sale Condition: 
trades where column "COND" has
a letter code, except for "E" and "F".</p>

 cleaning 

Provide functionality to manage, clean and match highfrequency
trades and quotes data, calculate various liquidity measures, estimate and
forecast volatility, detect price jumps and investigate microstructure noise and intraday
periodicity.

Kris Boudt

highfrequency

Tools for Highfrequency Data Analysis

Jonathan Cornelissen

Scott Payseur

Giang Nguyen

Maarten Schermer

salesCondition function

Delete entries with abnormal Sale Condition. — salesCondition

Delete entries with abnormal Sale Condition.

salesCondition: Delete entries with abnormal Sale Condition.

Description

Usage

Arguments

Value