noZeroPrices

<p>an xts or data.table object at least containing a column "PRICE".</p>

tData

<p>Function deletes the observations where the price is zero.</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

Onno Kleen

Emil Sjoerup

noZeroPrices function

Delete the observations where the price is zero — noZeroPrices

Delete the observations where the price is zero

noZeroPrices: Delete the observations where the price is zero

Description

Usage

Arguments

Value