Function deletes entries with abnormal Sale Condition: trades where column "COND" has a letter code, except for "E" and "F".
salesCondition(
tData,
validConds = c("", "@", "E", "@E", "F", "FI", "@F", "@FI", "I", "@I")
)an xts or data.table object containing the time series data, with one column named "COND" indicating the Sale Condition.
a character vector containing valid sales conditions defaults to c('', '@', 'E', '@E', 'F', 'FI', '@F', '@FI', 'I', '@I'). See details.
xts or data.table object depending on input
To get more information on the sales conditions, see the NYSE documentation. Section about Daily TAQ Trades File. The current version (as of May 2020) can be found online at NYSE's webpage