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highfrequency (version 1.0.1)

noZeroPrices: Delete the observations where the price is zero

Description

Function deletes the observations where the price is zero.

Usage

noZeroPrices(tData)

Value

an xts or data.table object depending on input.

Arguments

tData

an xts or data.table object at least containing a column PRICE.

Author

Jonathan Cornelissen and Kris Boudt.