noZeroPrices {highfrequency}R Documentation

Delete the observations where the price is zero

Description

Function deletes the observations where the price is zero.

Usage

noZeroPrices(tData)

Arguments

tData

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

Value

an xts or data.table object depending on input.

Author(s)

Jonathan Cornelissen and Kris Boudt.

[Package highfrequency version 1.0.1 Index]