salesCondition

 an xts object containing the time series data, with 
one column named &quot;COND&quot; indicating the Sale Condition. 

tdata

Function deletes entries with abnormal Sale Condition: 
trades where column &quot;COND&quot; has
a letter code, except for &quot;E&quot; and &quot;F&quot;.

 cleaning 

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

salesCondition:

Description

Usage

Arguments

Value