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highfrequency (version 0.6.3)

salesCondition: Delete entries with abnormal Sale Condition.

Description

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

Usage

salesCondition(tdata)

Arguments

tdata

an xts or data.table object containing the time series data, with one column named "COND" indicating the Sale Condition.

Value

xts or data.table object depending on input