If you create a dummy variable for spets prior to merging, you can keep
only those rows where this value is missing after merging. For example:
# fake data
all <- data.frame(tdate=c(1, 3, 5, 7), symbol=c(2, 4, 6, 8))
spets <- data.frame(tdate=c(1, 3, 5, 2), symbol=c(2, 8, 6, 6))
# create a dummy variable for spets
spets$dummy <- 1
# merge
all2 <- merge(all, spets, by=c("tdate", "symbol"), all.x=TRUE)
all3 <- all2[is.na(all2$dummy), ]
all3
Jean
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