Practically hydrogen-free nanodiamond (HFND), a prospective neutron-optical material, was prepared (in up to 3% yield) by detonating pure or graphite-doped RDX in an ice shell and comprehensively characterized by elemental analysis, X-ray diffraction, TEM, SAED, EELS, Raman and IR spectra, ESR, DSC/TGA, and specific surface (BET) determination. The primary diamond grains are larger (15-16 nm) than in ordinary nanodiamond from RDX/TNT blends (ca. 5 nm) but smaller than in HFND from benzotrifuroxan (27 nm), with electron spins distributed in volume. HFND is much less hygroscopic and more prone to oxidation than ordinary nanodiamond. When heated in air up to 400 degrees C, HFND shown a drastic increase of oxygen/carbon ratio without an apparent loss of mass. The mechanism of hydrogen non-contamination (through segregation of detonation gases) and particle growth is discussed.