Last data update: 2014.03.03

R: Efficient data.table to xts conversion
as.xts.data.tableR Documentation

Efficient data.table to xts conversion

Description

Efficient conversion of data.table to xts, data.table must have POSIXct or Date type in first column.

Usage

as.xts.data.table(x)

Arguments

x

data.table to convert to xts, must have POSIXct or Date in the first column. All others non-numeric columns will be omitted with warning.

See Also

as.data.table.xts

Examples

## Not run: 
sample.dt <- data.table(date = as.Date((Sys.Date()-999):Sys.Date(),origin="1970-01-01"),
                        quantity = sample(10:50,1000,TRUE),
                        value = sample(100:1000,1000,TRUE))
# print dt
print(sample.dt)
# print head of xts
print(head(as.xts.data.table(sample.dt))) # xts might not be attached on search path

## End(Not run)

Results