R: Efficient data.table to xts conversion

as.xts.data.table {data.table} | R 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.
`...` | ignored, just for consistency with generic method.

### See Also

`as.data.table.xts`

### Examples

    if (requireNamespace("xts", quietly = TRUE)) {
      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 data.table
      print(sample.dt)
      # print head of xts
      print(head(as.xts.data.table(sample.dt))) # xts might not be attached on search path
    }

[Package data.table version 1.11.8 Index]