as.xts.data.table: Efficient data.table to xts conversion

In data.table: Extension of `data.frame`

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
}

data.table documentation built on March 7, 2023, 6:16 p.m.