Efficient xts to as.data.table conversion

Efficient conversion xts to data.table.

# S3 method for xts
as.data.table(x, keep.rownames = TRUE, key=NULL, ...)

Arguments

x	xts to convert to data.table
keep.rownames	keep xts index as index column in result data.table
key	Character vector of one or more column names which is passed to setkeyv.
...	ignored, just for consistency with as.data.table

See also

as.xts.data.table

Examples

if (requireNamespace("xts", quietly = TRUE)) {
  data(sample_matrix, package = "xts")
  sample.xts <- xts::as.xts(sample_matrix) # xts might not be attached on search path
  # print head of xts
  print(head(sample.xts))
  # print data.table
  print(as.data.table(sample.xts))
}
#> Registered S3 method overwritten by 'xts':
#>   method     from
#>   as.zoo.xts zoo 
#>                Open     High      Low    Close
#> 2007-01-02 50.03978 50.11778 49.95041 50.11778
#> 2007-01-03 50.23050 50.42188 50.23050 50.39767
#> 2007-01-04 50.42096 50.42096 50.26414 50.33236
#> 2007-01-05 50.37347 50.37347 50.22103 50.33459
#> 2007-01-06 50.24433 50.24433 50.11121 50.18112
#> 2007-01-07 50.13211 50.21561 49.99185 49.99185
#>           index     Open     High      Low    Close
#>   1: 2007-01-02 50.03978 50.11778 49.95041 50.11778
#>   2: 2007-01-03 50.23050 50.42188 50.23050 50.39767
#>   3: 2007-01-04 50.42096 50.42096 50.26414 50.33236
#>   4: 2007-01-05 50.37347 50.37347 50.22103 50.33459
#>   5: 2007-01-06 50.24433 50.24433 50.11121 50.18112
#>  ---                                               
#> 176: 2007-06-26 47.44300 47.61611 47.44300 47.61611
#> 177: 2007-06-27 47.62323 47.71673 47.60015 47.62769
#> 178: 2007-06-28 47.67604 47.70460 47.57241 47.60716
#> 179: 2007-06-29 47.63629 47.77563 47.61733 47.66471
#> 180: 2007-06-30 47.67468 47.94127 47.67468 47.76719