Efficient data.table to xts conversion

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

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
}
#>             date quantity value
#>    1: 2017-04-06       11   121
#>    2: 2017-04-07       49   524
#>    3: 2017-04-08       10   571
#>    4: 2017-04-09       37   491
#>    5: 2017-04-10       42   825
#>   ---                          
#>  996: 2019-12-27       19   905
#>  997: 2019-12-28       46   385
#>  998: 2019-12-29       25   865
#>  999: 2019-12-30       19   173
#> 1000: 2019-12-31       32   921
#>            quantity value
#> 2017-04-06       11   121
#> 2017-04-07       49   524
#> 2017-04-08       10   571
#> 2017-04-09       37   491
#> 2017-04-10       42   825
#> 2017-04-11       16   340