as.xts.data.table

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Efficient data.table to xts conversion

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

Aliases
  • as.xts.data.table
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
# }
Documentation reproduced from package data.table, version 1.10.4-1, License: GPL-3 | file LICENSE

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