Efficient xts to as.data.table conversion
as.data.table.xts.Rd
Efficient conversion xts to data.table.
Usage
# S3 method for xts
as.data.table(x, keep.rownames = TRUE, key=NULL, ...)
Arguments
- x
xts to convert to data.table
- keep.rownames
Default is
TRUE
. IfTRUE
, adds the xts input's index as a separate column named"index"
.keep.rownames = "id"
names the index column"id"
instead.- key
Character vector of one or more column names which is passed to
setkeyv
.- ...
ignored, just for consistency with
as.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))
}
#> 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
#> <POSc> <num> <num> <num> <num>
#> 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