Fastest way for filling-in missing dates for data.table

Question

I am loading a data.table from CSV file that has date, orders, amount etc. fields.

The input file occasionally does not have data for all dates. For exa

Answer 1

Not sure if it's the fastest, but it'll work if there are no NAs in the data:

# just in case these aren't Dates. 
NADayWiseOrders$date <- as.Date(NADayWiseOrders$date)
# all desired dates.
alldates <- data.table(date=seq.Date(min(NADayWiseOrders$date), max(NADayWiseOrders$date), by="day"))
# merge
dt <- merge(NADayWiseOrders, alldates, by="date", all=TRUE)
# now carry forward last observation (alternatively, set NA's to 0)
require(xts)
na.locf(dt)