Fastest way to read in 100,000 .dat.gz files

Question

I have a few hundred thousand very small .dat.gz files that I want to read into R in the most efficient way possible. I read in the file and then immediately ag

Answer 1

I'm sort of surprised that this actually worked. Hopefully it works for your case. I'm quite curious to know how speed compares to reading in compressed data from disk directly from R (albeit with a penalty for non-vectorization) instead.

tblNames = fread('cat *dat.gz | gunzip | head -n 1')[, colnames(.SD)]
tbl = fread('cat *dat.gz | gunzip | grep -v "^Day"')
setnames(tbl, tblNames)
tbl