Fast reading and combining several files using data.table (with fread)

Question

I have several different txt files with the same structure. Now I want to read them into R using fread, and then union them into a bigger dataset.

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Answer 1

Use rbindlist() which is designed to rbind a list of data.table's together...

mylist <- lapply(all.files, readdata)
mydata <- rbindlist( mylist )

And as @Roland says, do not set the key in each iteration of your function!

So in summary, this is best :

l <- lapply(all.files, fread, sep=",")
dt <- rbindlist( l )
setkey( dt , ID, date )