data.frame -vs- data.table creation times.

[1] "Create tt"

   user  system elapsed 
  0.545   0.233   0.783 

[1] "Create pxl and px"

   user  system elapsed 
  2.028   0.268   2.308 

[1] "Create vol"

   user  system elapsed 
  3.820   0.036   3.863 

[1] "obs= 50,000,000 unique prices= 15,837,074 reps= 5"

   df.ttTimes df.pxTimes df.volTimes
1:      0.141      0.141       0.172
2:      0.142      0.141       0.140
3:      0.141      0.141       0.140
4:      0.142      0.140       0.140
5:      0.141      0.141       0.140

   dfDirectTimes dtDirectTimes dfIndirectTimes dtIndirectTimes
1:         8.192         6.460           2.051           0.420
2:         7.696         6.498           1.805           0.419
3:         7.710         6.400           1.715           0.421
4:         7.686         6.378           1.716           0.419
5:         7.690         6.364           1.708           0.423