Proposed feature request:

As data.table is used in finance I wonder if we could convert to xts by reference?
Assumptions:

• first column contain POSIXct or Date
• because xts is a matrix all other columns needs to be numeric or integer (others would be dropped)
• setDT should also accept xts object to ensure the following is TRUE: setXTS(setDT(xts_obj)) == xts_obj

This may enhance the integration of data.table with already well developed functionalities around xts.