Merge dataframes on timestamps and time intervals using data.table in R I have two dataframes (x and y) that I need to join, conditional on the timestamp in x falling within the time interval of two columns in y.  I've accomplished this using data.table::foverlaps() by adapting some of the code in this stackexchange question), but in order to get it to work on my data I had to set the key of data.table x, which according to the documentation of foverlaps(), isn't supposed to be necessary. 

Am I using this foverlaps()incorrectly? If so, new ideas for how to accomplish this data merging task are welcome.

library(data.table)


Data snippets

x &lt;- structure(list(TagID = c(20161L, 23055L, 45428L, 2627L), DateTimePST = structure(c(1415481096, 
1380768444, 1474560076, 1511384035), class = c("POSIXct", "POSIXt"
), tzone = "Pacific/Pitcairn"), Receiver = c(102140L, 112568L, 
112568L, 121907L)), class = "data.frame", row.names = c(NA, -4L
))

y &lt;- structure(list(Station = c("YBAAG4", "YBAAG4", "YBCSSW", "YBCSSW", 
"YBBCD", "YBAWW"), Receiver = c(102140L, 102140L, 112568L, 112568L, 
121907L, 121907L), Start = structure(c(1464979020, 1409256300, 
1369945920, 1470761034, 1505494980, 1409246700), class = c("POSIXct", 
"POSIXt"), tzone = "Pacific/Pitcairn"), End = structure(c(1473357300, 
1421878500, 1382638020, 1479838293, 1513282440, 1421871360), class = c("POSIXct", 
"POSIXt"), tzone = "Pacific/Pitcairn")), class = "data.frame", row.names = c(NA, 
-6L))

# preview data
&gt; x
  TagID         DateTimePST Receiver
1 20161 2014-11-08 13:11:36   102140
2 23055 2013-10-02 18:47:24   112568
3 45428 2016-09-22 08:01:16   112568
4  2627 2017-11-22 12:53:55   121907

&gt; y
  Station Receiver               Start                 End
1  YBAAG4   102140 2016-06-03 10:37:00 2016-09-08 09:55:00
2  YBAAG4   102140 2014-08-28 12:05:00 2015-01-21 14:15:00
3  YBCSSW   112568 2013-05-30 12:32:00 2013-10-24 10:07:00
4  YBCSSW   112568 2016-08-09 08:43:54 2016-11-22 10:11:33
5   YBBCD   121907 2017-09-15 09:03:00 2017-12-14 12:14:00
6   YBAWW   121907 2014-08-28 09:25:00 2015-01-21 12:16:00


Because some Receiver numbers are associated with more than one Station, it is important to merge these two datasets on the timestamp (DateTimePST), not on the receiver number.

Prep data

x &lt;- as.data.table(x); x$Start = x$DateTimePST; x$End = x$DateTimePST # needs these start and end columns, otherwise foverlaps throws an error
y &lt;- as.data.table(y)
# set keys: if I omit setting the key on x, forverlap() throws an error
setkey(y, Start, End); setkey(x, Start, End)


foverlaps() join, then discard incorrect Receiver pairs

result &lt;- data.frame(foverlaps(x, y, type = "within"))
result &lt;- result[result$Receiver == result$i.Receiver, ] # this filters down to the correct receiver matches


Clean up results

rm_col &lt;- c("i.Receiver", "i.Start", "i.End")
result &lt;- result[ , !(colnames(result) %in% rm_col)]
result

Station Receiver               Start                 End TagID         DateTimePST
1  YBCSSW   112568 2013-05-30 12:32:00 2013-10-24 10:07:00 23055 2013-10-02 18:47:24
3  YBAAG4   102140 2014-08-28 12:05:00 2015-01-21 14:15:00 20161 2014-11-08 13:11:36
4  YBCSSW   112568 2016-08-09 08:43:54 2016-11-22 10:11:33 45428 2016-09-22 08:01:16
5   YBBCD   121907 2017-09-15 09:03:00 2017-12-14 12:14:00  2627 2017-11-22 12:53:55


Wrap in a function:

getStation &lt;- function(x, y) {
  x &lt;- as.data.table(x); x$Start = x$DateTimePST; x$End = x$DateTimePST
  y &lt;- as.data.table(y)
  setkey(y, Start, End); setkey(x, Start, End)
  result &lt;- data.frame(foverlaps(x, y, type = "within"))
  result &lt;- result[result$Receiver == result$i.Receiver, ]
  result &lt;- result[ , !(colnames(result) %in% c("i.Receiver", "i.Start", "i.End"))]
}

res &lt;- getStation(x, y)
You'll need to use by.x to get around setting x's key.

Also, note that foverlaps can merge on any number of keys, and then do the overlaps only on the final two. What that means here is that you can do the x.Receiver == i.Receiver filter up-front, which also simplifies the clean-up step.

x = as.data.table(x)
x[ , end := DateTimePST]
y = as.data.table(y)

setkey(y, Receiver, Start, End)

result = foverlaps(x, y, by.x = c('Receiver', 'DateTimePST', 'end'), type = 'within')
result[ , end := NULL]

setDF(result)


I do find it a bit awkward/strange that you've got to define end when by.x = c('Receiver', 'DateTimePST', 'DateTimePST') would appear to be fine, and have filed a feature request.

If you don't need DateTimePST in your output, you might find the non-equi-join version more compact / easier to read:

y[x, on = .(Receiver == Receiver, Start &lt; DateTimePST, End &gt; DateTimePST)]
#    Station Receiver               Start                 End
# 1:  YBAAG4   102140 2014-11-08 13:11:36 2014-11-08 13:11:36
# 2:  YBCSSW   112568 2013-10-02 18:47:24 2013-10-02 18:47:24
# 3:  YBCSSW   112568 2016-09-22 08:01:16 2016-09-22 08:01:16
# 4:   YBBCD   121907 2017-11-22 12:53:55 2017-11-22 12:53:55
#    TagID
# 1: 20161
# 2: 23055
# 3: 45428
# 4:  2627


Note the order y[x -- we're using x to "look up" rows of y.

If you do need DateTimePST, it's just a bit of an ugly extension:

y[x, c(.SD, list(DateTimePST=DateTimePST)),
  on = .(Receiver == Receiver, Start &lt; DateTimePST, End &gt; DateTimePST)]


Finally, we can think of this as adding columns to x by a non-equi-join with y by reversing the order:

x[y, `:=`(Start = i.Start, End = i.End, Station = i.Station),
  on = .(Receiver == Receiver, DateTimePST &gt; Start, DateTimePST &lt; End)]