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Submitted by: Matt Dowle; Assigned to: Nobody; R-Forge link
Manual secondary keys are possible as per Tom's post 'data.table indexing approaches'.
There is todo in setkey.R to add secondary order vectors as attribute to DT, maybe set2key().
Or, named columns in J could define the key to use. Which could also build a secondary key automatically if not already present.
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jangorecki commentedon Sep 10, 2014
Nth key implementation provided in #803, it doesn't scale as good as data.table naturally scales. #804 is related to it's scalability.
edit 2014-12-06: now scales better by generating only desired indices, released in https://github.com/jangorecki/dwtools#idxv package.
arunsrinivasan commentedon Jul 18, 2015
This is implemented now.