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<div>Ran in to the warning</div>
<div> </div>
<div>Warning in setkeyv(x, cols, verbose = verbose) :</div>
<div> Already keyed by this key but had invalid row order, key rebuilt. If you didn't go under the hood please let datatable-help know so the root cause can be fixed.</div>
<div> </div>
<div>You can reproduce it with </div>
<div>vec1 <- c("CMDTY", "Copper", "CORPOAS")</div>
<div>vec2 <- 1:3</div>
<div>dt <- CJ(vec1, Date)</div>
<div>setkey(dt, V1, V2)</div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div>Issue seems to be that CJ (..., sorted = TRUE) and setkey want to sort the character data in different orders, one case-sensitive, one not.</div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div>CJ creates</div>
<div> </div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;"> V1 V2</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">1: Corp 1</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">2: Corp 2</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">3: Corp 3</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">4: CORP 1</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">5: CORP 2</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">6: CORP 3</span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div>And it’s keyed as you would expect by V1 then V2</div>
<div><font face="Consolas" color="#CC7833"><span style="background-color:#323232;">></span><span style="background-color:#323232;"> </span><span style="background-color:#323232;">key(dt)</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">[1] "V1" "V2"</span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div>But after doing setkey you have</div>
<div> </div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;"> V1 V2</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">1: CORP 1</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">2: CORP 2</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">3: CORP 3</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">4: Corp 1</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">5: Corp 2</span></font></div>
<div><font face="Consolas" color="#CFCFCF"><span style="background-color:#323232;">6: Corp 3</span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div>data.table version 1.8.10</div>
<div> </div>
<div>> R.version</div>
<div> _ </div>
<div>platform x86_64-w64-mingw32 </div>
<div>arch x86_64 </div>
<div>os mingw32 </div>
<div>system x86_64, mingw32 </div>
<div>status </div>
<div>major 3 </div>
<div>minor 0.2 </div>
<div>year 2013 </div>
<div>month 09 </div>
<div>day 25 </div>
<div>svn rev 63987 </div>
<div>language R </div>
<div>version.string R version 3.0.2 (2013-09-25)</div>
<div>nickname Frisbee Sailing </div>
<div>></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" color="#595959"><b>Malcolm Hawkes</b></font></div>
<div><font face="Calibri" color="#595959">On-Site Consultant, Investments - RiskManagement</font></div>
<div><font face="Calibri" color="#595959">Grosvenor Capital Management, L.P.</font></div>
<div><font face="Calibri" color="#595959">900 N. Michigan Avenue, Suite 1100</font></div>
<div><font face="Calibri" color="#595959">Chicago, IL 60611</font></div>
<div><font face="Calibri" color="#595959">mhawkes@gcmlp.com</font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
<div><font face="Calibri" size="2"><span style="font-size:11pt;"> </span></font></div>
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