Merging multiple data.tables
To flesh out the solution suggested by @Henk in comments, here is how to use this to select the all = TRUE option in a concise formulation:
MergedDT = Reduce(function(...) merge(..., all = TRUE), List_of_DTs)
The latest version of data.table (1.10.5) has an easy syntax for table join, which can also be chained.
set(DT1, key) set(DT2, key) ... set(DT10, key) DT_cmb <- DT1[DT2,][DT3,]...[DT10,]