HTML vignette series:

Planned for v1.9.8

• Quick tour of data.table
• Keys and fast binary search based subset
• Secondary indices and auto indexing
• Joins vignette. a) joins vs subsets -- extending binary search based subset to joins + conditional / non-equi joins, rolling and interval joins. b) by=.EACHI, join + update feature. c) Document i.col usage as filed in Docs: explain and document the i.col notation for joins #1038. d) Also cover about performance/advantages from on performing slower than double setkey #1232.
• [ ] Cover get() and mget(). E.g., http://stackoverflow.com/q/33785747/559784 covered in programming on data.table #4304
• Add about on= argument rationale in FAQ ([Documentation] Use of the on= argument for joins #1623).
• FAQ 5.3 needs to mention that it's a shallow copy that's done in order to restore over-allocation. Thanks to Jan for linking it in := changes address of a data table #1729.

Future releases

• data.table internals, performance aspects and expressiveness
• Reading multiple files (fread + rbindlist), ordering, ranking and set operations
• IDateTime vignette
• Document the difference between data.table() and data.frame() somewhere - relevant issues: Creation of data.table using a list #968, data.table(x) != as.data.table(x) #877. Perhaps slightly more in detail in the FAQ.
• coursera FAQ
• Advanced data.table usage:
  • NSE
  • ...
• Timings vignette (moving [R-Forge #1133] Add r-help example to timings.Rnw #520 here to get everything in one place, but not sure if we need it as a vignette since we've the Wiki with benchmarks/timings).
• fread+fwrite vignette, include also Convenience features of fread wiki, also fread (and fwrite) vignette #2855

Finished:

• Introduction to data.table - data.table syntax, general form, subset rows in i, select / do in j and aggregations using by.
• Reference Semantics (add/update/delete columns by reference, and see that we can combine with i and by in the same way as before)
• Efficient reshaping using data.tables
• Link to this answer on SO on by=.EACHI until the vignette is done.

Minor:

• Operations using integer64, and promoting it for large integers.

Notes (to update current vignettes based on feedbacks): Please let me know if I missed anything..

Introduction to data.table:

• order in i.
• Explain how to name columns in j while selecting/computing.
• Emphasise that keyby is applied after obtaining the result on the computed result, not on the original data.table.
• Mention new updates to .SDcols and cols in with=FALSE being able to select columns as colA:colB.

Reference semantics:

• Also explain all other relevant set* functions here.. (setnames, setcolorder etc..)
• Mainly set.
• Explain that 1b) the := operator is just defining ways to use it - the example there doesn't work as it just shows two different ways of using it -- Following this comment.

Keys and fast binary search based subsets:

• Add an example of subset using integer/double keys.
• Difference in "nomatch" default in binary search based subsets.
• replacing NAs with binary search based subsets possible?

FAQ (most appropriate here, I think).

• Update FAQ with issue on external pointer being NULL when reading an R object from file, for example, using readRDS(). Update this SO post.
• Explain with example, on over allocating the data.table using alloc.col(), and when to use it (when you need to create multiple columns), and why. Update this SO post.