More possibilities :
w = unique(x[y,which=TRUE]) # the row numbers in x which have a match from y
x[w]
If there are duplicate key values in x, then that needs :
w = unique(x[y,which=TRUE,allow.cartesian=TRUE])
x[w]
Or, the other way around :
setkey(y,x)
w = !is.na(y[x,which=TRUE,mult="first"])
x[w]
If nrow(x) << nrow(y) then the y[x] approach should be faster.
If nrow(x) >> nrow(y) then the x[y] approach should be faster.
But the anti anti join appeals too 🙂