Hi,
This should be faster; is it fast enough for your needs?
my_table[0, loc(my_table << get column names(string), "MY_COL")] = .;
For example:
Names Default To Here(1);
my_table = astable(J(1e5, 2, Random Uniform()));
my_table[0, loc(my_table << get column names(string), "Col1")] = .;