pandas.merge: match the nearest time stamp >= the series of timestamps

Question

I have two dataframes, both of which contain an irregularly spaced, millisecond resolution timestamp column. My goal here is to match up the rows so that for each matched ro

Answer 1

I used a different way than HYRY:

1. do a regular merge with outer join (how='outer');
2. sort it by date;
3. use fillna(method='pad') to take fill just the columns you need and 'pad' if you would like to take the previous filled row;
4. drop all the rows you don't need from the outer join.

All this can be written in few lines:

df=pd.merge(df0, df1, on='Date', how='outer')   
df=df.sort(['Date'], ascending=[1])
headertofill=list(df1.columns.values)
df[headertofill]=df[headertofill].fillna(method='pad')
df=df[pd.isnull(df[var_from_df0_only])==False]