I am trying to concat the following:
df1
price side timestamp timestamp 2016-01-04 00:01:15.631331072 0.7286 2 1451865675631
best solution from this page: https://pandas.pydata.org/pandas-docs/version/0.20/merging.html
df = pd.concat([df1, df2], axis=1, join_axes=[df1.index])