BUG pandas-devGH-35558 merge_asof tolerance error

Author: ikedaosushi

pandas/core/reshape/merge.py

@@ -1667,7 +1667,7 @@ def _get_merge_keys(self):
 
             msg = (
                 f"incompatible tolerance {self.tolerance}, must be compat "
-                f"with type {repr(lk.dtype)}"
+                f"with type {repr(lt.dtype)}"
             )
 
             if needs_i8_conversion(lt):

pandas/tests/reshape/merge/test_merge_asof.py

@@ -1339,3 +1339,18 @@ def test_merge_index_column_tz(self):
             index=pd.Index([0, 1, 2, 3, 4]),
         )
         tm.assert_frame_equal(result, expected)
+
+    def test_left_index_right_index_tolerance(self):
+        expected = self.asof.set_index("time")
+        trades = self.trades.set_index("time")
+        quotes = self.quotes.set_index("time")
+
+        result = merge_asof(
+            trades,
+            quotes,
+            left_index=True,
+            right_index=True,
+            by="ticker",
+            tolerance=Timedelta("1day"),
+        )
+        tm.assert_frame_equal(result, expected)