@@ -601,17 +601,17 @@ def merge_asof(
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... pd.Timestamp("2016-05-25 13:30:00.075")
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... ],
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... "ticker": [
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- ... "GOOG",
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- ... "MSFT",
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- ... "MSFT",
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- ... "MSFT",
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- ... "GOOG",
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- ... "AAPL",
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- ... "GOOG",
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- ... "MSFT"
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- ... ],
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- ... "bid": [720.50, 51.95, 51.97, 51.99, 720.50, 97.99, 720.50, 52.01],
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- ... "ask": [720.93, 51.96, 51.98, 52.00, 720.93, 98.01, 720.88, 52.03]
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+ ... "GOOG",
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+ ... "MSFT",
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+ ... "MSFT",
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+ ... "MSFT",
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+ ... "GOOG",
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+ ... "AAPL",
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+ ... "GOOG",
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+ ... "MSFT"
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+ ... ],
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+ ... "bid": [720.50, 51.95, 51.97, 51.99, 720.50, 97.99, 720.50, 52.01],
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+ ... "ask": [720.93, 51.96, 51.98, 52.00, 720.93, 98.01, 720.88, 52.03]
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... }
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... )
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>>> quotes
@@ -626,19 +626,19 @@ def merge_asof(
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7 2016-05-25 13:30:00.075 MSFT 52.01 52.03
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>>> trades = pd.DataFrame(
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- ... {
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- ... "time": [
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- ... pd.Timestamp("2016-05-25 13:30:00.023"),
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- ... pd.Timestamp("2016-05-25 13:30:00.038"),
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- ... pd.Timestamp("2016-05-25 13:30:00.048"),
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- ... pd.Timestamp("2016-05-25 13:30:00.048"),
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- ... pd.Timestamp("2016-05-25 13:30:00.048")
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- ... ],
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- ... "ticker": ["MSFT", "MSFT", "GOOG", "GOOG", "AAPL"],
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- ... "price": [51.95, 51.95, 720.77, 720.92, 98.0],
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- ... "quantity": [75, 155, 100, 100, 100]
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- ... }
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- ... )
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+ ... {
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+ ... "time": [
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+ ... pd.Timestamp("2016-05-25 13:30:00.023"),
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+ ... pd.Timestamp("2016-05-25 13:30:00.038"),
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+ ... pd.Timestamp("2016-05-25 13:30:00.048"),
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+ ... pd.Timestamp("2016-05-25 13:30:00.048"),
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+ ... pd.Timestamp("2016-05-25 13:30:00.048")
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+ ... ],
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+ ... "ticker": ["MSFT", "MSFT", "GOOG", "GOOG", "AAPL"],
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+ ... "price": [51.95, 51.95, 720.77, 720.92, 98.0],
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+ ... "quantity": [75, 155, 100, 100, 100]
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+ ... }
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+ ... )
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>>> trades
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time ticker price quantity
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0 2016-05-25 13:30:00.023 MSFT 51.95 75
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