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Documentation Index

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A Merge or Join

A merge or join operation expands the number of columns in a resulting DataFrame by combining data from two tables based on shared values. This differs from concatenation, which combines rows.

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Merge vs. Concat

OperationWhat it does
CONCATCombines rows from two DataFrames (e.g., two 10-row DataFrames yield 20 rows). Generally requires identical columns.
MERGE/JOINCombines columns by matching rows on a shared column, typically increasing column count.

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pd.merge()

Merging requires a left dataset, a right dataset, and a common column specified with the on parameter.

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Join Types

The how parameter controls which rows appear in results:
Join TypeBehavior
inner(DEFAULT) Only rows where the merge column exists in both DataFrames
leftAll rows from the left DataFrame; NaN where right data is missing
rightAll rows from the right DataFrame; NaN where left data is missing
outerAll rows from both DataFrames; NaN where matches do not exist
Use indicator=True to add a column showing the merge source ('both', 'left_only', 'right_only') — especially useful when debugging outer joins.

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Basic Examples

# Standard merge on a shared column
res = pd.merge(left, right, on='shared_column')

# Left join
res = pd.merge(left, right, on='shared_column', how='left')

# Merge with different column names
res = pd.merge(left, right, left_on='leftcol2',
               right_on='rightcol7', how='left')

# Select specific columns from right before merging
res = pd.merge(left, right[['col1', 'col2', 'col3']],
               on='shared_column')

# Check overlap before merging
left['datesym'].isin(right['datesym']).value_counts()

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merge_asof()

merge_asof offers additional flexibility for time-based merging:
  • Merging on multiple values
  • Specifying tolerance thresholds

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Example: Matching Quotes to Trades

pd.merge_asof(trades, quotes, on='time', by='ticker')

# With tolerance
pd.merge_asof(trades, quotes, on='time', by='ticker',
              tolerance=pd.Timedelta('2ms'))
If merge_asof() fails, try removing the tolerance parameter.

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Reference