@@ -601,17 +601,17 @@ def merge_asof(
601601 ... pd.Timestamp("2016-05-25 13:30:00.075")
602602 ... ],
603603 ... "ticker": [
604- ... "GOOG",
605- ... "MSFT",
606- ... "MSFT",
607- ... "MSFT",
608- ... "GOOG",
609- ... "AAPL",
610- ... "GOOG",
611- ... "MSFT"
612- ... ],
613- ... "bid": [720.50, 51.95, 51.97, 51.99, 720.50, 97.99, 720.50, 52.01],
614- ... "ask": [720.93, 51.96, 51.98, 52.00, 720.93, 98.01, 720.88, 52.03]
604+ ... "GOOG",
605+ ... "MSFT",
606+ ... "MSFT",
607+ ... "MSFT",
608+ ... "GOOG",
609+ ... "AAPL",
610+ ... "GOOG",
611+ ... "MSFT"
612+ ... ],
613+ ... "bid": [720.50, 51.95, 51.97, 51.99, 720.50, 97.99, 720.50, 52.01],
614+ ... "ask": [720.93, 51.96, 51.98, 52.00, 720.93, 98.01, 720.88, 52.03]
615615 ... }
616616 ... )
617617 >>> quotes
@@ -626,19 +626,19 @@ def merge_asof(
626626 7 2016-05-25 13:30:00.075 MSFT 52.01 52.03
627627
628628 >>> trades = pd.DataFrame(
629- ... {
630- ... "time": [
631- ... pd.Timestamp("2016-05-25 13:30:00.023"),
632- ... pd.Timestamp("2016-05-25 13:30:00.038"),
633- ... pd.Timestamp("2016-05-25 13:30:00.048"),
634- ... pd.Timestamp("2016-05-25 13:30:00.048"),
635- ... pd.Timestamp("2016-05-25 13:30:00.048")
636- ... ],
637- ... "ticker": ["MSFT", "MSFT", "GOOG", "GOOG", "AAPL"],
638- ... "price": [51.95, 51.95, 720.77, 720.92, 98.0],
639- ... "quantity": [75, 155, 100, 100, 100]
640- ... }
641- ... )
629+ ... {
630+ ... "time": [
631+ ... pd.Timestamp("2016-05-25 13:30:00.023"),
632+ ... pd.Timestamp("2016-05-25 13:30:00.038"),
633+ ... pd.Timestamp("2016-05-25 13:30:00.048"),
634+ ... pd.Timestamp("2016-05-25 13:30:00.048"),
635+ ... pd.Timestamp("2016-05-25 13:30:00.048")
636+ ... ],
637+ ... "ticker": ["MSFT", "MSFT", "GOOG", "GOOG", "AAPL"],
638+ ... "price": [51.95, 51.95, 720.77, 720.92, 98.0],
639+ ... "quantity": [75, 155, 100, 100, 100]
640+ ... }
641+ ... )
642642 >>> trades
643643 time ticker price quantity
644644 0 2016-05-25 13:30:00.023 MSFT 51.95 75
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