Apologies for the inadequate title, finding the right words to summarize my issue is challenging
I am working with a dataset df1 that has the following index:
[2014-01-02 10:00:02.644000, ..., 2014-01-02 15:59:58.630000]
Length: 26761, Freq: None, Timezone: NoneThe column price in my df1 includes values such as 40,38, etc.
This is how my df1 appears:
Timestamp price1
2014-01-02 10:00:02.120000 38
2014-01-02 10:00:03.213000 40
2014-01-02 10:00:06.648000 39
2014-01-02 10:00:02.699320 50
...
I also have another DataFrame called df2
Timestamp price2
2014-01-02 10:00:06.879000 39
2014-01-02 10:00:07.457200 41
2014-01-02 10:00:10.625450 35
2014-01-02 10:00:12.674320 47
...
My goal is to introduce a new variable, price2, into df1 which fetches the value of price2 5 minutes after each timestamp in df1. For example, looking at the first row of df1, price2 should be the value of price2 at 10:00:07.120000 in df2. However, there may not be an exact match for this time in df2, so some form of extrapolation would be necessary...any suggestions on the best approach?