The index is a timestamp and column name, and also the ability to replace NaN to value. It does not seem to be working.
sample:
import pandas as pd
times = pd.to_datetime(pd.Series(['2014-07-4',
'2014-07-15','2014-08-24','2014-08-25','2014-09-10','2014-09-17']))
valuea = [0.01, 0.02, -0.03, 0.4 ,0.5,np.NaN]
times2 = pd.to_datetime(pd.Series(['2014-07-6',
'2014-07-16','2014-08-27','2014-09-5','2014-09-11','2014-09-17']))
valuea2 = [1, 2, 3, 4,5,-6]
df1 = pd.DataFrame({'value A': valuea}, index=times)
df2 = pd.DataFrame({'value A': valuea2}, index=times2)
df3=pd.merge(df1,df2, left_index=True, right_index=True)
df3.head()
np.Nantonp.NaNpd.concat([df1, df2])?