1. pandas can do date ranges date_range =

pd.date_range(date_from, date_to, freq="D")

2. merge with indicator

if you set `indicator` parameter of merge() to True pandas adds a column that tells you which dataset the row came from

3. merge with approximate match - the tolerance parameter of merge_asof()

pd.merge_asof(trades, quotes, on="timestamp", by='ticker', tolerance=pd.Timedelta('10ms'), direction='backward')

4. Create an Excel report and add some charts

5. Save the dataframe in gzipped form

edit: formatting

edit2: I managed to get an outline link

https://outline.com/fY26Aw

This is basically a summary of the link posted by OP.

Edit: not that it's a bad thing, I just mention it so people who read this know for sure they can avoid the link if they already know how to use the tips listed here. The article has code examples and more details.

On the flipside, now you need to validate your input in one more way if you don't want to accidentally be connecting to somewhere on the internet.

EDIT: for instance, it looks like on a suitably configured environment, passing in `s3://` and `gs://` URLs works fine too...

That is a useful one, yes.