I'm running the same functions on these two dfs that are identical except that they are different sizes. When I run the larger one I get exactly as I would expect which a grouped df on Date with index set to Interp on and then interpolation of the Values 1 column. When I run it on the smaller df the InterpOn will become column headers. Is there anything that could cause a groupby/set_index/interpolate function to cause the df to be different. I have never seen anything like this and it seems wrong to think that the function would be different based on the size of the dataframe but the merged_dfs are the exact same except for the size. Function being run: df1 = merged_df.groupby('Dates').apply( lambda group: group.set_index('InterpOn')['Values 1'].interpolate( method='index',limit_direction='both', limit_area='inside')) df2 = merged_df.groupby('Dates').apply( lambda group: group.set_index('InterpOn')['Values 2'].interpolate( method='index',limit_direction='both', limit_area='inside')) Large DF: print(merged_df) print(merged_df.index) PyDev console: starting. InterpOn Date Values 1 Values2 0 0.02367 2025-05-02 NaN 5.138635 1 0.02370 2025-05-02 5.915301 NaN 2 0.04735 2025-05-02 NaN 4.630094 3 0.07102 2025-05-02 NaN 4.304858 4 0.07109 2025-05-02 4.953734 NaN ... ... ... ... ... 8606 2.13260 2035-04-30 0.290885 NaN 8607 2.22667 2035-04-30 0.287620 NaN 8608 2.47405 2035-04-30 0.276654 NaN 8609 2.72641 2035-04-30 0.268110 NaN 8610 2.96886 2035-04-30 0.264625 NaN [8611 rows x 4 columns] RangeIndex(start=0, stop=8611, step=1) Small DF: print(merged_df2) print(merged_df2.index) InterpOn Date Values 1 Values2 0 0.07102 2025-05-02 NaN 4.304858 1 0.07107 2025-05-02 4.839552 NaN 2 0.09469 2025-05-02 NaN 4.058323 3 0.09893 2025-05-02 4.519238 NaN 4 0.10000 2025-05-02 NaN 4.009879 ... ... ... ... ... 1139 0.72500 2025-10-17 NaN 0.408334 1140 0.73387 2025-10-17 NaN 0.404007 1141 0.74206 2025-10-17 0.405744 NaN 1142 0.74570 2025-10-17 NaN 0.398373 1143 0.75000 2025-10-17 NaN 0.396369 [1144 rows x 4 columns] RangeIndex(start=0, stop=1144, step=1) Output of df1 + df2 when running function on Large DF: print(df1) print(df2) print(df1.reset_index()) print(df2.reset_index()) PyDev console: starting. Dates InterOn 2025-05-02 0.02367 NaN 0.02374 5.795639 0.04735 5.327642 0.07102 4.858456 0.07122 4.854492 ... 2035-04-30 2.13660 0.236831 2.23085 0.234302 2.47869 0.227912 2.73152 0.224016 2.97443 0.223111 Name: Values 1, Length: 8611, dtype: float64 Dates InterOn 2025-05-02 0.02367 5.138635 0.02374 5.137131 0.04735 4.630094 0.07102 4.304858 0.07122 4.302775 ... 2035-04-30 2.13660 NaN 2.23085 NaN 2.47869 NaN 2.73152 NaN 2.97443 NaN Name: Values 2, Length: 8611, dtype: float64 Dates InterpOn Values 1 0 2025-05-02 0.02367 NaN 1 2025-05-02 0.02374 5.795639 2 2025-05-02 0.04735 5.327642 3 2025-05-02 0.07102 4.858456 4 2025-05-02 0.07122 4.854492 ... ... ... ... 8606 2035-04-30 2.13660 0.236831 8607 2035-04-30 2.23085 0.234302 8608 2035-04-30 2.47869 0.227912 8609 2035-04-30 2.73152 0.224016 8610 2035-04-30 2.97443 0.223111 [8611 rows x 3 columns] Dates InterpOn Values 2 0 2025-05-02 0.02367 5.138635 1 2025-05-02 0.02374 5.137131 2 2025-05-02 0.04735 4.630094 3 2025-05-02 0.07102 4.304858 4 2025-05-02 0.07122 4.302775 ... ... ... ... 8606 2035-04-30 2.13660 NaN 8607 2035-04-30 2.23085 NaN 8608 2035-04-30 2.47869 NaN 8609 2035-04-30 2.73152 NaN 8610 2035-04-30 2.97443 NaN [8611 rows x 3 columns] Output of df1 + df2 when running function on Small DF: print(df1) print(df2) print(df1.reset_index()) print(df2.reset_index()) InterpOn 0.07102 0.07107 0.09469 ... 0.74206 0.74570 0.75000 Dates ... 2025-05-02 NaN 4.839552 4.567986 ... 1.471894 NaN NaN 2025-05-09 NaN 2.899251 2.735597 ... 0.863719 NaN NaN 2025-05-16 NaN 2.525711 2.380305 ... 0.706109 NaN NaN 2025-05-23 NaN 2.128388 2.007021 ... 0.629245 NaN NaN 2025-05-30 NaN 1.844957 1.740870 ... 0.572882 NaN NaN 2025-06-06 NaN 1.717018 1.620191 ... 0.543621 NaN NaN 2025-06-20 NaN 1.545027 1.458648 ... 0.506780 NaN NaN 2025-07-18 NaN 1.367541 1.290628 ... 0.461288 NaN NaN 2025-08-15 NaN 1.259102 1.188406 ... 0.442713 NaN NaN 2025-09-19 NaN 1.160901 1.095712 ... 0.419598 NaN NaN 2025-10-17 NaN 1.110341 1.046494 ... 0.405744 NaN NaN [11 rows x 104 columns] InterpOn 0.07102 0.07107 0.09469 ... 0.74206 0.74570 0.75000 Dates ... 2025-05-02 4.304858 4.304337 4.058323 ... 1.311007 1.297876 1.282278 2025-05-09 2.724090 2.723761 2.568512 ... 0.839582 0.831265 0.821344 2025-05-16 2.350192 2.349904 2.214085 ... 0.690618 0.683802 0.675786 2025-05-23 2.070852 2.070599 1.950801 ... 0.616408 0.610850 0.604349 2025-05-30 1.861961 1.861733 1.754223 ... 0.563564 0.558743 0.553115 2025-06-06 1.683924 1.683721 1.587589 ... 0.533107 0.528862 0.523914 2025-06-20 1.537651 1.537465 1.449704 ... 0.496104 0.492512 0.488336 2025-07-18 1.345252 1.345090 1.268564 ... 0.452838 0.450054 0.446827 2025-08-15 1.256296 1.256143 1.184143 ... 0.435486 0.433208 0.430574 2025-09-19 1.155226 1.155086 1.089053 ... 0.413487 0.411552 0.409319 2025-10-17 1.087805 1.087674 1.025609 ... 0.400107 0.398373 0.396369 [11 rows x 104 columns] InterpOn Dates 0.07102 0.07107 ... 0.74206 0.7457 0.75 0 2025-05-02 NaN 4.839552 ... 1.471894 NaN NaN 1 2025-05-09 NaN 2.899251 ... 0.863719 NaN NaN 2 2025-05-16 NaN 2.525711 ... 0.706109 NaN NaN 3 2025-05-23 NaN 2.128388 ... 0.629245 NaN NaN 4 2025-05-30 NaN 1.844957 ... 0.572882 NaN NaN 5 2025-06-06 NaN 1.717018 ... 0.543621 NaN NaN 6 2025-06-20 NaN 1.545027 ... 0.506780 NaN NaN 7 2025-07-18 NaN 1.367541 ... 0.461288 NaN NaN 8 2025-08-15 NaN 1.259102 ... 0.442713 NaN NaN 9 2025-09-19 NaN 1.160901 ... 0.419598 NaN NaN 10 2025-10-17 NaN 1.110341 ... 0.405744 NaN NaN [11 rows x 105 columns] InterpOn Dates 0.07102 0.07107 ... 0.74206 0.7457 0.75 0 2025-05-02 4.304858 4.304337 ... 1.311007 1.297876 1.282278 1 2025-05-09 2.724090 2.723761 ... 0.839582 0.831265 0.821344 2 2025-05-16 2.350192 2.349904 ... 0.690618 0.683802 0.675786 3 2025-05-23 2.070852 2.070599 ... 0.616408 0.610850 0.604349 4 2025-05-30 1.861961 1.861733 ... 0.563564 0.558743 0.553115 5 2025-06-06 1.683924 1.683721 ... 0.533107 0.528862 0.523914 6 2025-06-20 1.537651 1.537465 ... 0.496104 0.492512 0.488336 7 2025-07-18 1.345252 1.345090 ... 0.452838 0.450054 0.446827 8 2025-08-15 1.256296 1.256143 ... 0.435486 0.433208 0.430574 9 2025-09-19 1.155226 1.155086 ... 0.413487 0.411552 0.409319 10 2025-10-17 1.087805 1.087674 ... 0.400107 0.398373 0.396369 [11 rows x 105 columns] Continue reading...