I'm trying to run a pd.merge_asof where all of the values are returned, rather than one per the left side of the merge. For example df = pd.DataFrame({"Date": ["2020-01-01", "2020-01-01","2020-01-01"], "Symbol": ["A","B","C"], "Price": [50, 51, 101]}) df2 = pd.DataFrame({"Date": ["2020-01-02"]}) I want to return just all records for 'A','B','C' because they are all the most recent records However, when I run df_inventory_at_time = pd.merge_asof(left=df2,right=df,right_index=True,left_index=True,direction='backward') I get only one record , for symbol 'C', price 101 Date Date_X Date_Y Symbol Price 1/2/2020 1/2/2020 1/1/2020 C 101 What can I do to get all of the records to display? Thanks Continue reading...