columns=[' '' '' ']index=pd date_range(''periods= )in [ ]spliced pd concat([data ix[:'']data ix['':]]in [ ]spliced out[ ] suppose in similar example that data was missing time series present in data in [ ]data dataframe(np ones(( )dtype=float columns=[' '' '' '' ']index=pd date_range(''periods= )in [ ]spliced pd concat([data ix[:'']data ix['':]]in [ ]spliced out[ ] nan nan nan using combine_firstyou can bring in data from before the splice point to extend the history for 'ditemin [ ]spliced_filled spliced combine_first(data in [ ]spliced_filled out[ ] nan since data does not have any values for no values are filled on that day dataframe has related method update for performing in-place updates you have to pass overwrite=false to make it only fill the holesdata munging topics www it-ebooks info