I have a pandas timeseries with an index ‘date’ which has lots of duplicate dates. Now, I don’t want to drop the duplicates as they refer to unique rows of data. As my data is published every week, I’d like to interpolate available data on a daily basis through forward fill.

Here’s an example dataframe:

           Product        ticker        lots                
date
2012-01-05    M         XYDZ Index      1000  
2012-01-05    M         XDZY Index      2000       
2012-01-05    M         DZXY Index      3000     
2012-01-05    M         YXZD Index      4000      
2012-01-05    M         ZDXY Index      5000   
2012-01-12    M         XYDZ Index      1150  
2012-01-12    M         XDZY Index      2250       
2012-01-12    M         DZXY Index      3350     
2012-01-12    M         YXZD Index      4450      
2012-01-12    M         ZDXY Index      5550 

What I’d like to do is get this:

           Product        ticker        lots                
date
2012-01-05    M         XYDZ Index      1000  
2012-01-05    M         XDZY Index      2000       
2012-01-05    M         DZXY Index      3000     
2012-01-05    M         YXZD Index      4000      
2012-01-05    M         ZDXY Index      5000   
2012-01-06    M         XYDZ Index      1000  
2012-01-06    M         XDZY Index      2000       
2012-01-06    M         DZXY Index      3000     
2012-01-06    M         YXZD Index      4000      
2012-01-06    M         ZDXY Index      5000   ...

and so on until the 12th, where it’d repeat the same until next available data.