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

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 https://outline.com/fY26Aw