ENH: Make merge_asof preserve the index

[wahsmail]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd
import datetime as dt

print(pd.__version__)  # 2.2.3

left = pd.DataFrame({
    'left_date': pd.date_range(dt.date(2025, 1, 1), dt.date(2025, 1, 5)),
})

left = left.drop([0, 1])

right = pd.DataFrame({
    'right_date': pd.date_range(dt.date(2025, 1, 1), dt.date(2025, 1, 5)),
    'value': range(5)
})

merged = pd.merge_asof(left, right, left_on='left_date', right_on='right_date')

index_before = left.index.tolist()
index_after = merged.index.tolist()
print(index_before)  # [2, 3, 4] since first two dropped
print(index_after)  # should be [2, 3, 4] but is [0, 1, 2]

Issue Description

merge_asof is has the unexpected side effect of resetting a RangeIndex. If there are gaps in the RangeIndex in the left dataframe ahead of the call, there will be no gaps in the dataframe resulting from the call.

Expected Behavior

By default, I would expect the index to be untouched, or at least expect an ignore_index keyword argument to be able to control this behavior.

Installed Versions

INSTALLED VERSIONS

commit : 0691c5c
python : 3.11.9
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19045
machine : AMD64
processor : AMD64 Family 25 Model 97 Stepping 2, AuthenticAMD
byteorder : little
LC_ALL : None
LANG : None
LOCALE : English_United States.1252

pandas : 2.2.3
numpy : 2.2.2
pytz : 2025.1
dateutil : 2.9.0.post0
pip : 25.0.1
Cython : None
sphinx : None
IPython : None
adbc-driver-postgresql: None
adbc-driver-sqlite : None
bs4 : None
blosc : None
bottleneck : None
dataframe-api-compat : None
fastparquet : None
fsspec : None
html5lib : None
hypothesis : None
gcsfs : None
jinja2 : None
lxml.etree : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
psycopg2 : None
pymysql : None
pyarrow : None
pyreadstat : None
pytest : None
python-calamine : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlsxwriter : None
zstandard : None
tzdata : 2025.1
qtpy : None
pyqt5 : None

[rhshadrach]

Thanks for the report! I do not see any indication in the documentation that this should preserve the index, and taking a look at the implementation it seems apparent to me that it wasn't intended to. Reworking this issue as an enhancement request.

If there is some indication in the docs that it should preserve the index, please do let us know.

[wahsmail]

Ok agreed, its not in the documentation. I noticed that pd.merge has the same effect - the docs of which say "If joining columns on columns, the DataFrame indexes will be ignored."

Philosophically I would think that left joins preserve the shape (and index) of the left dataframe. But obviously for inner/outer joins, this becomes more ambiguous.

I'll just plan to workaround this going forward, thanks.

[rhshadrach]

I do think if any change is to be made here, it should be made across merge operations to maintain consistency. This would be a rather big change, and I don't see the impact as being worth the behavior change. Marking as a closing candidate.