Concat DataFrame Reindexing only valid with uniquely valued Index objects
<p>I am trying to concat the following dataframes:</p>
<p>df1</p>
<pre><code>                                price   side timestamp
timestamp           
2016-01-04 00:01:15.631331072   0.7286  2   1451865675631331
2016-01-04 00:01:15.631399936   0.7286  2   1451865675631400
2016-01-04 00:01:15.631860992   0.7286  2   1451865675631861
2016-01-04 00:01:15.631866112   0.7286  2   1451865675631866
</code></pre>
<p>and:</p>
<p>df2</p>
<pre><code>                                bid     bid_size offer  offer_size
timestamp               
2016-01-04 00:00:31.331441920   0.7284  4000000 0.7285  1000000
2016-01-04 00:00:53.631324928   0.7284  4000000 0.7290  4000000
2016-01-04 00:01:03.131234048   0.7284  5000000 0.7286  4000000
2016-01-04 00:01:12.131444992   0.7285  1000000 0.7286  4000000
2016-01-04 00:01:15.631364096   0.7285  4000000 0.7290  4000000
</code></pre>
<p>With</p>
<pre><code> data = pd.concat([df1,df2], axis=1)  
</code></pre>
<p>But I get the follwing output:</p>
<pre><code>InvalidIndexError                         Traceback (most recent call last)
&lt;ipython-input-38-2e88458f01d7&gt; in &lt;module&gt;()
----&gt; 1 data = pd.concat([df1,df2], axis=1)
      2 data = data.fillna(method='pad')
      3 data = data.fillna(method='bfill')
      4 data['timestamp'] =  data.index.values#converting to datetime
      5 data['timestamp'] = pd.to_datetime(data['timestamp'])#converting to datetime

/usr/local/lib/python2.7/site-packages/pandas/tools/merge.pyc in concat(objs, axis, join, join_axes, ignore_index, keys, levels, names, verify_integrity, copy)
    810                        keys=keys, levels=levels, names=names,
    811                        verify_integrity=verify_integrity,
--&gt; 812                        copy=copy)
    813     return op.get_result()
    814 

/usr/local/lib/python2.7/site-packages/pandas/tools/merge.pyc in __init__(self, objs, axis, join, join_axes, keys, levels, names, ignore_index, verify_integrity, copy)
    947         self.copy = copy
    948 
--&gt; 949         self.new_axes = self._get_new_axes()
    950 
    951     def get_result(self):

/usr/local/lib/python2.7/site-packages/pandas/tools/merge.pyc in _get_new_axes(self)
   1013                 if i == self.axis:
   1014                     continue
-&gt; 1015                 new_axes[i] = self._get_comb_axis(i)
   1016         else:
   1017             if len(self.join_axes) != ndim - 1:

/usr/local/lib/python2.7/site-packages/pandas/tools/merge.pyc in _get_comb_axis(self, i)
   1039                 raise TypeError(&quot;Cannot concatenate list of %s&quot; % types)
   1040 
-&gt; 1041         return _get_combined_index(all_indexes, intersect=self.intersect)
   1042 
   1043     def _get_concat_axis(self):

/usr/local/lib/python2.7/site-packages/pandas/core/index.pyc in _get_combined_index(indexes, intersect)
   6120             index = index.intersection(other)
   6121         return index
-&gt; 6122     union = _union_indexes(indexes)
   6123     return _ensure_index(union)
   6124 

/usr/local/lib/python2.7/site-packages/pandas/core/index.pyc in _union_indexes(indexes)
   6149 
   6150         if hasattr(result, 'union_many'):
-&gt; 6151             return result.union_many(indexes[1:])
   6152         else:
   6153             for other in indexes[1:]:

/usr/local/lib/python2.7/site-packages/pandas/tseries/index.pyc in union_many(self, others)
    959             else:
    960                 tz = this.tz
--&gt; 961                 this = Index.union(this, other)
    962                 if isinstance(this, DatetimeIndex):
    963                     this.tz = tz

/usr/local/lib/python2.7/site-packages/pandas/core/index.pyc in union(self, other)
   1553                 result.extend([x for x in other._values if x not in value_set])
   1554         else:
-&gt; 1555             indexer = self.get_indexer(other)
   1556             indexer, = (indexer == -1).nonzero()
   1557 

/usr/local/lib/python2.7/site-packages/pandas/core/index.pyc in get_indexer(self, target, method, limit, tolerance)
   1890 
   1891         if not self.is_unique:
-&gt; 1892             raise InvalidIndexError('Reindexing only valid with uniquely'
   1893                                     ' valued Index objects')
   1894 

InvalidIndexError: Reindexing only valid with uniquely valued Index objects  
</code></pre>
<p>I have removed additional columns and removed duplicates and NA where there could be a conflict - but I simply do not know what's wrong.</p>