search for: equijoin

I have dataframe a: sym date val1 === ==== ==== foo 20090101 a1 foo 20090102 a2 foo 20090103 a3 and dataframe b: sym date val2 === ==== ==== foo 20090104 b1 I would like to join/merge them to generate the following: sym date val2 val1 === ==== ==== ==== foo 20090104 b1 a3 i.e. an equijoin on column 'sym' and a temporal join on column 'date' where the closest matching row is retrieved. I have been through the various regular/irregular timeseries packages and can not see anything like this. Regards.