title: ValueError: Merge keys contain null values on left side Pandas
body: <p>Edit:
  I have two datasets, df1 and df2. 
  df1 looks something like this:</p>
  
  <pre><code>       EXECUTION_TS        HR
  0      5/6/2019 9:20       127
  1      5/6/2019 9:21       126.5
  2      5/6/2019 9:22       130
  3      5/6/2019 9:23       114
  ...       ...              ...
  </code></pre>
  
  <p>and df2 looks something like </p>
  
  <pre><code>       EXECUTION_TS        PRICE
  0      5/6/2019 8:58       300
  1      5/6/2019 9:22       400
  2      5/6/2019 10:30      600
  ...    ...                ...
  </code></pre>
  
  <p>I want the result of merging the two dataframes to look like:</p>
  
  <pre><code>       EXECUTION_TS        HR         PRICE
  0      5/6/2019 9:20       127
  1      5/6/2019 9:21       126.5
  2      5/6/2019 9:22       130        400
  3      5/6/2019 9:23       114
  ...    ...                 ...         ...
  </code></pre>
  
  <p>Right now I'm using the code </p>
  
  <pre><code>df1 = pd.merge_asof(df1, df2, on="EXECUTION_TS", direction="nearest", tolerance=pd.Timedelta('500ms'))
  </code></pre>
  
  <p>because EXECUTION_TS for df2 goes to the millisecond level, which is why I used merge_asof instead of merge.
  I have a lot of these datasets that look similar to df1 and df2 above, and I'm looping through and merging the same way. Some datasets seem to merge just fine, and other give me this error:</p>
  
  <pre><code>ValueError: Merge keys contain null values on left side
  </code></pre>
  
  <p>No idea what's going wrong. Any help is much appreciated!</p>