from pandas import * K = 100 N = 100000 rng = DateRange('1/1/2000', periods=N, offset=datetools.Minute()) rng2 = np.asarray(rng).astype('M8[us]').astype('i8') series = {} for i in range(1, K + 1): data = np.random.randn(N)[:-i] this_rng = rng2[:-i] data[100:] = np.nan series[i] = SparseSeries(data, index=this_rng)