First you can select the dates of interest, and then use between_time . For example, suppose you have a time series of 72 hours:
import pandas as pd from numpy.random import randn rng = pd.date_range('1/1/2013', periods=72, freq='H') ts = pd.Series(randn(len(rng)), index=rng)
To choose between 20:00 and 22:00 on January 2 and 3, you can simply:
ts['2013-01-02':'2013-01-03'].between_time('20:00', '22:00')
Give you something like this:
2013-01-02 20:00:00 0.144399 2013-01-02 21:00:00 0.886806 2013-01-02 22:00:00 0.126844 2013-01-03 20:00:00 -0.464741 2013-01-03 21:00:00 1.856746 2013-01-03 22:00:00 -0.286726
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