title: merging data frames confusion
body: <p>I've got a bit confused with merging a couple of dataframes.  The following dataframes are called (dayData and data):</p>
  
  <p>dayData:</p>
  
  <pre><code>               id          stock_name    broad_sector currency
  0  BBG.XLON.BTA.S        BT GROUP PLC  Communications      GBp
  1  BBG.XLON.VOD.S  VODAFONE GROUP PLC  Communications      GBp
  
  dayData type &lt;class 'pandas.core.series.Series'&gt;
  dayData index  [0 1]
  </code></pre>
  
  <p>data:</p>
  
  <pre><code>            id
  BBG.XLON.BTA.S    301.221525
  BBG.XLON.VOD.S    213.791400
  
  Name: 2008-02-20 00:00:00, dtype: float64
  data index  [0 1]
  </code></pre>
  
  <p>the dayData dataframe is a Series so I convert to a dataframe and then try and merge the datae dataframes:</p>
  
  <pre><code>data = data.to_frame().reset_index()
  data.columns = ['id', 'price']
  dayData = dayData.merge(data[['price']], left_on='id', right_index=True)
  </code></pre>
  
  <p>however the returned dayData dataframe is empty:</p>
  
  <pre><code>Empty DataFrame
  Columns: [id, stock_name, broad_sector, currency, price]
  Index: []
  </code></pre>
  
  <p>What I am hoping to return is:</p>
  
  <pre><code>               id          stock_name    broad_sector currency       price
  0  BBG.XLON.BTA.S        BT GROUP PLC  Communications      GBp  301.221525
  1  BBG.XLON.VOD.S  VODAFONE GROUP PLC  Communications      GBp  213.791400
  </code></pre>
  
  <p>Any idea what I've done wrong?</p>
  
  <p>Thanks,</p>