Difference pandas.DateTimeIndex without a frequency

There is no implemented diff function yet for index.

However, it is possible to convert the index to a Series first by using Index.to_series, if you need to preserve the original index. Use the Series constructor with no index parameter if the default index is needed.

Code example:

rng = pd.to_datetime(['2015-01-10','2015-01-12','2015-01-13'])
data = pd.DataFrame({'a': range(3)}, index=rng)  
print(data)
             a
 2015-01-10  0
 2015-01-12  1
 2015-01-13  2

a = data.index.to_series().diff()
print(a)

2015-01-10      NaT
2015-01-12   2 days
2015-01-13   1 days
dtype: timedelta64[ns]

a = pd.Series(data.index).diff()
print(a)
 0      NaT
 1   2 days
 2   1 days
dtype: timedelta64[ns]

This question is a bit old but anyway...

I use numpy.diff(data.index) to get the time deltas. Working fine.