If you have set the "Timestamp" column as the index , then you can simply use
df['2009-05-01' :'2010-03-01']
IIUC, a simple slicing?
from datetime import datetimedf2 = df[(df.Timestamp >= datetime(2009, 05, 01)) & (df.Timestamp <= datetime(2010, 03, 01))]
You can do something like:
df2 = df.set_index('Timestamp')['2009-05-01' :'2010-03-01']print(df2)