The current merge_asof() has only one parameter for by, assuming that both DataFrames have the same column name. It does have left_on and right_on, so perhaps something similar for by would be helpful.
Also, there is no left_index or right_index parameter in merge_asof(). Adding these might be helpful too.
For example:
pd.merge_asof(df1, df2,
left_index=True, right_on='timestamp',
left_by='Ticker', right_by='ticker')
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