jorisvandenbossche commented on PR #34234:
URL: https://github.com/apache/arrow/pull/34234#issuecomment-1446181964

   @judahrand thanks for working on this!
   
   Before diving into the details, I have two general comments:
   
   - We are in the middle of refactoring how we expose the Acero / ExecPlan 
features, and I have a PR that exposes the Declaration object and 
ExecNodeOptions subclasses in Python 
(https://github.com/apache/arrow/pull/34102). Once that is merged, it should be 
the goal that also the asof join could be exposed by adding an 
`AsofJoinNodeOptions` class in pyarrow. 
     Ideally, I would prefer that we can do this directly, but I know that the 
mentioned PR isn't merged yet (I hope it can be merged in one of the coming 
days, though)
   
   - I think we should try to do a better job of explaining what the "asof" 
exactly is and does in the docstring (I also noted that AsOfJoin is missing in 
the C++ user guide (will open an issue about that), although it has some 
reference docs), since I think this is generally not a very well known join 
type: what is the difference with a normal join? What is the difference between 
the "on" and "by" join keys?


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