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    <p>You could use <code>itertools.groupby</code>:</p> <pre><code>&gt;&gt;&gt; import itertools &gt;&gt;&gt; # sort so that the same dates are contiguous &gt;&gt;&gt; obs.sort(key=lambda x: x['date']) &gt;&gt;&gt; grouped = itertools.groupby(obs, lambda x: x['date']) &gt;&gt;&gt; m = [max(g, key=lambda x: x['realtime_start']) for k, g in grouped] &gt;&gt;&gt; &gt;&gt;&gt; import pprint &gt;&gt;&gt; pprint.pprint(m) [{'date': '2012-10-01', 'realtime_end': '9999-12-31', 'realtime_start': '2012-12-19', 'value': '231.623'}, {'date': '2012-11-01', 'realtime_end': '9999-12-31', 'realtime_start': '2013-01-19', 'value': '231.071'}, {'date': '2012-12-01', 'realtime_end': '9999-12-31', 'realtime_start': '2013-03-19', 'value': '231.197'}, {'date': '2013-01-01', 'realtime_end': '9999-12-31', 'realtime_start': '2013-03-21', 'value': '231.222'}] </code></pre> <p>You can add other conditions too:</p> <pre><code>&gt;&gt;&gt; grouped = itertools.groupby(obs, lambda x: x['date']) &gt;&gt;&gt; m = [max((w for w in g if w['realtime_start'] &lt;= maxDate), key=lambda x: x['realtime_start']) for k, g in grouped] &gt;&gt;&gt; pprint.pprint(m) [{'date': '2012-10-01', 'realtime_end': '9999-12-31', 'realtime_start': '2012-12-19', 'value': '231.623'}, {'date': '2012-11-01', 'realtime_end': '9999-12-31', 'realtime_start': '2013-01-19', 'value': '231.071'}, {'date': '2012-12-01', 'realtime_end': '9999-12-31', 'realtime_start': '2013-02-19', 'value': '231.137'}, {'date': '2013-01-01', 'realtime_end': '9999-12-31', 'realtime_start': '2013-02-21', 'value': '231.198'}] </code></pre> <p>But I'd recommend looking at my favourite Python data manipulation library, <a href="http://pandas.pydata.org/" rel="nofollow">pandas</a>: it's great for tabular and time-series data, and data manipulation using it would be much easier (and more R-like in functionality) than anything you could roll yourself. </p>
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    1. COout of curiosity; is sorting necessary or just for performance?
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    2. CO@jurgenreza: it's necessary. If you have `[1,2,1]`, `groupby` will see that as three groups because the two `1`s aren't contiguous.
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    3. CO+1, thanks. Sorting is necessary. The data is from ALFRED, and i wish to test various strategies using only the data that was available at each date. I forgot a condition in the post you have replied to -- will `itertools` work with a condition such as `realtime_start` is not greater than `maxDate`?
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