I'm using the function resample to change the daily data to be a monthly data of a pandas dataframe. Reading the documentation I found that I could define the rule='M' or rule='MS'. The first is "calendar month end" and the second is "calendar month begin". What is the difference between the two?
Difference between pandas resample 'M' and 'MS'
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It doesn't set the same date as index of the resampled groups.
Here is an example:
Note the difference in the dates of the index. For 'MS' the dates of the groups are always the first of the month, for 'M' the last day.