BUG: Allow multiple 'by' parameters in merge_asof() when DataFrames are indexed (#15676)
State: closed

 - [x] closes #15676
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry


Labels:
name: Bug
name: Reshaping
description: Concat, Merge/Join, Stack/Unstack, Explode

Comments:
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15679?src=pr&el=h1) Report
> Merging [#15679](https://codecov.io/gh/pandas-dev/pandas/pull/15679?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/05d70f4e617a274813bdb02db69143b5554aa106?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `100%`.


```diff
@@            Coverage Diff             @@
##           master   #15679      +/-   ##
==========================================
- Coverage   91.03%      91%   -0.03%     
==========================================
  Files         143      143              
  Lines       49392    49399       +7     
==========================================
- Hits        44962    44958       -4     
- Misses       4430     4441      +11
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15679?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/tools/merge.py](https://codecov.io/gh/pandas-dev/pandas/compare/05d70f4e617a274813bdb02db69143b5554aa106...965caf2e35c60057114f3fa701edee38008ec5a4?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL21lcmdlLnB5) | `93.68% <100%> (-0.27%)` | :x: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/compare/05d70f4e617a274813bdb02db69143b5554aa106...965caf2e35c60057114f3fa701edee38008ec5a4?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :x: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/compare/05d70f4e617a274813bdb02db69143b5554aa106...965caf2e35c60057114f3fa701edee38008ec5a4?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.87% <0%> (-0.1%)` | :x: |
| [pandas/tseries/index.py](https://codecov.io/gh/pandas-dev/pandas/compare/05d70f4e617a274813bdb02db69143b5554aa106...965caf2e35c60057114f3fa701edee38008ec5a4?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvaW5kZXgucHk=) | `95.29% <0%> (-0.1%)` | :x: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/compare/05d70f4e617a274813bdb02db69143b5554aa106...965caf2e35c60057114f3fa701edee38008ec5a4?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.3% <0%> (+0.33%)` | :white_check_mark: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15679?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15679?src=pr&el=footer). Last update [05d70f4...965caf2](https://codecov.io/gh/pandas-dev/pandas/compare/05d70f4e617a274813bdb02db69143b5554aa106...965caf2e35c60057114f3fa701edee38008ec5a4?el=footer&src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
lgtm. ping on green.
@jreback It's all green!
thanks @chrisaycock very nice!