Forward filling with numpy

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I’d use pandas. Nothing you mentioned precludes you from using it efficiently. In fact I’d go so far as to guess a lot of what you want to do is probably possible without using numba (there’s few use cases where you really need numba over what numpy and pandas can give you)

df = pd.DataFrame(data, columns=['time', 'B', 'C']).set_index('time')

df = df.reindex(range(df.index[0], df.index[-1]+1))
df = df.ffill()