I know you have csv files but here I am just showing and trying to help you by manually creating DataFrames as you have mentioned in the problem.
Below is the code that you're looking for.
>>> import pandas as pd
>>>
>>> dri = pd.date_range("2018/01/01", periods=2, freq="d")
>>>
>>> df = pd.DataFrame({"time": dri, "price": [12, 15]}, index = [1, 2])
>>> df
time price
1 2018-01-01 12
2 2018-01-02 15
>>>
>>> df2 = pd.DataFrame({"time": dri, "address": ["MI", "AR"]}, index=[1, 2])
>>> df2
time address
1 2018-01-01 MI
2 2018-01-02 AR
>>>
>>> # https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.merge.html
...
>>>
>>> df.merge(df2, on = "time", how = "inner", left_index = True)
time price address
1 2018-01-01 12 MI
2 2018-01-02 15 AR
>>>
By default, pandas does not include labels for index on left of DataFrame. If you really wish to have labels for the index of DataFrame as you have mentioned (In your case, that is row number), have a look into below executed statements on Python interactive terminal.
>>> df.index.name = "row number"
>>> df
time price
row number
1 2018-01-01 12
2 2018-01-02 15
>>>
>>> df2.index.name = "row number"
>>>
>>> df2
time address
row number
1 2018-01-01 MI
2 2018-01-02 AR
>>>
>>> df.merge(df2, on = "time", how = "inner", left_index = True)
time price address
row number
1 2018-01-01 12 MI
2 2018-01-02 15 AR
>>>