time series data and NumPy

[BBands]

Good morning,

I store time series data in a SQL database. The results of a typical
query using pyodbc look like this.

Date            Close
"2007-01-17" 22.57

Where Date is a datetime.date object and Close is a float.

I'd like to put this data in a NumPy array for processing, but am
unsure as to how to handle the date. In the past I've used lists, but I
am looking to boost speed a bit as I wish to do a large number of
transformations and comparisons.

Can one index an array using datetime objects?

For example it would be nice to do a union of two arrays so that any
dates missing in either one were eliminated.

Thoughts on doing rolling operations, such as an n-period average or
variance?

Thoughts on working with time series data in arrays in general?

Thanks in advance,

    jab--who is very happily returning to Python after a sojourn in
R-land