Calculating difference between two rows in Python / Pandas

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I think you want to do something like this:

In [26]: data
Out[26]: 
           Date   Close  Adj Close
251  2011-01-03  147.48     143.25
250  2011-01-04  147.64     143.41
249  2011-01-05  147.05     142.83
248  2011-01-06  148.66     144.40
247  2011-01-07  147.93     143.69

In [27]: data.set_index('Date').diff()
Out[27]: 
            Close  Adj Close
Date                        
2011-01-03    NaN        NaN
2011-01-04   0.16       0.16
2011-01-05  -0.59      -0.58
2011-01-06   1.61       1.57
2011-01-07  -0.73      -0.71

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