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Is there a way to generate time range in pandas similar to date_range? something like:

pandas.time_range("11:00", "21:30", freq="30min")

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A time range does not exist as a standalone index type. You can create using a single date:

In [1]: pandas.date_range("11:00", "21:30", freq="30min")

Out[1]: 

<class 'pandas.tseries.index.DatetimeIndex'>

[2013-07-14 11:00:00, ..., 2013-07-14 21:30:00]

Length: 22, Freq: 30T, Timezone: None

The time objects

In [2]: pandas.date_range("11:00", "21:30", freq="30min").time

Out[2]: 

array([datetime.time(11, 0), datetime.time(11, 30), datetime.time(12, 0),

       datetime.time(12, 30), datetime.time(13, 0), datetime.time(13, 30),

       datetime.time(14, 0), datetime.time(14, 30), datetime.time(15, 0),

       datetime.time(15, 30), datetime.time(16, 0), datetime.time(16, 30),

       datetime.time(17, 0), datetime.time(17, 30), datetime.time(18, 0),

       datetime.time(18, 30), datetime.time(19, 0), datetime.time(19, 30),

       datetime.time(20, 0), datetime.time(20, 30), datetime.time(21, 0),

       datetime.time(21, 30)], dtype=object)

You can also resample if you are spanning numerous dates.

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