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
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.