I succeeded in doing the "join" (actually it is not, but for my data it is). The goal is to tag each record from DATASET1 for being/not being in a specific time period. Time periods are defined in DATASET2.
I did it using Python.
For those interested, here is the script (As i'm not a Python expert, more elegant code can be proposed):
# -*- coding: utf-8 -*- import dataiku import pandas as pd, numpy as np from dataiku import pandasutils as pdu