def create_initial_day_panel(days_needed, fields, sids, dt):
index = days_index_at_dt(days_needed, dt)
# Use original index in case of 1 bar.
if days_needed != 1:
index = index[:-1]
window = len(index)
rp = RollingPanel(window, fields, sids)
for i, day in enumerate(index):
rp.index_buf[i] = day
rp.pos = window
return rp
