I have a csv file which isn\'t coming in correctly with pandas.read_csv when I filter the columns with usecols and use multiple indexes.
The answer by @chip completely misses the point of two keyword arguments.
This solution corrects those oddities:
import pandas as pd
from StringIO import StringIO
csv = r"""dummy,date,loc,x
bar,20090101,a,1
bar,20090102,a,3
bar,20090103,a,5
bar,20090101,b,1
bar,20090102,b,3
bar,20090103,b,5"""
df = pd.read_csv(StringIO(csv),
header=0,
index_col=["date", "loc"],
usecols=["date", "loc", "x"],
parse_dates=["date"])
Which gives us:
x
date loc
2009-01-01 a 1
2009-01-02 a 3
2009-01-03 a 5
2009-01-01 b 1
2009-01-02 b 3
2009-01-03 b 5