title: Extract columns from multiple data files and save them into separate columns in a new data frame
body: <p>I have 12 data files in a folder, each look like this:</p>
  
  <pre><code>,Unnamed: 0,Date &amp; time Time (s)    00 Nil  01 P1   02 P2   03 P3
  0,0,9/9/2013  03:24:36.956017   0.00E+00    0.00E+00    -6.25E-01   -6.25E-01   -4.93E-03
  1,1,9/9/2013  03:24:36.966017   1.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -4.49E-03
  2,2,9/9/2013  03:24:36.976017   2.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -5.29E-03
  3,3,9/9/2013  03:24:36.986017   3.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -4.08E-03
  4,4,9/9/2013  03:24:36.996017   4.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -3.32E-03
  5,5,9/9/2013  03:24:37.006017   5.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -4.80E-03
  6,6,9/9/2013  03:24:37.016017   6.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -4.37E-03
  7,7,9/9/2013  03:24:37.026017   7.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -3.68E-03
  8,8,9/9/2013  03:24:37.036017   8.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -4.59E-03
  9,9,9/9/2013  03:24:37.046017   9.00E-02    0.00E+00    -6.25E-01   -6.25E-01   -3.65E-03
  10,10,9/9/2013  03:24:37.056017 1.00E-01    0.00E+00    -6.25E-01   -6.25E-01   -3.93E-03
  11,11,9/9/2013  03:24:37.066017 1.10E-01    0.00E+00    -6.25E-01   -6.26E-01   -3.86E-03
  12,12,9/9/2013  03:24:37.076017 1.20E-01    0.00E+00    -6.25E-01   -6.25E-01   -3.89E-03
  </code></pre>
  
  <p>I want to extract column 4 for example from each data file, save them all in a new data frame as separate columns, and the header of each column is the name of the file this column came from. 
  i have found this code</p>
  
  <pre><code>    import glob
      import numpy as np
      import matplotlib.pyplot
      import pandas as pd
  
      import glob
      import pandas as pd
  
      file_list = glob.glob('*.dat')
      cols = [4] # add more columns here
  
      df = pd.DataFrame()
  
      for f in file_list:
          df = df.append(
              pd.read_csv(f, delimiter='\s+', header=None, usecols=cols),
              ignore_index=True,    
          )
  
      arr = df.values
  
  </code></pre>
  
  <p>However, columns from all the data files are merged into one single column in a data frame. 
  I want them into separate columns and each column header is the name of the original file the column is extracted from.
  Can anyone help me in this? I am a beginner in python</p>