title: set date column to index date.time pandas python
body: <p>Problem is resolved.</p>
  
  <p>I'm making a data frame from a several | seprated files. I read in my data, format my date column, and then set my date to datetime index.  My desired output is a dataframe that is time stamped so that I can group by Time Grouper. When I run the code to timestamp the index I get an error that is included along with my code and out put without implementing the timestamp:</p>
  
  <pre><code>import numpy as np
  import pandas as pd
  import glob
  
  
  df = pd.concat((pd.read_csv(f, sep='|', header=None, low_memory=False, names=['1', '2', '3', '4', '5', '6', '7', '8', '9', '10', '11', \
                                                              '12', '13', 'date', '15', '16', '17', '18', '19', '20', \
                                                              '21', '22'], index_col=None, dtype={'date':str}) for f in \
                  glob.glob('/home/jayaramdas/anaconda3/Thesis/FEC_data/itpas2_data/itpas2**.txt')))
  
  
  df['date'].dropna()
  
  df['date'] = pd.to_datetime(df['date'], format='%m%d%Y')
  
  df1 = df.set_index('date')
  
  
  
  print (df1)
                 cmte_id trans_typ entity_typ state  amount 
  
      fec_id    cand_id
  date                                                                          
  2007-08-15  C00112250       24K        ORG    DC    2000  C00431569  P00003392
  2007-09-26  C00119040       24K        CCM    FL    1000  C00367680  H2FL05127
  2007-09-26  C00119040       24K        CCM    MD    1000  C00140715  H2MD05155
  </code></pre>
  
  <p>My error:</p>
  
  <pre><code>KeyError: 'date'
  18 df2 = df1.set_index(pd.to_datetime(df1['date']), inplace=True)
  </code></pre>
  
  <p>My raw data:</p>
  
  <pre><code>C00112250|N|Q3|G|27931381854|24K|ORG|HILLARY CLINTON FOR PRESIDENT EXP. COMM.|WASHINGTON|DC|20013|||08152007|2000|C00431569|P00003392|71006.E7975|307490|||4101720071081637544
  C00119040|N|Q3|G|27990795873|24K|CCM|FRIENDS OF GINNY BROWN-WAITE|BROOKSVILLE|FL|34605|||09262007|1000|C00367680|H2FL05127|SB21.4307|307491|||4101720071081637552
  C00119040|N|Q3|G|27990795873|24K|CCM|HOYER FOR CONGRESS|CLINTON|MD|20735|||09262007|1000|C00140715|H2MD05155|SB21.4303|307491|||4101720071081637553
  </code></pre>