Can't index by timestamp in pandas dataframe

Question

I took an excel sheet which has dates and some values and want to convert them to pandas dataframe and select only rows which are between certain dates.

For some reason I cannot select a row by date index

Raw Data in Excel file

MCU                         
Timestamp   50D 10P1    10P2    10P3    10P6    10P9    10P12
12-Feb-15   25.17   5.88    5.92    5.98    6.18    6.23    6.33
11-Feb-15   25.9    6.05    6.09    6.15    6.28    6.31    6.39
10-Feb-15   26.38   5.94    6.05    6.15    6.33    6.39    6.46

Code

xls = pd.ExcelFile('e:/Data.xlsx')
vols = xls.parse(asset.upper()+'VOL',header=1)
vols.set_index('Timestamp',inplace=True)

Data before set_index

      Timestamp    50D  10P1  10P2  10P3  10P6  10P9  10P12  25P1  25P2  \
0    2015-02-12  25.17  5.88  5.92  5.98  6.18  6.23   6.33  2.98  3.08   
1    2015-02-11  25.90  6.05  6.09  6.15  6.28  6.31   6.39  3.12  3.17   
2    2015-02-10  26.38  5.94  6.05  6.15  6.33  6.39   6.46  3.01  3.16  

Data after set_index

              50D  10P1  10P2  10P3  10P6  10P9  10P12  25P1  25P2  25P3  \
Timestamp                                                                  
2015-02-12  25.17  5.88  5.92  5.98  6.18  6.23   6.33  2.98  3.08  3.21   
2015-02-11  25.90  6.05  6.09  6.15  6.28  6.31   6.39  3.12  3.17  3.32   
2015-02-10  26.38  5.94  6.05  6.15  6.33  6.39   6.46  3.01  3.16  3.31  

Output

>>> vols.index
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-02-12, ..., NaT]
Length: 1478, Freq: None, Timezone: None

>>> vols[date(2015,2,12)]
*** KeyError: datetime.date(2015, 2, 12)

I would expect this not to fail, and also I should be able to select a range of dates. Tried so many combinations but not getting it.

Answer 1

Using a datetime.date instance to try to retrieve the index won't work, you just need a string representation of the date, e.g. '2015-02-12' or '2015/02/14'.

Secondly, vols[date(2015,2,12)] is actually looking in your DataFrame's column headings, not the index. You can use loc to fetch row index labels instead. For example you could write vols.loc['2015-02-12']