how to fetch a csv file with a missing Date column

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The cboe VXV data had a missing column name 'Date'

vxvUrl = 'http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/vxvdailyprices.csv'  
fetch_csv(vxvUrl, symbol='VXV', skiprows=2,date_column='Date',pre_func = addFieldsVXV)  
def addFieldsVXV(df):  
    df.rename(columns={'Unnamed: 0': 'Date'}, inplace=True)  
    #df = reformat_quandl(df,'CLOSE')  
    print df.tail()  
    print df.index  
    return df

The codes have the following result.
Date OPEN HIGH LOW CLOSE
2264 11/30/2016 15.66 16.11 15.40 16.10
2265 12/01/2016 16.00 16.99 15.99 16.67
2266 12/02/2016 16.77 16.87 16.27 16.78
2267 12/05/2016 16.28 16.38 15.77 15.77
2268 12/06/2016 15.57 15.78 15.38 15.48

1-The index int numbers seem annoying ! Is it possible to still use the Date column as the index of the dataframe ?
2-With a missing Date name, why the fetch_csv function still need the date_column='Date' The codes really confuses me. Help plz

2 responses

Dan Dunn

Eric - you're in the weeds with Fetcher, which can be frustrating.

Can I recommend that you use the VXV dataset we provide? It's the same data, built-in natively. We also maintain it as a point-in-time dataset which is immensely valuable for backtesting. It should be much, much easier than loading it yourself.

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Eric K

@Dan I won't stick with the vxv anymore. I agree it's best to use the pipeline data set for the VXV price.
But the fetcher is needed for some reasons . Sometimes custom data is needed . I'll look into it later.

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In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

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