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Showing content from https://github.com/pandas-dev/pandas/issues/15376 below:

Parse two date columns broken in read_csv with multiple headers · Issue #15376 · pandas-dev/pandas · GitHub

Problem description

As can be seen here, a KeyError is being thrown when when trying to merge two date columns from a csv with multiple header lines.

So this csv file:

X,,Y,,Z,
Date,Time,A,B,A,B
2017-01-21,01:57:49.390,0,1,2,3
2017-01-21,01:57:50.400,4,5,7,9
2017-01-21,01:57:51.410,3,2,4,1

Causes this line:

pandas.read_csv('foo.csv', header=[0,1], parse_dates={'datetime': [0,1]})

to raise a KeyError

NOTE: I will be submitting a PR shortly.

Output of pd.show_versions() INSTALLED VERSIONS ------------------ commit: None python: 3.5.1.final.0 python-bits: 32 OS: Windows OS-release: 7 machine: AMD64 processor: Intel64 Family 6 Model 69 Stepping 1, GenuineIntel byteorder: little

pandas: 0.19.2
nose: 1.3.7
pip: 8.1.2
setuptools: 18.2
Cython: None
numpy: 1.12.0
dateutil: 2.6.0
pytz: 2016.6.1


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