read_csv EmptyDataError when using a buffer and selecting an index column
I am trying to read_csv from a csv buffer object while selecting an index column, but I am recieving an EmptyDataError. I can read the plain file and select an index_col no problem, but for some reason the buffer object is not achieving the same results. I pasted my code below.

```
import pandas as pd
from six import StringIO

# reading from a file and setting the index works
df = pd.read_csv('somedata.csv', index_col=0)
print(df.to_csv())

,Data
2008-01-01,2106195622.22
2008-02-01,2049275024.52
2008-03-01,2653068424.54
2008-04-01,2523254963.17
2008-05-01,2504513912.88

# reading from a buffer and trying to setting an index does not work,
buffy = StringIO()
df.to_csv(buffy)
buffy.seek(0)
print(buffy.read())

,Data
2008-01-01,2106195622.22
2008-02-01,2049275024.52
2008-03-01,2653068424.54
2008-04-01,2523254963.17
2008-05-01,2504513912.88

buffy.seek(0)
df_buff = pd.read_csv(buffy, index_col=0)

<ipython-input-243-95002384e2b3> in <module>()
----> 1 pd.read_csv(buffy, index_col=0)


    560                     skip_blank_lines=skip_blank_lines)
    561 
--> 562         return _read(filepath_or_buffer, kwds)
    563 
    564     parser_f.__name__ = name

/home/eholmes/.virtualenv/py27/local/lib/python2.7/site-packages/pandas/io/parsers.pyc in _read(filepath_or_buffer, kwds)
    313 
    314     # Create the parser.
--> 315     parser = TextFileReader(filepath_or_buffer, **kwds)
    316 
    317     if (nrows is not None) and (chunksize is not None):

/home/eholmes/.virtualenv/py27/local/lib/python2.7/site-packages/pandas/io/parsers.pyc in __init__(self, f, engine, **kwds)
    643             self.options['has_index_names'] = kwds['has_index_names']
    644 
--> 645         self._make_engine(self.engine)
    646 
    647     def close(self):

/home/eholmes/.virtualenv/py27/local/lib/python2.7/site-packages/pandas/io/parsers.pyc in _make_engine(self, engine)
    797     def _make_engine(self, engine='c'):
    798         if engine == 'c':
--> 799             self._engine = CParserWrapper(self.f, **self.options)
    800         else:
    801             if engine == 'python':

/home/eholmes/.virtualenv/py27/local/lib/python2.7/site-packages/pandas/io/parsers.pyc in __init__(self, src, **kwds)
   1211         kwds['allow_leading_cols'] = self.index_col is not False
   1212 
-> 1213         self._reader = _parser.TextReader(src, **kwds)
   1214 
   1215         # XXX

pandas/parser.pyx in pandas.parser.TextReader.__cinit__ (pandas/parser.c:5214)()

EmptyDataError: No columns to parse from file
```
## INSTALLED VERSIONS

commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Linux
OS-release: 4.4.0-24-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.2
setuptools: 22.0.5
Cython: None
numpy: 1.11.0
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.2.0
sphinx: None
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 2.0.0b1
openpyxl: 2.3.5
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.2
lxml: None
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: None
boto: None
pandas_datareader: 0.2.1
