read_csv index callback functionality
I have 3 csv files, which could be linked together via different columns. I want to merge all the 3 csv files in 1 dataframe. 

```
import pandas as pd
a_df = pd.read_csv(a_file, sep=';', index_col=['booking_id'])
b_df = pd.read_csv(b_file, sep=';', index_col=['ga:adwordsCreativeID', 'ga:date', 'ga:transactionId'])
c_df = pd.read_csv(c_file, sep=';', index_col=['Advertentie-ID', 'Dag'])

df = b.merge(a,b, left_index=True, right_index=True)
```

But some of the columns need some altering before the linking can occur. 

Alterations:
- I need to get the first 7 characters of the `ga:transactionId` column so it's equal to `booking_id`.
- I need to parse the `ga:date` string to a timestamp (format = yyyymmdd) so i can use it with `ga:adwordsCreativeID` to form an unique key. 
- I need to parse the `Dag` string to a timestamp (format = dd-mm-yyyy) so i can use it with `Advertentie-ID` to form the same unique key.

I assume that somewhere in the read_csv code is iterated through the csv data and added to the dataframe. Why not invoke a function callback so that during import the alterations can be applied? 
