def METHOD_NAME(filename, usecols, tz):
    """
    Parameters
    ----------
    filename : str
    usecols : list of columns to keep
    tz : str e.g. 'US/Eastern'
    Returns
    -------
    dataframe
    """
    # Load data
    df = pd.read_csv(filename, usecols=usecols)
    # Convert the integer index column to timezone-aware datetime 
    df['Unix'] = pd.to_datetime(df['Unix'], unit='s', utc=True)
    df.set_index('Unix', inplace=True)
    df = df.tz_convert(tz)
    return df