Converting a column to a DataTimeIndex and query by day I've a time series dataset which I thrown into Pandas. I have later converted the Date column into a DateTime column and then transformed to an index.
To here, everything is ok.

Problems arise when I try to segment the data by day. If I do something like df['2020-05-20'] python thrown an exception.
If I limit the selection to Year and Month everything is ok.

I thought initially this could have due to multiple rows with the same index, but this is not the case (I've tested with a unique date serie.

See below a reproducible example:

import pandas as pd
import numpy as np

df = pd.DataFrame(np.array([['2019-05-26','4'],['2019-06-02','4'],['2019-06-09','2'],['2019-06-16','3'],['2019-06-23','2'],['2019-06-30','3'],['2019-07-07','4'],['2019-07-14','4'],['2019-07-21','3'],['2019-07-28','2'],['2019-08-04','5'],['2019-08-11','4'],['2019-08-18','4'],['2019-08-25','3'],['2019-09-01','5'],['2019-09-08','4'],['2019-09-15','4'],['2019-09-22','3'],['2019-09-29','4'],['2019-10-06','3'],['2019-10-13','7'],['2019-10-20','4'],['2019-10-27','4'],['2019-11-03','3'],['2019-11-10','4'],['2019-11-17','3'],['2019-11-24','4'],['2019-12-01','3'],['2019-12-08','2'],['2019-12-15','2'],['2019-12-22','1'],['2019-12-29','3'],['2020-01-05','4'],['2020-01-12','5'],['2020-01-19','7'],['2020-01-26','23'],['2020-02-02','19'],['2020-02-09','9'],['2020-02-16','9'],['2020-02-23','52'],['2020-03-01','26'],['2020-03-08','30'],['2020-03-15','46'],['2020-03-22','62'],['2020-03-29','100'],['2020-04-05','87'],['2020-04-12','56'],['2020-04-19','55'],['2020-04-26','45'],['2020-05-03','45'],['2020-05-10','41'],['2020-05-17','29']]), columns=['Week', 'Volume'])

df['Week'] = pd.to_datetime(df['Week'])
df.set_index('Week', inplace = True)

df.index


At this stage, with your index converted to a DateTimeIndex, both the following statements fail:

df['05-26-2019']
# or
df['2019-05-26']


But a query by month alone with either df['May 2019'] or df['05-2019'] work fine.

Any idea why I can't segment also using the day?
Solution-   

df.loc['05-26-2019']


Borrowed from-

https://stackoverflow.com/questions/36871188/how-to-access-pandas-dataframe-datetime-index-using-strings