title: add missing header to dataframe first column
body: <p>I'm reading a json response with pandas:</p>
  
  <pre><code>df = pd.read_json(url,orient="index")
  </code></pre>
  
  <p>The returned dataframe is six columns but the first column doesn't have header. How can I add a header to this column? This is the first column. I don't want to have to rename the other columns... </p>