title: pandas to_csv index format
body: <p>I have data frame where row index is date. I want to call <code>to_csv</code> where I can specify row index format as <code>%Y%m%d</code>, it doesn't seem to be working for me since the row index output is in the format of <code>%Y-%m-%d</code>, anyway to force this method to output desired row index?</p>
  
  <p>I can iterate rows to output as my desired format but it is just too slow for me.
  Here is my code for out putting to csv file.</p>
  
  <pre><code>df.to_csv(fn, na_rep='nan', header=False, index=True, date_format="%Y%m%d")
  </code></pre>
  
  <p>The out put looks like:</p>
  
  <pre><code>2000-01-05,0.0,0.0,0.0,0.0,0.0,25.5,25.4,25.4,25.36,0.0
  </code></pre>
  
  <p>I want to look like:</p>
  
  <pre><code>20000105,0.0,0.0,0.0,0.0,0.0,25.5,25.4,25.4,25.36,0.0
  </code></pre>