title: Parse an index which is a data series
body: <p>I need some help. I have an index in a pandas dataframe which is this column called: "Date Device value" (below)</p>
  
  <p>I would like to split this index into different columns, so that I have a column for the date (the index), a column that says the day of the week and a column for the time.</p>
  
  <p>I tried to use different methods with strftime to parse time, but it does not work.</p>
  
  <p>It is a csv that I already transformed to have the date column as the index.</p>
  
  <p>Thx a ton for your help!</p>
  
  <pre><code>DateDeviceValue                     
  11/27/15 17:54  On/Off  Chaudière_logement  4.0 4.0 536448.0    On
  11/27/15 17:54  On/Off  Chaudière_logement  4.0 4.0 536449.0    Off
  11/27/15 17:54  On/Off  Chaudière_logement  4.0 4.0 536450.0    On
  11/27/15 17:54  On/Off  Chaudière_logement  4.0 4.0 536451.0    Off
  </code></pre>