title: Convert Pandas DateTimeIndex to YYYYMMDD integer?
body: <p>Is there a preferred way to convert a pandas DateTimeIndex to a column of YYYYMMDD integers?  I need the YYYYMMDD integer format for legacy storage back into a pre-existing SQLite table that assumes dates are integers. </p>
  
  <p>Pandas' <strong>to_sql()</strong> fails with an 'sqlite3.InterfaceError' when using the SQLite flavour and index=True.  Apparently using an SQLalchemy flavor can convert the DateTimeIndex to string, but again I need to have this as an YYYYMMDD integer.</p>
  
  <p>While there seems to be <strong>to_datetime()</strong> and <strong>to_pydatetime()</strong> functions, there doesn't seem to be a <strong>from_datetime()</strong> function.</p>