title: How can I keep Date and Time columns when I use parse_dates in pandas?
body: <p>I have a csv with a few columns, including 'Date' and 'Time'. I read the csv and set the 'Date' and 'Time' columns as index.</p>
  
  <pre><code>import pandas as pd
  data_file = 'data.csv'
  data = pd.read_csv(data_file, parse_dates=[['Date', 'Time']], index_col='Date_Time', dayfirst=True)
  </code></pre>
  
  <p>This way the 'Date' and 'Time' columns get dropped. My aim is to keep them.</p>
  
  <p>Another way is the following:</p>
  
  <pre><code>import pandas as pd
  data_file = 'data.csv'
  data = pd.read_csv(data_file, parse_dates=[['Date', 'Time']])
  data.set_index(['Date', 'Time'], drop=False)
  </code></pre>
  
  <p>This way keeps the columns I want but it creates a multi-index.</p>