I'm trying to use dataframe columns to create an index.
#columns in file [<TICKER>,<PER>,<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>]
df = pd.read_csv('DSKY_210101_211106.csv', header=0, parse_dates=[2, 3])
#projection
project = df[['<DATE>', '<TIME>', '<HIGH>']]
project.set_index(['<DATE>','<TIME>'])
print(project)
But the index still the same. Why didn't columns become index ?

inplace=trueyou can see this in the docs pandas.pydata.org/docs/reference/api/…inplacebool, default False If True, modifies the DataFrame in place (do not create a new object).