df.columns df.values Out[152]: DatetimeIndex(['2013-01-01', '2013-01-02', '2013-01-03', '2013-01-04', '2013-01-05', '2013-01-06'], dtype='datetime64[ns]', freq='D') Out[153]: Index(['A', 'B', 'C', 'D'], dtype='object') Out[154]: array([[ 0.94251405, 0.45785949, 1.79680407, -0.1673346 ], [ 1.350054 , 0.37280432, 1.17952484, -1.49736159], [ 1.39631522, 1.66978288, 0.01449329, 0.0692628 ], [-1.51205691, -0.94297288, -0.14236803, -0.0421941 ], [-0.30273957, -1.61310536, 2.65031003, 1.2375204 ], [ 1.33817644, -0.3023708 , 0.90805789, 2.66969448]])