title: KeyError in pandas to_datetime
body: <p>I am loading a csv file which have datetime, when trying to convert using <code>df['times'] = pd.to_datetime(df['times'], format='%Y-%m-%d %H:%M:%S')</code> its giving keyerror. Also please find the of Jupyter notebook <a href="https://i.stack.imgur.com/1EbEw.png" rel="nofollow noreferrer">Screenshot</a></p>
  <p><a href="https://i.stack.imgur.com/1EbEw.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/1EbEw.png" alt="Jupyter notebook" /></a></p>
  <pre><code>---------------------------------------------------------------------------
  KeyError                                  Traceback (most recent call last)
  ~/Software/Anytrader/venv/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
     2656             try:
  -&gt; 2657                 return self._engine.get_loc(key)
     2658             except KeyError:
  
  pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
  
  pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
  
  pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
  
  pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
  
  KeyError: 'times'
  
  During handling of the above exception, another exception occurred:
  
  KeyError                                  Traceback (most recent call last)
  &lt;ipython-input-6-4f05a9476911&gt; in &lt;module&gt;
  ----&gt; 1 df['times'] = pd.to_datetime(df['times'], format='%Y-%m-%d %H:%M:%S')
        2 df.dtypes
  
  ~/Software/Anytrader/venv/lib/python3.6/site-packages/pandas/core/frame.py in __getitem__(self, key)
     2925             if self.columns.nlevels &gt; 1:
     2926                 return self._getitem_multilevel(key)
  -&gt; 2927             indexer = self.columns.get_loc(key)
     2928             if is_integer(indexer):
     2929                 indexer = [indexer]
  
  ~/Software/Anytrader/venv/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
     2657                 return self._engine.get_loc(key)
     2658             except KeyError:
  -&gt; 2659                 return self._engine.get_loc(self._maybe_cast_indexer(key))
     2660         indexer = self.get_indexer([key], method=method, tolerance=tolerance)
     2661         if indexer.ndim &gt; 1 or indexer.size &gt; 1:
  
  pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
  
  pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
  
  pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
  
  pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
  
  KeyError: 'times'
  </code></pre>