Converting time zone pandas dataframe

Localize the index (using tz_localize) to UTC (to make the Timestamps timezone-aware) and then convert to Eastern (using tz_convert):

import pytz
eastern = pytz.timezone('US/Eastern')
df.index = df.index.tz_localize(pytz.utc).tz_convert(eastern)

---

For example:

import pandas as pd
import pytz

index = pd.date_range('20140101 21:55', freq='15S', periods=5)
df = pd.DataFrame(1, index=index, columns=['X'])
print(df)
#                      X
# 2014-01-01 21:55:00  1
# 2014-01-01 21:55:15  1
# 2014-01-01 21:55:30  1
# 2014-01-01 21:55:45  1
# 2014-01-01 21:56:00  1

# [5 rows x 1 columns]
print(df.index)
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2014-01-01 21:55:00, ..., 2014-01-01 21:56:00]
# Length: 5, Freq: 15S, Timezone: None

eastern = pytz.timezone('US/Eastern')
df.index = df.index.tz_localize(pytz.utc).tz_convert(eastern)
print(df)
#                            X
# 2014-01-01 16:55:00-05:00  1
# 2014-01-01 16:55:15-05:00  1
# 2014-01-01 16:55:30-05:00  1
# 2014-01-01 16:55:45-05:00  1
# 2014-01-01 16:56:00-05:00  1

# [5 rows x 1 columns]

print(df.index)
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2014-01-01 16:55:00-05:00, ..., 2014-01-01 16:56:00-05:00]
# Length: 5, Freq: 15S, Timezone: US/Eastern