Why it does not work

There is no datetime dtype to be set for read_csv as csv files can only contain strings, integers and floats.

Setting a dtype to datetime will make pandas interpret the datetime as an object, meaning you will end up with a string.

Pandas way of solving this

The pandas.read_csv() function has a keyword argument called parse_dates

Using this you can on the fly convert strings, floats or integers into datetimes using the default date_parser (dateutil.parser.parser)

headers = ['col1', 'col2', 'col3', 'col4']
dtypes = {'col1': 'str', 'col2': 'str', 'col3': 'str', 'col4': 'float'}
parse_dates = ['col1', 'col2']
pd.read_csv(file, sep='\t', header=None, names=headers, dtype=dtypes, parse_dates=parse_dates)

This will cause pandas to read col1 and col2 as strings, which they most likely are (“2016-05-05” etc.) and after having read the string, the date_parser for each column will act upon that string and give back whatever that function returns.

Defining your own date parsing function:

The pandas.read_csv() function also has a keyword argument called date_parser

Setting this to a lambda function will make that particular function be used for the parsing of the dates.

GOTCHA WARNING

You have to give it the function, not the execution of the function, thus this is Correct

date_parser = pd.datetools.to_datetime

This is incorrect:

date_parser = pd.datetools.to_datetime()

Pandas 0.22 Update

pd.datetools.to_datetime has been relocated to date_parser = pd.to_datetime

Thanks @stackoverYC