Error converting string to date field in Pandas

As you can infer from the above , When I try to convert the string , it gives error.

Tried below codes but got same error as,day is not defined,

df['day'] = pd.to_datetime(df['day'],format='%d %b %Y %H:%M:%S:%f')

As SO memeber suggested,I edited code but index stills the string, did not convert to day

Answer

If you don’t want to create another column, then just this will do:

df.index = pd.to_datetime(df.index)