Impressive pandas python web data code snippet from stack overflow.

import itertools
import datetime as dt

import numpy as np
import pandas as pd
from pandas.io.html import read_html


dfs = read_html('http://www.epexspot.com/en/market-data/auction/auction-table/2006-01-01/DE',
                attrs={'class': 'list hours responsive'},
                skiprows=1)

df = dfs[0]

hours = list(itertools.chain.from_iterable([[x, x] for x in range(1, 25)]))
df[0] = hours

df = df.rename(columns={0: 'a'})
df = df.rename(columns={1: 'b'})
df = df.set_index(['a', 'b'])
#df = df.set_index([0, 1])

today = dt.datetime(2006, 1, 1)
days = pd.date_range(today, periods=len(df.columns), freq='D')

colnames = [day.strftime(format='%Y-%m-%d') for day in days]
df.columns = colnames