The cookbook [Data In/Out](http://pandas-docs.github.io/pandas-docs-travis/cookbook.html#data-in-out) points to: [how to read in multiple files, appending to create a single dataframe](http://stackoverflow.com/questions/25210819/speeding-up-data-import-function-pandas-and-appending-to-dataframe/25210900#25210900). When using the suggested procedure on 2 df with freq '10T' the index is without the freq after the concat.