The Python code works for Python 3 and pandas v0.22.0. There are some rows that are mangled, but my assumption was this was an artifact of reading Excel files, and I didn't go back and fix every single row in the dataset.

  ACTUAL_DATE,ZONE_NAME,HOUR_ENDING,MW
  1993-01-01 00:00:00,AE,1,855.0
  1993-01-01 00:00:00,BGE,1,2358.0
  1993-01-01 00:00:00,DPL,1,1150.0
  1993-01-01 00:00:00,GPU,1,3772.0
  1993-01-01 00:00:00,JCPL,1,1632.0
  1993-01-01 00:00:00,METED,1,929.0
  1993-01-01 00:00:00,PECO,1,3015.0
  1993-01-01 00:00:00,PENLC,1,1211.0
  1993-01-01 00:00:00,PEPCO,1,2137.0