You can simply use the urlraw version (the link to the raw version is the button on the link you specified) and then read it in the dataframe directly with read_csv:
import pandas as pd
url = 'https://raw.githubusercontent.com/pydata/pydata-book/master/ch09/stock_px.csv'
df = pd.read_csv(url,index_col=0,parse_dates=[0])
print df.head(5)
AAPL MSFT XOM SPX
2003-01-02 7.40 21.11 29.22 909.03
2003-01-03 7.45 21.14 29.24 908.59
2003-01-06 7.45 21.52 29.96 929.01
2003-01-07 7.43 21.93 28.95 922.93
2003-01-08 7.28 21.31 28.83 909.93
Edit: A brief description of the options I used to read in the file:
df = pd.read_csv(url,index_col=0,parse_dates=[0])
( = 0) , , , ; index_col=0 parse_dates [0] read_csv = 0 ( ) .