The appearance of the error message, it looks like you might have a row '1/1/0001'in your index. For instance,
df = pd.DataFrame([1,2], index=['09/26/2007', '1/1/0001'])
pd.to_datetime(df.index)
causes
OutOfBoundsDatetime: Out of bounds nanosecond timestamp: 1-01-01 00:00:00
- , DatetimeIndex NumPy datetime64[ns], 0001-01-01. datetime64[ns] dtype [1678 AD, 2262 AD].
pandas github, .
PeriodIndex DatetimeIndex:
df = pd.DataFrame([1,2], index=['09/26/2007', '1/1/0001'])
df.index = pd.PeriodIndex(df.index, freq='D')
0
2007-09-26 1
1-01-01 2