Quick and easy way:
df.loc[df.index[1:5], "Madrid":"Tokyo"]
So for example:
>>> df = pd.DataFrame(np.random.randint(-50,50,(5,5)), index=pd.date_range("2014-01-01", "2014-01-05"), columns=['Madrid', 'Boston', 'Tokyo', 'Shanghai', 'Kolkota'])
>>> df
Madrid Boston Tokyo Shanghai Kolkota
2014-01-01 -16 22 49 -24 40
2014-01-02 -49 -7 45 2 -6
2014-01-03 -24 41 -22 -11 0
2014-01-04 -28 -14 -2 20 28
2014-01-05 -49 15 -40 -2 3
>>> df.loc[df.index[1:5], "Madrid":"Tokyo"]
Madrid Boston Tokyo
2014-01-02 -49 -7 45
2014-01-03 -24 41 -22
2014-01-04 -28 -14 -2
2014-01-05 -49 15 -40
You can use the same approach to select specific rows, so if you need rows 0, 2, and 4 (first, third, and fifth):
>>> df.loc[df.index[[0, 2, 4]], "Madrid":"Tokyo"]
Madrid Boston Tokyo
2014-01-01 -16 22 49
2014-01-03 -24 41 -22
2014-01-05 -49 15 -40
Note
Python 2 Python 3, pandas, .ix pandas 0.20.2