If you're passing indexes with datetime format, make sure if it will be parsed correctly, indicating it's a datetime and if it has dayfirst format (dd/mm/YYYY).
For example:
pd.read_clipboard(index_col=0, headers=None,parse_dates=True, dayfirst=True)
Is telling pandas that the table in clipboard has no column headers, but have index (row headers) in the first column and it is in datetime format with day first (dd/mm/YYYY).