The best way is to parse it when reading as csv:
In [1]: df = pd.read_csv('foo.csv', sep='\s+', parse_dates=[['Year', 'Month', 'Day']])
In [2]: df
Out[2]:
Year_Month_Day Securtiy Trade Value NewDate
0 2011-01-10 00:00:00 AAPL Buy 1500 0
You can do this without the header, by defining column names while reading:
pd.read_csv(input_file, header=['Year', 'Month', 'Day', 'Security','Trade', 'Value' ], parse_dates=[['Year', 'Month', 'Day']])
If it's already in your DataFrame, you could use an apply:
In [11]: df['Date'] = df.apply(lambda s: pd.Timestamp('%s-%s-%s' % (s['Year'], s['Month'], s['Day'])), 1)
In [12]: df
Out[12]:
Year Month Day Securtiy Trade Value NewDate Date
0 2011 1 10 AAPL Buy 1500 0 2011-01-10 00:00:00