import pandas as pd
df = pd.DataFrame({'my_dates': ['2015-01-01', '2015-01-02', '2015-01-03'],
    'myvals': [1, 2, 3]})
df['my_dates'] = pd.to_datetime(df['my_dates'])
df['day_of_week'] = df['my_dates'].dt.weekday_name
Create a day-of-week column in a Pandas dataframe using Python