plt.plot_date(x=xaxis, y=yaxis, marker='x', color=[1, 0, 0, 0.2], label=
    'Data Series')
line1 = pylab.Line2D(list(range(1)), list(range(1)), color='white', marker='x',
    markersize=10, markerfacecolor='red', alpha=1.0)
line2 = pylab.Line2D(list(range(10)), list(range(10)), marker='_', linewidth=3.0, color
    ='dodgerblue', alpha=1.0)
plt.legend((line1, line2), ('Text', 'Other Text'), numpoints=1, loc=1)
Set legend symbol opacity with matplotlib?