title: Pivot table returns a key error in Pandas
body: <p>I have a dataframe called <code>performanceData</code> that looks like:</p>
  
  <pre><code>                         id  settle_price  settle_price_acc     pos    trade  \
  date                                                                           
  2016-01-04  BBG.XTKS.9716.S     14.096973         14.096973  8100.0  -1700.0   
  2016-01-04  BBG.XTKS.9065.S      4.460498          4.460498  4000.0  20000.0   
  2016-01-04  BBG.XTKS.7966.S     17.599029         17.599029  -500.0  27700.0   
  2016-01-04  BBG.XTKS.3774.S     19.514999         19.514999     0.0    200.0   
  2016-01-04  BBG.XTKS.5110.S     15.143828         15.143828  -200.0      0.0   
  
              nominal_posn_size  abs_nominal_posn_size  abs_nominal_trade_size  
  date                                                                          
  2016-01-04      114185.481138          114185.481138            23964.854066  
  2016-01-04       17841.990960           17841.990960            89209.954800  
  2016-01-04       -8799.514730            8799.514730           487493.116042  
  2016-01-04           0.000000               0.000000             3902.999806  
  2016-01-04       -3028.765682            3028.765682                0.000000
  </code></pre>
  
  <p>The dataframe is large and has dates for the last 10 years (above is the head).  I am trying to create a pivot table on date (for example summing all of the abs_nominal_trade_size values for each date.  However I get a key error</p>
  
  <pre><code>KeyError: 'date'
  </code></pre>
  
  <p>When I try and pivot on the date using the following code:</p>
  
  <pre><code> e = performanceData.pivot_table(index='date', columns=['abs_nominal_trade_size','abs_nominal_posn_size','nominal_posn_size'], values='Value')
  </code></pre>