Я считаю, что вам нужно:
df = data.loc['4/1/2019 7:57':'4/1/2019 12:27', data.columns[[1,8,15,22,29,36,43]]]
Образец :
idx = ['4/1/2019 6:57', '4/1/2019 7:57', '4/1/2019 8:57', '4/1/2019 9:57',
'4/1/2019 12:27', '4/1/2019 15:57']
data = pd.DataFrame({
'A':list('abcdef'),
'B':[4,5,4,5,5,4],
'C':[7,8,9,4,2,3],
'D':[1,3,5,7,1,0],
'E':[5,3,6,9,2,4],
'F':list('aaabbb')
}, index=idx)
df = data.loc['4/1/2019 7:57':'4/1/2019 12:27', data.columns[[1,2,4]]]
print (df)
B C E
4/1/2019 7:57 5 8 3
4/1/2019 8:57 4 9 6
4/1/2019 9:57 5 4 9
4/1/2019 12:27 5 2 2