I think it is good that they do not exist in DataFrames.jl.
I respect Pandas design as I know that a lot of thought was given to make it good (and it is super successful), but what you say is exactly what other Pandas users were telling me.
Now, I wanted to take that Date column as row-names/row-indices
As @lungben commented - you can just keep it as a column and all will work. If you really want a fast lookup on this column then use gdf = groupby(df, :timestamp) and you can do gdf[(your_date,)] to get a subset of data frame matching this date fast.
Note that the fact that lookup is fast not guaranteed by Pandas (it is sometimes fast but not always - it depends on the data).