def format_index(data):
tz_raw = data.columns[<NUM_LIT:1>]<EOL>timezone = TZ_MAP.get(tz_raw, tz_raw)<EOL>datetime = data['<STR_LIT>'] + data[tz_raw]<EOL>datetime = pd.to_datetime(datetime, format='<STR_LIT>')<EOL>data = data.set_index(datetime)<EOL>data = data.tz_localize(timezone)<EOL>return data<EOL>
Create DatetimeIndex for the Dataframe localized to the timezone provided
    as the label of the second (time) column.

    Parameters
    ----------
    data: Dataframe
        Must contain 'DATE (MM/DD/YYYY)' column, second column must be labeled
        with the timezone and contain times in 'HH:MM' format.

    Returns
    -------
    data: Dataframe
        Dataframe with DatetimeIndex localized to the provided timezone.