You can use this to merge date and time into the same column of dataframe.
import pandas as pd
data_file = 'data.csv' #path of your file
Reading .csv file with merged columns Date_Time:
data = pd.read_csv(data_file, parse_dates=[['Date', 'Time']])
You can use this line to keep both other columns also.
data.set_index(['Date', 'Time'], drop=False)