How to convert Pandas Dataframe to the desired Json format

It looks like this could be a useful alternative method for to_json, for the moment, one workaround is to read it back into python and munge :s

In [11]: s = f['Adj Close'].to_json(date_format='iso',orient='split')

In [12]: d = json.loads(s)  # import json

In [13]: [{"index": date, "value": val} for date, val in zip(d['index'], d['data'])]
Out[13]: 
[{'index': u'2013-01-02T00:00:00.000Z', 'value': 535.58},
 {'index': u'2013-01-03T00:00:00.000Z', 'value': 528.82},
 {'index': u'2013-01-04T00:00:00.000Z', 'value': 514.09},
 {'index': u'2013-01-07T00:00:00.000Z', 'value': 511.06},
 {'index': u'2013-01-08T00:00:00.000Z', 'value': 512.44},
 {'index': u'2013-01-09T00:00:00.000Z', 'value': 504.43},
 {'index': u'2013-01-10T00:00:00.000Z', 'value': 510.68},
 {'index': u'2013-01-11T00:00:00.000Z', 'value': 507.55},
 {'index': u'2013-01-14T00:00:00.000Z', 'value': 489.45},
 {'index': u'2013-01-15T00:00:00.000Z', 'value': 474.01},
 {'index': u'2013-01-16T00:00:00.000Z', 'value': 493.69},
 {'index': u'2013-01-17T00:00:00.000Z', 'value': 490.36},
 {'index': u'2013-01-18T00:00:00.000Z', 'value': 487.75},
 {'index': u'2013-01-22T00:00:00.000Z', 'value': 492.4},
 {'index': u'2013-01-23T00:00:00.000Z', 'value': 501.41},
 {'index': u'2013-01-24T00:00:00.000Z', 'value': 439.46},
 {'index': u'2013-01-25T00:00:00.000Z', 'value': 429.1}]

In [14]: json.dumps([{"index": date, "value": val} for date, val in zip(d['index'], d['data'])])
Out[14]: '[{"index": "2013-01-02T00:00:00.000Z", "value": 535.58}, {"index": "2013-01-03T00:00:00.000Z", "value": 528.82}, {"index": "2013-01-04T00:00:00.000Z", "value": 514.09}, {"index": "2013-01-07T00:00:00.000Z", "value": 511.06}, {"index": "2013-01-08T00:00:00.000Z", "value": 512.44}, {"index": "2013-01-09T00:00:00.000Z", "value": 504.43}, {"index": "2013-01-10T00:00:00.000Z", "value": 510.68}, {"index": "2013-01-11T00:00:00.000Z", "value": 507.55}, {"index": "2013-01-14T00:00:00.000Z", "value": 489.45}, {"index": "2013-01-15T00:00:00.000Z", "value": 474.01}, {"index": "2013-01-16T00:00:00.000Z", "value": 493.69}, {"index": "2013-01-17T00:00:00.000Z", "value": 490.36}, {"index": "2013-01-18T00:00:00.000Z", "value": 487.75}, {"index": "2013-01-22T00:00:00.000Z", "value": 492.4}, {"index": "2013-01-23T00:00:00.000Z", "value": 501.41}, {"index": "2013-01-24T00:00:00.000Z", "value": 439.46}, {"index": "2013-01-25T00:00:00.000Z", "value": 429.1}]'

Obviously this defeats the purpose of an efficient to_json function, but I think it's worth adding this as a feature request - I think this is a fairly standard format, we just overlooked it.