Serhiy Storchaka added the comment:

_new_Index is a function used in pandas to unpickle its Index objects. Added 29 
Jul 2014 
(https://github.com/pydata/pandas/commit/8d3cb3f36e2f7b415531e3b910f490c01657ecca).
 May be your current pandas is older than that used for pickling.

In any case this is not a Python bug.

----------
nosy: +serhiy.storchaka
resolution:  -> not a bug
stage:  -> resolved
status: open -> closed

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Python tracker <rep...@bugs.python.org>
<http://bugs.python.org/issue25861>
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