CBOE add a disclaimer line before the header of each CSV
replace
df = DataFrame.from_csv(dataDir+'/'+fName, header=header)
with
header = 0
with open(dataDir+'/'+fName,'r') as fp:
if not fp.readline().startswith('Trade Date'):
header = 1
fp.close()
df = DataFrame.from_csv(dataDir+'/'+fName, header=header)
to fix the problem