Telling python to ignore undefined data frames while iterating over a list of data frames?

Just skip over the errors with a try-except clause:

try:
    for i in [pdata, vdata, odata]:
        i.index  = pd.DatetimeIndex(i.date)
except:
    # You can do whatever you want here; pass does nothing
    pass

pdata= {'col1': [1, 2], 'col2': [3, 4]}
pdata= pd.DataFrame(data=pdata)
if pdata in locals():
    for i in [pdata]:
        i.index = i.iloc[:, 0]
if vdata in locals():    
    for i in [vdata]:
        i.index  = i.iloc[:, 0]
if odata in locals():
    for i in [odata]:
        i.index = i.iloca[:, 0] 

I can't test this at the moment, but what if we check it in locals() in a if condition, would that satisfy? Try it out.

hard to reproduce since I don't have all the code.