Defina a coluna JSON como Index Pandas Dataframe

>>> import pandas as pd
>>> data = """
... {
...     "2020-04-02T00:00:00.000Z": {
...         "A": 133.25,
...         "B": 0.000155642
...     },
...     "2020-04-03T00:00:00.000Z": {
...         "A": 136.45,
...         "B": 0.0001498913
...     },
...     "2020-04-04T00:00:00.000Z": {
...         "A": 141.55,
...         "B": 0.0001471562
...     }
... }"""
>>> 
>>> df = pd.read_json(data, orient='index')
>>> df
                                A         B
2020-04-02 00:00:00+00:00  133.25  0.000156
2020-04-03 00:00:00+00:00  136.45  0.000150
2020-04-04 00:00:00+00:00  141.55  0.000147
Upset Unicorn