import pandas as pd



files = [',Nikkei225.csv', ',TOPIX.csv', ',6501.csv']

df_all = pd.DataFrame()

for f in files:
    df = pd.read_csv(f)
    df = df.set_index('Date')
    df.columns = pd.MultiIndex.from_tuples([(f, c) for c in df.columns])
    df_all = pd.concat([df_all, df], axis=1, sort=True)


print(df_all.dropna())