remove read_excel kwd NotImplemented error, update documentation pandas-dev#11544

Author: grahamjeffries

doc/source/io.rst

@@ -2503,6 +2503,21 @@ indices to be parsed.
 
    read_excel('path_to_file.xls', 'Sheet1', parse_cols=[0, 2, 3])
 
+
+Parsing Dates
++++++++++++++
+
+Datetime-like values are automatically converted to the appropriate dtype when
+reading the excel file. When there is a column of strings that have to be parsed
+to a datetime, you can use the `parse_dates` keyword:
+
+.. code-block:: python
+
+   read_excel('path_to_file.xls', 'Sheet1', parse_dates=['date_strings'])
+
+So this should *not* be used when the column in excel has already a datetime-like
+type.
+
 Cell Converters
 +++++++++++++++
 

pandas/io/excel.py

@@ -335,13 +335,10 @@ def _parse_excel(self, sheetname=0, header=0, skiprows=None, names=None,
         if 'chunksize' in kwds:
             raise NotImplementedError("chunksize keyword of read_excel "
                                       "is not implemented")
-        if parse_dates:
-            raise NotImplementedError("parse_dates keyword of read_excel "
-                                      "is not implemented")
 
-        if date_parser is not None:
-            raise NotImplementedError("date_parser keyword of read_excel "
-                                      "is not implemented")
+        if parse_dates and not index_col:
+            warn("The 'parse_dates=True' keyword of read_excel was provided"
+                 " without an 'index_col' keyword value.")
 
         import xlrd
         from xlrd import (xldate, XL_CELL_DATE,