I know this question is very old, but I thought I was proposing a solution namedtupleas an alternative to OrderedDict, which would work well in this situation:
from collections import namedtuple
Bar = namedtuple('Bar', ['date', 'open', 'high', 'low', 'close'])
bars = [Bar(date, o, h, l, c) for date, o, h, l, c in list_of_lists]
>>> bars
[Bar(date='20010103', open='0.9507', high='0.9569', low='0.9262', close='0.9271'),
Bar(date='20010104', open='0.9271', high='0.9515', low='0.9269', close='0.9507'),
Bar(date='20010105', open='0.9507', high='0.9591', low='0.9464', close='0.9575')]
>>> bars[2].date
'20010105'
>>> bars[2].close
'0.9575'
, :
Bar = namedtuple('Bar', ['open', 'high', 'low', 'close'])
bars = {date: Bar(o, h, l, c) for date, o, h, l, c in list_of_lists}
>>> bars
{'20010103': Bar(open='0.9507', high='0.9569', low='0.9262', close='0.9271'),
'20010104': Bar(open='0.9271', high='0.9515', low='0.9269', close='0.9507'),
'20010105': Bar(open='0.9507', high='0.9591', low='0.9464', close='0.9575')}
>>> bars['20010105']
Bar(open='0.9507', high='0.9591', low='0.9464', close='0.9575')
>>> bars['20010105'].close
'0.9575'