I need to do in Python the same as:
for (i = 0; i < 5; i++) {cout << i;}
but I don\'t know how to use FOR in Python to get the index
Just use
for i in range(0, 5): print i
to iterate through your data set and print each value.
For large data sets, you want to use xrange, which has a very similar signature, but works more effectively for larger data sets. http://docs.python.org/library/functions.html#xrange