How can I make pandas dataframe column headers all lowercase?

You can do it like this:

data.columns = map(str.lower, data.columns)

or

data.columns = [x.lower() for x in data.columns]

example:

>>> data = pd.DataFrame({'A':range(3), 'B':range(3,0,-1), 'C':list('abc')})
>>> data
   A  B  C
0  0  3  a
1  1  2  b
2  2  1  c
>>> data.columns = map(str.lower, data.columns)
>>> data
   a  b  c
0  0  3  a
1  1  2  b
2  2  1  c