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Value error Cross correlation: Object too deep for desired array

I am trying to run a simple cross correlation.
np.correlate(C,C,"full")

I am getting the error: ValueError: object too deep for desired array

here is a preview of the variable. Not sure what else to communicate. (I have imported pandas as pd and numpy as np)

type(C)
TypeProxy: class 'pandas.core.frame.DataFrame'
C
DataFrame:
Equity(24 [AAPL])
2010-12-20 00:00:00+00:00 0.600
2010-12-21 00:00:00+00:00 1.210
2010-12-22 00:00:00+00:00 0.890
2010-12-23 00:00:00+00:00 -1.400
2010-12-27 00:00:00+00:00 1.848
2010-12-28 00:00:00+00:00 -0.440
2010-12-29 00:00:00+00:00 -0.920
2010-12-30 00:00:00+00:00 -1.820
2010-12-31 00:00:00+00:00 -0.510
2011-01-03 00:00:00+00:00 4.080

PLEASE HELP