Seconds since epoch timestamps

Your "timestamp" is in seconds-since-epoch. Per dezso, use to_timestamp(). I missed that when I checked \dfS+

Bad complex idea, and dragons.

Check the input formats. They cover casts from strings. That's what COPY is doing under the hood. The only method that even remotely looks like a long number is ISO 8601. If you look at that example though you'll see it's not a seconds-since-epoch

Example    | Description
19990108   | ISO 8601; January 8, 1999 in any mode

This is basically the same as another example on that chart.

Example    | Description
1999-01-08 | ISO 8601; January 8, 1999 in any mode

Converting to timestamp with abstime as an intermediary format

So if you want to convert from seconds-since-epoch, you can cheat by using the internal abstime since there is no available cast directly to timestamp from a string of seconds-since-epoch.

SELECT 1421088300::abstime::timestamp;
      timestamp      
---------------------
 2015-01-12 12:45:00
(1 row)

What's happening here is that abstime is binary coercable with integer. You can see that in \dC+. I checked \dfS+ for functions to get from integer to timestamp and found none. There is a cast though from integer to abstime (which is stored as an integer), and from abstime to timestamp.

If this is a new table you could actually type that column as abstime. It should load perfectly fine. And then you can ALTER TABLE. here is an example, except I'm not running COPY (but it should work all the same).

CREATE TABLE foo(bar)
AS VALUES
  (1421088300::abstime);

TABLE foo;
          bar           
------------------------
 2015-01-12 12:45:00-06
(1 row)

ALTER TABLE foo
  ALTER bar
  TYPE timestamp;

TABLE foo;
         bar         
---------------------
 2015-01-12 12:45:00
(1 row)

\d foo;
                Table "public.foo"
 Column |            Type             | Modifiers 
--------+-----------------------------+-----------
 bar    | timestamp without time zone | 

Index will be used if you remove cast to date (joined_date instead of joined_date::date) from WHERE clause (upper bound in BETWEEN should be changed accordingly).

  select * 
  from test 
  where joined_date >= '2017-09-25' AND joined_date <'2017-10-26'  ;

Alternatively , you can create index as CREATE INDEX index_test2 ON test (cast (joined_date as date), company_name, department);

Proof

CREATE TABLE test (
    id           serial       PRIMARY KEY,
    company_name varchar(255) not null,
    department   varchar(255) not null,
    joined_date  timestamp    not null
);

INSERT INTO test(company_name, department,joined_date)
SELECT
  md5(x::text),
  CASE WHEN x%2 = 0 THEN 'foo' WHEN x%3 = 0 THEN 'bar' ELSE 'baz' END,
  now()
FROM generate_series(1,1e6)
  AS gs(x);

CREATE INDEX index_test
  ON test (joined_date, company_name, department);

VACUUM ANALYZE test;

Query 1

EXPLAIN ANALYZE SELECT *
FROM test
WHERE joined_date BETWEEN '2017-09-25' AND '2017-10-25';  
                                                                         QUERY PLAN                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
 Index Scan using index_test on test  (cost=0.42..8.45 rows=1 width=49) (actual time=0.069..0.069 rows=0 loops=1)
   Index Cond: ((joined_date >= '2017-09-25 00:00:00'::timestamp without time zone) AND (joined_date <= '2017-10-25 00:00:00'::timestamp without time zone))
 Planning time: 0.142 ms
 Execution time: 0.097 ms
(4 rows)

Query 2

EXPLAIN ANALYZE SELECT *
FROM test
WHERE joined_date BETWEEN '2017-09-25' AND '2017-10-25'
  AND company_name = 'xxx'; 
                                                                                              QUERY PLAN                                                                                              
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 Index Scan using index_test on test  (cost=0.42..8.45 rows=1 width=49) (actual time=0.016..0.016 rows=0 loops=1)
   Index Cond: ((joined_date >= '2017-09-25 00:00:00'::timestamp without time zone) AND (joined_date <= '2017-10-25 00:00:00'::timestamp without time zone) AND ((company_name)::text = 'xxx'::text))
 Planning time: 0.111 ms
 Execution time: 0.047 ms
(4 rows)

Query 3

SELECT *
FROM test
WHERE joined_date BETWEEN '2017-09-25' AND '2017-10-25'
  AND company_name = 'xxx'
  AND department = 'yyy';

                                                                                                                 QUERY PLAN                                                                                                                  
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 Index Scan using index_test on test  (cost=0.42..6.20 rows=1 width=49) (actual time=0.017..0.017 rows=0 loops=1)
   Index Cond: ((joined_date >= '2017-09-25 00:00:00'::timestamp without time zone) AND (joined_date <= '2017-10-25 00:00:00'::timestamp without time zone) AND ((company_name)::text = 'xxx'::text) AND ((department)::text = 'yyy'::text))
 Planning time: 0.120 ms
 Execution time: 0.046 ms
(4 rows)