ENH: read_excel MultiIndex #4679 by chris-b1 · Pull Request #10967 · pandas-dev/pandas (original) (raw)
You roundtrip by assuming 'a' is the index name, (because there would be an all blank row if it wasn't), which is what csv does too.
In [199]: df = pd.read_csv(
...: StringIO(""",foo,foo,bar,bar
...: ,a,b,a,b,
...: a,,,,
...: b,1,2,3,4
...: a,5,6,7,8"""), index_col=0, header=[0,1])
In [200]: df.index
Out[200]: Index([u'b', u'a'], dtype='object', name=u'a'