DataFrame fails late when initialized from structured array with non-native byte order
I ran into this issue trying to read in astronomy [FITS](http://fits.gsfc.nasa.gov) data into a pandas DataFrame:
https://github.com/astropy/astropy/issues/1156

Note that this doesn't fail on DataFrame construction, but on column selection (the last line):

```
import pandas as pd
from astropy.io import fits
data = fits.getdata('table.fits', 1)
table = pd.DataFrame(data)
table = table.set_index(['ROI', 'Solution'])
print(table.head())
#print(table.xs('HESS_J1023m575'))
print(table[['nfev', 'statname']])
```

Is it possible to either make this work directly or to fail on DataFrame construction and tell the user to e.g. fix the issue by setting an option `fix_byte_order=True`?
