to_sql: Does not produce a hierarchical index when using SQLAlchemy as the dbAPI
Based on this post here:

http://stackoverflow.com/questions/39089513/pandas-sqlalchemy-engine-does-not-produce-hierarchical-index-but-legacy-mode-do
#### data ('test.csv'):

```
AlignmentId,Classifier,Value
aln1,classifier1,True
aln1,classifier2,False
aln2,classifier1,True
```
#### Sample code:

```
import pandas as pd
import sqlalchemy
import sqlite3

sqla_con = sqlalchemy.create_engine('sqlite:///test.db')
legacy_con = sqlite3.connect('test.db')

df = pd.read_csv('test.csv', index_col=[0, 1])

df.to_sql('legacy', legacy_con)
df.to_sql('sqlalchemy', sqla_con)
```
#### Output (inspecting the resulting sqlite database):

```
$sqlite3
SQLite version 3.13.0 2016-05-18 10:57:30
Enter ".help" for usage hints.
Connected to a transient in-memory database.
Use ".open FILENAME" to reopen on a persistent database.
sqlite> .open test.db
sqlite> .schema
CREATE TABLE "legacy" (
"AlignmentId" TEXT,
  "Classifier" TEXT,
  "Value" INTEGER
);
CREATE INDEX "ix_legacy_AlignmentId_Classifier"ON "legacy" ("AlignmentId","Classifier");
CREATE TABLE sqlalchemy (
    "AlignmentId" TEXT,
    "Classifier" TEXT,
    "Value" BOOLEAN,
    CHECK ("Value" IN (0, 1))
);
CREATE INDEX "ix_sqlalchemy_Classifier" ON sqlalchemy ("Classifier");
CREATE INDEX "ix_sqlalchemy_AlignmentId" ON sqlalchemy ("AlignmentId");
```
#### output of `pd.show_versions()`
## INSTALLED VERSIONS

commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Linux
OS-release: 2.6.32-504.3.3.el6.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.2
setuptools: 23.0.0
Cython: 0.24
numpy: 1.11.1
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.2.0
sphinx: 1.4.1
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.2
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: None
