pandas_for_finance TypeError: [unicode] is not implemented as a table column
#### Code Sample, a copy-pastable example if possible

p.to_hdf('quotes.hdf','df',format='table')
#### Expected Output

Saves files
#### output of `pd.show_versions()`

Traceback (most recent call last):

  File "<ipython-input-15-7be322c5e66c>", line 1, in <module>
    p.to_hdf('quotes.hdf','df',format='table')

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\core\generic.py", line 939, in to_hdf
    return pytables.to_hdf(path_or_buf, key, self, **kwargs)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 257, in to_hdf
    f(store)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 252, in <lambda>
    f = lambda store: store.put(key, value, **kwargs)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 814, in put
    self._write_to_group(key, value, append=append, **kwargs)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 1252, in _write_to_group
    s.write(obj=value, append=append, complib=complib, **kwargs)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 4166, in write
    obj=obj, data_columns=data_columns, **kwargs)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 3757, in write
    **kwargs)

  File "C:\Users\LastAncientOne\Anaconda2\lib\site-packages\pandas\io\pytables.py", line 3434, in create_axes
    raise e

TypeError: [unicode] is not implemented as a table column

Using Pandas u'0.17.1'
