.sort_values() is not indexing zeros at the begining
#### Code Sample, a copy-pastable example if possible

```python
# Your code here
This_thing= This_thing.set_index(['index_1','index_2']).sort_values(by=['index_1','index_2'])
```
#### Problem description
the indexes of 'index_1' represent a timestamp (e.g. 2018-09-26 05:30:00)and the indexes of 'index_2' are a range from 0-8 representing an interval of time (e.g. 1minute, 5 minutes, 10 minutes, etc.).  At this point .sort_values() is setting all zeros at the end of the dataframe, which is not representative of the order prescribed by the range (from 0 - 8 )
<pre>
index_1           index_2
2018-09-26 05:30:00   1      1537939800
                      2      1537939800
                      3      1537939800
2018-09-26 05:35:00   1      1537940100
2018-09-26 05:40:00   1      1537940400
2018-09-26 05:45:00   1      1537940700
                      2      1537940700
2018-09-26 05:50:00   1      1537941000
2018-09-26 05:55:00   1      1537941300
2018-09-26 06:00:00   1      1537941600
...
2018-11-07 05:30:00   0      1541595900
2018-11-07 05:31:00   0      1541595960
2018-11-07 05:32:00   0      1541596020
2018-11-07 05:33:00   0      1541596080
2018-11-07 05:34:00   0      1541596140
</pre>

#### Expected Output
the range that is given would put the indexes correctly in order so that the zero index ( or my one minute interval) is set correctly at the starting position for visual/computational interpretation e.g.
<pre>
index_1           index_2
2018-09-26 05:30:00   0      1537939800
                      1      1537939800
                      2      1537939800
                      3      1537939800
2018-11-07 05:31:00   0      1541595960
2018-11-07 05:32:00   0      1541596020
2018-11-07 05:33:00   0      1541596080
2018-11-07 05:34:00   0      1541596140
2018-09-26 05:35:00   0      1537940100
2018-09-26 05:35:00   1      1537940100
2018-11-07 05:36:00   0      1541595960
2018-11-07 05:37:00   0      1541596020
2018-11-07 05:38:00   0      1541596080
2018-11-07 05:39:00   0      1541596140
2018-09-26 05:40:00   0      1537940400
2018-09-26 05:40:00   1      1537940400
</pre>


#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: AMD64 Family 22 Model 48 Stepping 1, AuthenticAMD
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.23.4
pytest: None
pip: 18.0
setuptools: 18.2
Cython: None
numpy: 1.14.5
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: 4.4.1
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
None
</details>
