of cases to create panelyou can use dict of dataframe objects or three-dimensional ndarrayimport pandas io data as web pdata pd panel(dict((stkweb get_data_yahoo(stk'''')for stk in ['aapl''goog''msft''dell'])each item (the analogue of columns in dataframein the panel is dataframein [ ]pdata out[ ]dimensions (itemsx (majorx (minoritemsaapl to msft major axis : : to : : minor axisopen to adj close in [ ]pdata pdata swapaxes('items''minor'in [ ]pdata['adj close'out[ ]datetimeindex entries : : to : : data columnsaapl non-null values dell non-null values goog non-null values msft non-null values dtypesfloat ( ix-based label indexing generalizes to three dimensionsso we can select all data at particular date or range of dates like soin [ ]pdata ix[:'':out[ ]open high low close aapl dell goog msft volume adj close in [ ]pdata ix['adj close'''::out[ ]aapl dell goog msft date other pandas topics www it-ebooks info