<p dir="auto">Using:</p>
<div class="snippet-clipboard-content notranslate position-relative overflow-auto" data-snippet-clipboard-copy-content="from cStringIO import StringIO
df1 = pd.read_csv(StringIO(&quot;&quot;&quot;s,date,v\nQ,2013-11-21 00:00:00,1\nQ,2013-11-22 00:00:00,2\nQ,2013-11-22 00:00:00,3&quot;&quot;&quot;),
            index_col=[0,1])
df2 = pd.read_csv(StringIO(&quot;&quot;&quot;s,date,v\nQ,2013-11-21 00:00:00,1\nQ,2013-11-22 00:00:00,2\nQ,2013-11-23 00:00:00,3&quot;&quot;&quot;),
            index_col=[0,1])"><pre class="notranslate"><code class="notranslate">from cStringIO import StringIO
df1 = pd.read_csv(StringIO("""s,date,v\nQ,2013-11-21 00:00:00,1\nQ,2013-11-22 00:00:00,2\nQ,2013-11-22 00:00:00,3"""),
            index_col=[0,1])
df2 = pd.read_csv(StringIO("""s,date,v\nQ,2013-11-21 00:00:00,1\nQ,2013-11-22 00:00:00,2\nQ,2013-11-23 00:00:00,3"""),
            index_col=[0,1])
</code></pre></div>
<p dir="auto">Observer how slicing performs very different and non intuitively in these cases:</p>
<div class="snippet-clipboard-content notranslate position-relative overflow-auto" data-snippet-clipboard-copy-content="In [4]: df1.ix[[&quot;Q&quot;]]
Out[4]:
    v
Q NaN

[1 rows x 1 columns]

In [5]: df2.ix[[&quot;Q&quot;]]
Out[5]:
                       v
s date
Q 2013-11-21 00:00:00  1
  2013-11-22 00:00:00  2
  2013-11-23 00:00:00  3

[3 rows x 1 columns]"><pre class="notranslate"><code class="notranslate">In [4]: df1.ix[["Q"]]
Out[4]:
    v
Q NaN

[1 rows x 1 columns]

In [5]: df2.ix[["Q"]]
Out[5]:
                       v
s date
Q 2013-11-21 00:00:00  1
  2013-11-22 00:00:00  2
  2013-11-23 00:00:00  3

[3 rows x 1 columns]
</code></pre></div>
<p dir="auto">I feel that a warning like this: <a href="http://pandas.pydata.org/pandas-docs/stable/indexing.html?highlight=sort#the-need-for-sortedness-with-multiindex" rel="nofollow">http://pandas.pydata.org/pandas-docs/stable/indexing.html?highlight=sort#the-need-for-sortedness-with-multiindex</a> should happen when there are duplicates in the index.</p>
<p dir="auto">from pydata mailing list:</p>
<p dir="auto">"""<br>
The problem I'm hitting is in getting setup.py  to run either with build_ext --inplace or develop, so I can run  'nosetests pandas'<br>
cc1.exe: error: unrecognized command line option '-mno-cygwin'<br>
error: command 'gcc' failed with exit status 1<br>
Which looks like a possible case of <a href="http://bugs.python.org/issue12641" rel="nofollow">http://bugs.python.org/issue12641</a>.</p>
<p dir="auto">Some details:<br>
I'm running python 2.7.2 on Windows 64.</p>
<p dir="auto">mingw installed per <a href="http://wiki.cython.org/InstallingOnWindows" rel="nofollow">http://wiki.cython.org/InstallingOnWindows</a>:<br>
C:\Users\US\pandas&gt;gcc --version<br>
gcc (GCC) 4.6.2<br>
Copyright (C) 2011 Free Software Foundation, Inc.<br>
"""</p>