title: set two columns as the index in a pandas dataframe for time series analysis
body: <p>In the case of weather or stock market data, temperatures and stock prices are both measured at multiple stations or stock tickers for any given date.</p>
  
  <p>Therefore what is the most effective way to set an index which contains two fields?</p>
  
  <p>For weather: the weather_station and then Date</p>
  
  <p>For Stock Data: the stock_code and then Date</p>
  
  <p>Setting the index in this way would allow filtering such as:</p>
  
  <ul>
  <li><code>stock_df["code"]["start_date":"end_date"]</code></li>
  <li><code>weather_df["station"]["start_date":"end_date"]</code></li>
  </ul>