title: Pandas Panel to DataFrame indexing
body: <p>I have the following code:</p>
  
  <pre><code>import pandas as pd
  import pandas_datareader.data as web
  
  pdata = pd.Panel(dict((stk, web.get_data_yahoo(stk, '1/1/2009', '6/1/2012')) 
                        for stk in ['AAPL', 'GOOG', 'MSFT']))
  pdata
  
  &lt;class 'pandas.core.panel.Panel'&gt;
  Dimensions: 6 (items) x 861 (major_axis) x 3 (minor_axis)
  Items axis: Open to Volume
  Major_axis axis: 2009-01-02 00:00:00 to 2012-06-01 00:00:00
  Minor_axis axis: AAPL to MSFT
  
                          AAPL        GOOG        MSFT
  Date         minor          
  2009-01-02   Open       12.268572   153.302917  19.530001
               High       13.005714   159.870193  20.400000
               Low        12.165714   151.762924  19.370001
               Close      12.964286   159.621811  20.330000
               Adj Close  11.621618   159.621811  16.140903
  </code></pre>
  
  <p>Normally the following method would give me what I need:</p>
  
  <pre><code>pdata = pdata.swapaxes('items', 'minor')
  </code></pre>
  
  <p>And I get the following warning:</p>
  
  <pre><code>Panel is deprecated and will be removed in a future version.
  The recommended way to represent these types of 3-dimensional data are 
  with a MultiIndex on a DataFrame, via the Panel.to_frame() method
  </code></pre>
  
  <p>My objective is to have a Data Frame in the form of a Panel, using the date and stock ticker as Mayor and Minor row indices, and the Open price, etc as the columns as this:</p>
  
  <pre><code>              minor   Open       High        Low         Close       Adj Close
  Date
  2009-01-02    AAPL    12.268572  19.530001   12.165714   12.964286   11.621618    
                GOOG    153.302917 ...         ...         ...         ...
                MSFT    19.530001  ...         ...         ...         ...
  </code></pre>
  
  <p>I did convert the Panel object into a DataFrame and tried to use the pivot_table or set_index methods but I can't get the stock tickers to be the inner row index. When I use the swapaxes method on the DF, the Date is also swaped to the columns. Is there any easy way I can get the format I need?</p>