time slice on second level of multiindex
pandas allows for cool slicing on time indexes. For example, I can slice a dataframe df for the months from Janurary 2012 to March 2012 by doing: df['2012-01':'2012-03'] However, I have a dataframe df with a multiindex where the time index is the second level. It looks like: A B C D E a 2001-01-31 0.864841 0.789273 0.370031 0.448256 0.178515 2001-02-28 0.991861 0.079215 0.900788 0.666178 0.693887 2001-03-31 0.016674 0.855109 0.984115 0.436574 0.480339 2001-04-30 0.120924 0.046013 0.659807 0.210534 0.694029 2001-05-31 0.788149 0.296244 0.478201 0.845042 0.437814 b 2001-01-31 0.497646 0.349958 0