title: Python (pandas): store a data frame in hdf5 with a multi index
body: <p>I need to work with large dimension data frame with multi index, so i tried to create a data frame to learn how to store it in an hdf5 file.
  The data frame is like this: (with the multi index in the first 2 columns)</p>
  
  <pre><code>Symbol    Date          0
  
  C         2014-07-21    4792
  B         2014-07-21    4492
  A         2014-07-21    5681
  B         2014-07-21    8310
  A         2014-07-21    1197
  C         2014-07-21    4722
            2014-07-21    7695
            2014-07-21    1774
  </code></pre>
  
  <p>I'm using the pandas.to_hdf but it creates a "Fixed format store", when I try to select the datas in a group:</p>
  
  <pre><code>store.select('table','Symbol == "A"')
  </code></pre>
  
  <p>it returns some errors and the main problem is this</p>
  
  <pre><code>TypeError: cannot pass a where specification when reading from a Fixed format store. this store must be selected in its entirety
  </code></pre>
  
  <p>Then i tried to append the DataFrame like this:</p>
  
  <pre><code>store.append('ts1',timedata)
  </code></pre>
  
  <p>and that should create a table, but that gives me another error:</p>
  
  <pre><code>TypeError: [unicode] is not implemented as a table column
  </code></pre>
  
  <p>So i need the code to store the data frame in a table in hdf5 format and to select the datas from a single index (for that purpose i found this code: <code>store.select('timedata','Symbol == "A"')</code> )</p>