title: Add 2nd column index to pandas dataframe using another dataframe column
body: <p>I have these 2 dataframes</p>
  
  <pre><code>edfmonthtradedays
  Out[57]: 
  Instrument  AAPL.O  AMZN.O  FB.OQ  GOOG.OQ  GOOGL.OQ  BHP.AX JPM.N  MSFT.O  \
  Date                                                                         
  2016-04-30      21      21     21       21        21     21     21      21   
  2016-05-31      21      21     21       21        21     21     21      21   
  2016-06-30      22      22     22       22        22     22     22      22
  </code></pre>
  
  <p>and</p>
  
  <pre><code>rics
  Out[60]: 
            0   1
  0    AAPL.O  US
  1    MSFT.O  US
  2    AMZN.O  US
  3    BHP.AX  AU
  </code></pre>
  
  <p>I am trying to add a second column index to df1 using column[1] in df2, such that AAPL.O column would also have 'US' as a column index, BHP.AX would have 'AU', etc? I am new to python and programming but have tried for some time to get this working without luck.</p>
  
  <p>I have tried,</p>
  
  <pre><code>dfmonthtradedays.columns = pd.MultiIndex.from_arrays(dfmonthtradedays.columns, rics[1].tolist())
  </code></pre>
  
  <p>number columns in df1 = number rows in df2</p>
  
  <p>Regards</p>