It is not clear if this should raise on construction or not http://stackoverflow.com/questions/17338148/pandas-duplicate-datetimeindex-entries-lead-to-odd-exception?noredirect=1#comment25166923_17338148
In [3]: from collections import OrderedDict
In [4]: import datetime as dt
In [5]: a = [1371215933513120, 1371215933513121, 1371215933513122, 1371215933513122]
In [6]: b = [1,2,3,4]
In [7]: df = pd.DataFrame({'a':a, 'b':b, 'c':[dt.datetime.fromtimestamp(t/1000000.) for t in a]})
In [8]: df.index=pd.DatetimeIndex(df['c'])
In [9]: d = OrderedDict()
In [10]: d['x'] = df
In [11]: p = pd.Panel(d)
In [12]: for y in p.major_axis:
....: print y
....: print p.major_xs(y)
....:
2013-06-14 09:18:53.513120
x
a 1371215933513120
b 1
c 2013-06-14 09:18:53.513120
2013-06-14 09:18:53.513121
x
a 1371215933513121
b 2
c 2013-06-14 09:18:53.513121
2013-06-14 09:18:53.513122
ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()