from pandas import DataFrame, Timestamp

c = pandas.DataFrame({u'ul_payload': {('a', Timestamp('2016-11-01 06:15:00')): 5, ('a', Timestamp('2016-11-01 07:45:00')): 8, ('a', Timestamp('2016-11-01 09:00:00')): 9, ('a', Timestamp('2016-11-01 07:15:00')): 6, ('a', Timestamp('2016-11-01 07:30:00')): 7, ('a', Timestamp('2016-11-01 06:00:00')): 4}, u'dl_payload': {('a', Timestamp('2016-11-01 06:15:00')): 15, ('a', Timestamp('2016-11-01 07:45:00')): 18, ('a', Timestamp('2016-11-01 09:00:00')): 19, ('a', Timestamp('2016-11-01 07:15:00')): 16, ('a', Timestamp('2016-11-01 07:30:00')): 17, ('a', Timestamp('2016-11-01 06:00:00')): 14}})

In [80]: c
Out[80]:
                       dl_payload  ul_payload
a 2016-11-01 06:00:00          14           4
  2016-11-01 06:15:00          15           5
  2016-11-01 07:15:00          16           6
  2016-11-01 07:30:00          17           7
  2016-11-01 07:45:00          18           8
  2016-11-01 09:00:00          19           9

In [83]: c_fi = pandas.date_range(c.index.get_level_values(1).min(), c.index.get_level_values(1).max(), freq='15Min', name='a')

In [85]: len(c_fi)
Out[85]: 13

In [87]: c.reindex(index=c_fi, level=1).shape
Out[87]: (6, 2)

Expected Output

As in the single-level index case:

In [88]: c.reset_index(level=0).reindex(index=c_fi).shape
Out[88]: (13, 3)

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 2.7.13.final.0 python-bits: 64 OS: Darwin OS-release: 16.4.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: en_US.UTF-8 LANG: en_US.UTF-8 LOCALE: en_US.UTF-8 pandas: 0.19.2 nose: 1.3.7 pip: 9.0.1 setuptools: 28.6.1 Cython: 0.25.2 numpy: 1.11.3 scipy: 0.18.1 statsmodels: 0.6.1 xarray: 0.9.1 IPython: 5.1.0 sphinx: 1.5.1 patsy: 0.4.1 dateutil: 2.6.0 pytz: 2016.10 blosc: None bottleneck: 1.2.0 tables: 3.3.0 numexpr: 2.6.1 matplotlib: 2.0.0 openpyxl: 2.4.1 xlrd: 1.0.0 xlwt: 1.2.0 xlsxwriter: 0.9.6 lxml: 3.7.2 bs4: 4.5.3 html5lib: None httplib2: None apiclient: None sqlalchemy: 1.1.5 pymysql: None psycopg2: 2.6.2 (dt dec pq3 ext lo64) jinja2: 2.9.4 boto: 2.45.0 pandas_datareader: None

Comment From: chris-b1

Can you edit your example to include what a_fi is?

Comment From: chris-b1

Thanks for the report - this is a duplicate of #7895 (also xref #10347). PR to implement (or even just some doc updates) this would be welcome.