Brendan Tierney has a multi-part key:
It’s a little annoying when an API changes the structure of the data it returns and you end up with your code breaking. In my case, I experienced it when a dataframe having a single column index went to having a multi-column index. This was a new experience for me, at this time, as I hadn’t really come across it before. The following illustrates one particular case similar (not the same) that you might encounter. In this test/demo scenario I’ll be using the yfinance API to illustrate how you can remove the multi-column index and go back to having a single column index.
In this case, Brendan essentially builds a hierarchy and filters down to make a single key column (in this case, a date) relevant.