dates = pandas.date_range('2016-01-01', periods=5, freq='H')
s = pandas.Series([0, 1, 2, 3, 4], index=dates)
dates2 = pandas.date_range('2016-01-14', periods=6, freq='H')
s2 = pandas.Series([-200, 10, 24, 30, 40, 100], index=dates2)
df1 = pd.DataFrame(s, columns=pd.MultiIndex.from_arrays([1, 2, 8, 'cat1'],
    names=['a', 'b', 'bar', 'c']))
df2 = pd.DataFrame(s2, columns=pd.MultiIndex.from_arrays([2, 5, 5, 'cat3'],
    names=['a', 'b', 'bar', 'c']))
df = pd.concat([df1, df2])
print(df)
Setting values with pandas.DataFrame