pandas convertit index to colonne
df.reset_index(inplace=True)
Difficult Donkey
df.reset_index(inplace=True)
df['index'] = df.index
>>> df
val
tick tag obs
2016-02-26 C 2 0.0139
2016-02-27 A 2 0.5577
2016-02-28 C 6 0.0303