You are looking for index.levels :
In [10]: df1.index.levels Out[10]: [Index(['000568', '000596', '000799'], dtype=object), Int64Index([20120630, 20120930], dtype=int64)] In [11]: df1.index.levels[0] Out[11]: Index(['000568','000596','000799'], dtype=object)
Note that you can see index names:
In [12]: df1.index.names Out[12]: ['STK_ID', 'RPT_Date']
They are discussed in the docs here .
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