HDF Store with multi-index problems when using data_columns=True

[MMCMA]

Not sure if this is supposed to be like this. When I store a multi-index along with the option data_column=True, I cannot query along the dataframe indexes only the columns are valid references. However, it works when I store them with the option data_columns=[...].

import pandas as pd
import numpy as np

#adjust the path
file_path = 'D:\\test_store.h5'
np.random.seed(1234)
pd.set_option('display.max_rows',4)
# simulate some data
index = pd.MultiIndex.from_product([np.arange(10000,10200),
                                    pd.date_range('19800101',periods=500)],
                                   names=['id','date'])
df = pd.DataFrame(dict(id2=np.random.randint(0, 1000, size=len(index)),
                       w=np.random.randn(len(index))),
                  index=index).reset_index().set_index(['id', 'date'])

# store the data
store =  pd.HDFStore(file_path,mode='a',complib='blosc', complevel=9)
store.append('df_dc_None', df, data_columns=None)
store.append('df_dc_explicit', df, data_columns=['id2', 'w'])
store.append('df_dc_True', df, data_columns=True)
store.close()

# query the data
start = '19810201'
print(pd.read_hdf(file_path,'df_dc_None', where='date>start & id=10000'))
print(pd.read_hdf(file_path,'df_dc_True', where='id2>500'))
print(pd.read_hdf(file_path,'df_dc_explicit', where='date>start & id2>500'))
try:
    print(pd.read_hdf(file_path,'df_dc_True', where='date>start & id2>500'))
except ValueError as err:
    print(err)

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.19.0
nose: 1.3.7
pip: 8.1.2
setuptools: 23.0.0
Cython: 0.24
numpy: 1.11.2
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.2.0
sphinx: 1.3.1
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.7
blosc: None
bottleneck: 1.1.0
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.2
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: 0.7.9.None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: 0.2.1

[chris-b1]

Thanks for the example, yes, I think this should work - PR welcome if you're interested.