Get the data for the header.

        This is used when a header has levels.

def data(self, index, role):
        """
        Get the data for the header.

        This is used when a header has levels.
        """
        if not index.isValid() or \
           index.row() >= self._shape[0] or \
           index.column() >= self._shape[1]:
            return None
        row, col = ((index.row(), index.column()) if self.axis == 0
                    else (index.column(), index.row()))
        if role != Qt.DisplayRole:
            return None
        if self.axis == 0 and self._shape[0] <= 1:
            return None

        header = self.model.header(self.axis, col, row)

        # Don't perform any conversion on strings
        # because it leads to differences between
        # the data present in the dataframe and
        # what is shown by Spyder
        if not is_type_text_string(header):
            header = to_text_string(header)

        return header