title: Python Pandas: cannot do slice indexing
body: <p>I am trying to work with a pandas multiindex dataframe that looks like this:</p>
  
  <pre><code>                   end ref|alt
  chrom start
  chr1  3000714  3000715     T|G
        3001065  3001066     G|T
        3001110  3001111     G|C
        3001131  3001132     G|A
  </code></pre>
  
  <p>I want to be able to do this: </p>
  
  <pre><code>df.loc[('chr1', slice(3000714, 3001110))]
  </code></pre>
  
  <p>That fails with the following error:</p>
  
  <blockquote>
    <p>cannot do slice indexing on  with these indexers [1204741] of </p>
  </blockquote>
  
  <p><code>df.index.levels[1].dtype</code> returns <code>dtype('int64')</code>, so it <em>should</em> work with integer slices right?</p>
  
  <p>Also, any comments on how to do this <em>efficiently</em> would be valuable, as the dataframe has 12 million rows and I need to query it with this kind of slice query ~70 million times.</p>