title: How do I save multi-indexed pandas dataframes to parquet?
body: <p>How do I save the dataframe shown at the end to parquet?<br>
  It was constructed this way:</p>
  
  <pre><code>df_test = pd.DataFrame(np.random.rand(6,4))
  df_test.columns = pd.MultiIndex.from_arrays([('A', 'A', 'B', 'B'), 
        ('c1', 'c2', 'c3', 'c4')], names=['lev_0', 'lev_1'])
  df_test.to_parquet("c:/users/some_folder/test.parquet")
  </code></pre>
  
  <p>The last line of that code returns:</p>
  
  <blockquote>
    <p>ValueError: parquet must have string column names</p>
  </blockquote>
  
  <p>Should I assume I can't save a dataframe with column headers created by multi-indexes (of strings)?  Thanks.</p>
  
  <p>--The dataframe looks like this:</p>
  
  <pre><code>lev_0         A                   B          
  lev_1        c1        c2        c3        c4
  0      0.713922  0.551404  0.289861  0.178739
  1      0.693925  0.425073  0.660924  0.695474
  2      0.280258  0.827231  0.282844  0.523069
  3      0.424731  0.380963  0.462356  0.491140
  4      0.786677  0.102935  0.382453  0.199056
  5      0.783115  0.295409  0.236880  0.388399
  </code></pre>