import pandas as pd
df = pd.DataFrame({
'A' : np.random.randn(6),
'B' : np.random.randn(6),
'Date' : ['2019-02-28', '2019-02-28','2019-02-28','2019-03-29','2019-03-
29','2019-03-29'],
 'Name' :['jack','henry','phil','phil','henry','jack']
  })
 df.set_index(['Date','Name'])