def random_dates(start, end, n=10):
    start_u = start.value//10**9
    end_u = end.value//10**9
    return pd.to_datetime(np.random.randint(start_u, end_u, n), unit='s')

np.random.seed(0)
df = pd.DataFrame(np.random.random(3255000).reshape(465000,7))  # same shape as my data
df['date'] = random_dates(pd.to_datetime('1990-01-01'), pd.to_datetime('2018-01-01'), 465000)
df = df.set_index([0, 'date'])
df = df.sort_values(by=[3])  # unsort indices, just in case
df.index.lexsort_depth
> 0
df.index.is_monotonic()
> False
df.loc[(0.9987185534991936, pd.to_datetime('2012-04-16 07:04:34'))]
# no warning