How to convert index of a pandas dataframe into a column

either:

df['index1'] = df.index

or, .reset_index:

df.reset_index(level=0, inplace=True)

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so, if you have a multi-index frame with 3 levels of index, like:

>>> df
                       val
tick       tag obs        
2016-02-26 C   2    0.0139
2016-02-27 A   2    0.5577
2016-02-28 C   6    0.0303

and you want to convert the 1st (tick) and 3rd (obs) levels in the index into columns, you would do:

>>> df.reset_index(level=['tick', 'obs'])
          tick  obs     val
tag                        
C   2016-02-26    2  0.0139
A   2016-02-27    2  0.5577
C   2016-02-28    6  0.0303