how read and write merged cells in excel

[scidam]

Suppose you have a data frame with multiindex, e.g.

arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
          ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])
tuples = list(zip(*arrays))
df = pd.DataFrame(pd.np.random.randn(8), index=index)

Then if you call df.reset_index(), you get almost what you want:

Output:
 	first 	second 	0
0 	bar 	one 	0.602861
1 	bar 	two 	1.843366
2 	baz 	one 	0.425292
3 	baz 	two 	-1.067120
4 	foo 	one 	1.012777
5 	foo 	two 	0.607141
6 	qux 	one 	0.582811
7 	qux 	two 	2.501628

Something like df.reset_index().to_excel('...') should give you desired result.