This is an old question which is raised again because of pandas' deprecation.
[https://stackoverflow.com/questions/23108889/set-value-multiindex-pandas]
The previous provided solution doesnt work anymore. below is what it does now as the second param within loc now means column and not the nth multiindex.
>>> ticks = pd.DataFrame(index = multindex, columns = ['change'])
>>> ticks.loc[(p,1)] = 1
>>> ticks
change 1
datetime 2nd
NaT NaN NaN NaN
2020-12-01 01:10:01 NaN 1.0
>>> ticks.loc[(p,2)] = 1
>>> ticks
change 1 2
datetime 2nd
NaT NaN NaN NaN NaN
2020-12-01 01:10:01 NaN 1.0 1.0
What is the new solution? and why the hell is such a crucial information not founded on pandas documentation?
found the solution here an updated solution to "adding a row to a MultiIndex DataFrame/Series"
it is necessary to add the: to indicate all axes. ie
>>> ticks.loc[(p,2),:] = 1
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