To be honest I haven't really broached the hierarchical columns issue inside pandas. If someone can look and suggest an implementation strategy that doesn't int

To be honest I haven't really broached the hierarchical columns issue inside pandas. If someone can look and suggest an implementation strategy that doesn't interfere with the rest of the API I would be all for it. If you have heterogeneous columns with possibly missing data basically pandas is the only game in town (did you see my diagram?? :) ). It's possible to get a numpy MaskedArray with structured dtype to function like you want but it's relatively tricky to do.