import pandas as pd
import numpy as np
data = pd.Series(np.random.randn(10),
index=[['a', 'a', 'a',
'c', 'c', 'c',
'b', 'b', 'b',
'd'],
[1, 2, 3, 1, 2, 3, 1, 2, 2, 3]])
data.sort_index(inplace=True)
print(data["a" : "c"])
a 1 -0.876993
2 0.077060
3 0.212268
b 1 -0.223781
2 -0.489879
2 -0.232342
c 1 -1.532492
2 1.232021
3 0.960212
dtype: float64
The index needs to be sorted!