Closed

Description
Initial implementation was #2370 by @locojay, which was very nice but suffered from
several corner-cases and ambiguity when the files were read back in.
f0aa065 was a stopgap measure to roll back the functionality so 0.10 was not delayed.
The enhancements should be brought back in 0.11, enahnced with parsing of
multiindex on both axes, support for index names everywhere, decisions on best
defaults, arguments and so on.
@locojay, are you still interested in completing this after a bit more discussion?