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Showing content from https://github.com/pandas-dev/pandas/issues/7796 below:

support/test of PeriodIndex in HDFStore · Issue #7796 · pandas-dev/pandas · GitHub

Works for 'fixed'
buggy for 'table'

need explicit test for both

This may be a MultiIndex issue.

In [7]: weeklyPrices.head()
Out[7]: 
                                   price  
week                  id                                                   
2013-07-28/2013-08-03 0002189585   15.26  
2013-08-04/2013-08-10 0002189585   15.25  
2013-08-11/2013-08-17 0002189585   15.25  
2013-08-18/2013-08-24 0002189585   14.83 
2013-09-01/2013-09-07 0002189585   14.83  

In [8]: pd.read_hdf('weeklyPrices.h5','weeklyPrices').head()
Out[8]: 
                  price  
week id                                                                 
2274 0002189585   15.26  
2275 0002189585   15.25  
2276 0002189585   15.25  
2277 0002189585   14.83  
2279 0002189585   14.83  

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