code: def response_as_single(self, copy=0):
          
          arr = []
          for sid, frame in self.response.iteritems():
              if copy:
                  frame = frame.copy()
              'security' not in frame and frame.insert(0, 'security', sid)
              arr.append(frame.reset_index().set_index(['date', 'security']))
          return concat(arr).unstack()
docs: convert the response map to a single data frame with Multi-Index columns