In [13]: df.index = pd.MultiIndex.from_arrays([df.index.date, df.index.time], names=['Date','Time'])

In [14]: df
Out[14]: 
                              X     Y     Z
Date       Time                            
2013-01-02 10:00:13.295000  366 -8242 -1820
           10:00:13.329000  366 -8016 -1820
           10:00:13.352000   32 -8016 -1820
           10:00:13.882000   32 -9250 -1820
           10:00:15.076000 -302 -9250 -1820

[5 rows x 3 columns]