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Object dtype support #2

@ForeverWintr

Description

@ForeverWintr

I'm seeing some inconsistencies when trying to create frames with object dtype:

ff.parse('v(object)|i(IH,(object,object,object))|c(IH,(object,object,object))|s(4,4)')
<Frame>
<IndexHierarchy>                None     None     None     None     <object>
                                zRKC     zRKC     zaji     zaji     <<U4>
                                -314.34  zDdR     zuVU     zKka     <object>
<IndexHierarchy>
None             zRKC  -314.34  96520    3776.36  True     194224
None             zRKC  zDdR     -88017   -1378.5  False    -2981.64
None             zaji  zuVU     92867    ztJh     105269   3565.34
None             zaji  zKka     3884.98  zQkB     119909   3770.2
<object>         <<U4> <object> <object> <object> <object> <object>

Note that although most arrays do end up with an object dtype, the second level in IH is U4.

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