The study of superconductivity with unconventional order is complicated in
condensed matter systems by their extensive complexity. Optical lattices with
their exceptional precision and control allow one to emulate superfluidity
avoiding many of the complications of condensed matter. A promising approach to
realize unconventional superfluid order is to employ orbital degrees of freedom
in higher Bloch bands. In recent work, indications were found that bosons
condensed in the second band of an optical chequerboard lattice might exhibit
p_x \pm i p_y order. Here we present experiments, which provide strong evidence
for the emergence of p_x \pm i p_y order driven by the interaction in the local
p-orbitals. We compare our observations with a multi-band Hubbard model and
find excellent quantitative agreement