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.