"""
Note that when keying data paths which contain nested properties this must be
done from the :class:`ID` subclass, in this case the :class:`Armature` rather
than the bone.
"""

import bpy
from bpy.props import PointerProperty


# define a nested property
class MyPropGroup(bpy.types.PropertyGroup):
    nested = bpy.props.FloatProperty(name="Nested", default=0.0)

# register it so its available for all bones
bpy.utils.register_class(MyPropGroup)
bpy.types.Bone.my_prop = PointerProperty(type=MyPropGroup,
                                         name="MyProp")

# get a bone
obj = bpy.data.objects["Armature"]
arm = obj.data

# set the keyframe at frame 1
arm.bones["Bone"].my_prop_group.nested = 10
arm.keyframe_insert(data_path='bones["Bone"].my_prop.nested',
                    frame=1,
                    group="Nested Group")