Code-Switching (CS) between two languages is extremely common in communities with societal multilingualism where speakers switch between two or more languages when interacting with each other. CS has been extensively studied in spoken language by linguists for several decades but with the popularity of social-media and less formal Computer Mediated Communication, we now see a big rise in the use of CS in the text form. This poses interesting challenges and a need for computational processing of such code-switched data. As with any Computational Linguistic analysis and Natural Language Processing tools and applications, we need annotated data for understanding, processing, and generation of code-switched language. In this study, we focus on CS between English and Hindi Tweets extracted from the Twitter stream of Hindi-English bilinguals. We present an annotation scheme for annotating the pragmatic functions of CS in Hindi-English (Hi-En) code-switched tweets based on a linguistic analysis and some initial experiments.