Python (pandas): store a data frame in hdf5 with a multi index

Question

I need to work with large dimension data frame with multi index, so i tried to create a data frame to learn how to store it in an hdf5 file. The data frame is like this: (with the multi index in the first 2 columns)

Symbol    Date          0

C         2014-07-21    4792
B         2014-07-21    4492
A         2014-07-21    5681
B         2014-07-21    8310
A         2014-07-21    1197
C         2014-07-21    4722
          2014-07-21    7695
          2014-07-21    1774

I'm using the pandas.to_hdf but it creates a "Fixed format store", when I try to select the datas in a group:

store.select('table','Symbol == "A"')

it returns some errors and the main problem is this

TypeError: cannot pass a where specification when reading from a Fixed format store. this store must be selected in its entirety

Then i tried to append the DataFrame like this:

store.append('ts1',timedata)

and that should create a table, but that gives me another error:

TypeError: [unicode] is not implemented as a table column

So i need the code to store the data frame in a table in hdf5 format and to select the datas from a single index (for that purpose i found this code: store.select('timedata','Symbol == "A"') )

Answer 1

Here's an example

In [8]: pd.__version__
Out[8]: '0.14.1'

In [9]: np.__version__
Out[9]: '1.8.1'

In [10]: import sys

In [11]: sys.version
Out[11]: '2.7.3 (default, Jan  7 2013, 09:17:50) \n[GCC 4.4.5]'

In [4]: df = DataFrame(np.arange(9).reshape(9,-1),index=pd.MultiIndex.from_product([list('abc'),date_range('20140721',periods=3)],names=['symbol','date']),columns=['value'])

In [5]: df
Out[5]: 
                   value
symbol date             
a      2014-07-21      0
       2014-07-22      1
       2014-07-23      2
b      2014-07-21      3
       2014-07-22      4
       2014-07-23      5
c      2014-07-21      6
       2014-07-22      7
       2014-07-23      8

In [6]: df.to_hdf('test.h5','df',mode='w',format='table')

In [7]: pd.read_hdf('test.h5','df',where='date=20140722')
Out[7]: 
                   value
symbol date             
a      2014-07-22      1
b      2014-07-22      4
c      2014-07-22      7

In [12]: pd.read_hdf('test.h5','df',where='symbol="a"')
Out[12]: 
                   value
symbol date             
a      2014-07-21      0
       2014-07-22      1
       2014-07-23      2