I want to start with an empty data frame and then add to it one row each time. 
I can even start with a 0 data frame data=pd.DataFrame(np.zeros(shape=(10,2)),column=["a","b"]) and then replace one line each time. 
How can I do that?
Use .loc for label based selection, it is important you understand how to slice properly: http://pandas.pydata.org/pandas-docs/stable/indexing.html#selection-by-label and understand why you should avoid chained assignment: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
In [14]:
data=pd.DataFrame(np.zeros(shape=(10,2)),columns=["a","b"])
data
Out[14]:
   a  b
0  0  0
1  0  0
2  0  0
3  0  0
4  0  0
5  0  0
6  0  0
7  0  0
8  0  0
9  0  0
[10 rows x 2 columns]
In [15]:
data.loc[2:2,'a':'b']=5,6
data
Out[15]:
   a  b
0  0  0
1  0  0
2  5  6
3  0  0
4  0  0
5  0  0
6  0  0
7  0  0
8  0  0
9  0  0
[10 rows x 2 columns]
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