Pandas DataFrame concat vs append

Question

I have a list of 4 pandas dataframes containing a day of tick data that I want to merge into a single data frame. I cannot understand the behavior of concat on my timestamps

Answer 1

So what are you doing is with append and concat is almost equivalent. The difference is the empty DataFrame. For some reason this causes a big slowdown, not sure exactly why, will have to look at some point. Below is a recreation of basically what you did.

I almost always use concat (though in this case they are equivalent, except for the empty frame); if you don't use the empty frame they will be the same speed.

In [17]: df1 = pd.DataFrame(dict(A = range(10000)),index=pd.date_range('20130101',periods=10000,freq='s'))

In [18]: df1
Out[18]: 

DatetimeIndex: 10000 entries, 2013-01-01 00:00:00 to 2013-01-01 02:46:39
Freq: S
Data columns (total 1 columns):
A    10000  non-null values
dtypes: int64(1)

In [19]: df4 = pd.DataFrame()

The concat

In [20]: %timeit pd.concat([df1,df2,df3])
1000 loops, best of 3: 270 us per loop

This is equavalent of your append

In [21]: %timeit pd.concat([df4,df1,df2,df3])
10 loops, best of 

 3: 56.8 ms per loop