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

One more thing you have to keep in mind that the APPEND() method in Pandas doesn't modify the original object. Instead it creates a new one with combined data. Because of involving creation and data buffer, its performance is not well. You'd better use CONCAT() function when doing multi-APPEND operations.