I have large pandas DataFrames with financial data. I have no problem appending and concatenating additional columns and DataFrames to my .h5 file.
The financial dat
pandas.HDFStore.put() has parameter append (which defaults to False) - that instructs Pandas to overwrite instead of appending.
So try this:
store = pd.HDFStore('test.h5')
store.append('name_of_frame', ohlcv_candle, format='t', data_columns=True)
we can also use store.put(..., append=True), but this file should also be created in a table format:
store.put('name_of_frame', ohlcv_candle, format='t', append=True, data_columns=True)
NOTE: appending works only for the table (format='t' - is an alias for format='table') format.