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