Append data to HDF5 file with Pandas, Python

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.

tohlcv_candle.to_hdf('test.h5',key='this_is_a_key', append=True, mode='r+', format='t')

You need to pass another argument append=True to specify that the data is to be appended to existing data if found under that key, instead of over-writing it.

Without this, the default is False and if it encounters an existing table under 'this_is_a_key' then it overwrites.

The mode= argument is only at file-level, telling whether the file as a whole is to be overwritten or appended.

One file can have any number of keys, so a mode='a', append=False setting will mean only one key gets over-written while the other keys stay.

I had a similar experience as yours and found the additional append argument in the reference doc. After setting it, now it's appending properly for me.

Ref: https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.to_hdf.html

Note: hdf5 won't bother doing anything with the dataframe's indexes. We need to iron those out before putting the data in or when we take it out.