Hands-On Machine Learning for Algorithmic Trading

Efficient data storage with pandas

We'll be using many different data sets in this book, and it's worth comparing the main formats for efficiency and performance. In particular, we compare the following:

• CSV: Comma-separated, standard flat text file format.
• HDF5: Hierarchical data format, developed initially at the National Center for Supercomputing, is a fast and scalable storage format for numerical data, available in pandas using the PyTables library.
• Parquet: A binary, columnar storage format, part of the Apache Hadoop ecosystem, that provides efficient data compression and encoding and has been developed by Cloudera and Twitter. It is available for pandas through the pyarrow library, led by Wes McKinney, the original author of pandas. ...