Example is here needs pandas >= 0.13.0
In [2]: df = DataFrame(np.random.randn(5),index=date_range('20130101 09:00:00',periods=5,freq='s'))
In [3]: df
Out[3]:
0
2013-01-01 09:00:00 -0.110577
2013-01-01 09:00:01 -0.420989
2013-01-01 09:00:02 0.656626
2013-01-01 09:00:03 -0.350615
2013-01-01 09:00:04 -0.830469
[5 rows x 1 columns]
In [4]: df.to_hdf('test.h5','data',mode='w',format='table')
Specify it as a quoted string
In [8]: pd.read_hdf('test.h5','data',where='index>"20130101 09:00:01" & index<"20130101 09:00:04"')
Out[8]:
0
2013-01-01 09:00:02 0.656626
2013-01-01 09:00:03 -0.350615
[2 rows x 1 columns]
You can also specify it directly as a Timestamp
In [10]: pd.read_hdf('test.h5','data',where='index>Timestamp("20130101 09:00:01") & index<Timestamp("20130101 09:00:04")')
Out[10]:
0
2013-01-01 09:00:02 0.656626
2013-01-01 09:00:03 -0.350615
[2 rows x 1 columns]