BUG: data written with to_sql legacy mode (sqlite/mysql) not persistent
UPDATE: this issue seemed actually to be a bug in the new legacy code so all databases written were only written in memory and not really committed to the database itself (see discussion below).

---

Hi everybody,

I still have a problem with writing data into a SQL database. With the following example, the resulting database file isn't written, but the structure of the table is created (I assume a pylab environment set with ipython...):

``` python

>>> import pandas as pd
>>> import sqlite3

>>> data = pd.DataFrame({"galid":randint(2**63-1, size=100), "objid": randint(2**63-1, size=100), "alpha": rand(100)})

>>> conn = sqlite3.connect("/tmp/bidulechouette.db")

>>> data.to_sql("DATA", conn, if_exists="replace", flavor="sqlite", index=False)

>>> # just to be sure...
>>> conn.close()
>>> conn = sqlite3.connect("/tmp/bidulechouette.db")

>>> result = pd.read_sql("SELECT objid FROM DATA;", conn)
>>> len(result)
0

```

I tried it on two different systems with different versions of sqlite3  and python(3.2 and 3.4).

If I kill ipython and redo the same without the if_exists option on the same database file, it complains that the table already exists, even if I manually remove the database file of sqlite3. This lets me suppose, that somewhere, a reference to the database is kept, but it's weird because ipython is killed... Or the file in which it write isn't the good one, since with a lot of data, it takes a long time as it is writing the data somewhere, explaining the problem of existing table in a deleted database...
## INSTALLED VERSIONS

commit: None
python: 3.4.0.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.8-1-ARCH
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: fr_FR.utf8

pandas: 0.13.1-605-g61ea0a3
Cython: 0.20.1
numpy: 1.8.1
scipy: 0.13.3
statsmodels: None
IPython: 2.0.0
sphinx: 1.2.2
patsy: None
scikits.timeseries: None
dateutil: 2.2
pytz: 2014.2
bottleneck: None
tables: 3.1.0
numexpr: 2.3.1
matplotlib: 1.3.1
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
bq: None
apiclient: None
rpy2: None
sqlalchemy: None
pymysql: None
psycopg2: None
