PERF: avoid copy of dataframe while writing to SQL DBs
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] This change avoids making an entire copy of the dataframe while writing to SQL DBs with a chunksize. Instead we convert slices of the dataframe into a data list and write to the DB. Saves significant memory when writing large dataframes to SQL DBs. 
