efficient read+concat of multiple HDF files?
I have several HDF files about 500k x 500 (same columns and dtypes, mostly floats and strings). Currently I loop through and read them and then concatenate:

```
dfs = [pd.read_hdf(filename, 'df') for filename in filenames]
df = pd.concat(dfs)
```

Each of the read operations takes about 15 seconds but the concatenation takes minutes! Is there any way to speed this up? Since I know the dimensions in advance, is there any way to preallocate `df` and read into it?
