Multiple files or single files into HDFStore
These are the differences:
multiple files 

when using multiple files you can only corrupt a single file when writing (eg you have a power failure when writing)
you can parallelize writing with multiple files (note - never, ever try to parallelize with a single file a this will corrupt it!!!)

single file

grouping if logical sets

IMHO the advantages of multiple files outweigh using a single file as you can easily replicate the grouping properties by using sub directories
I am converting 100 csv files into dataframes and storing them in an HDFStore.
What are the pros and cons of
a - storing the csv file as 100 different HDFStore files?
b - storing all the csv files as separate items in a single HDFStore?
Other than performance issues, I am asking the question as I am having stability issues and my HDFStore files often get corrupted. So, for me, there is a risk associated with a single HDFStore. However, I am wondering if there are benefits to having a single store.