Out of Memory Error when Selecting Data from Redshift Table
First, you are trying to access a big dataset with sqlalchemy, while specialized packages like bigquery would be a more suitable choice. I suggest learning about it on https://www.kaggle.com/learn/intro-to-sql
Also, I think that you get more data than your device can handle. Maybe setting up a limit on your data will help.
data_frame = pd.read_sql_query('SELECT * FROM table_name LIMIT 1000000;', engine)