title: Pickling a DataFrame
body: <p>I am trying to pickle a DataFrame with</p>
  
  <pre><code>import pandas as pd
  from pandas import DataFrame
  data = pd.read_table('Purchases.tsv',index_col='coreuserid')
  data.to_pickle('Purchases.pkl')
  </code></pre>
  
  <p>I have been running on "data" for a while and have had no issues so I know it is not a data corruption issue. I am thinking likely syntax but I have tried a number of variants. I hesitate to give the whole error message but it ends with:</p>
  
  <pre><code>\pickle.pyc in to_pickle(obj, path)
   13     """
   14     with open(path, 'wb') as f:
   15         pkl.dump(obj, f, protocol=pkl.HIGHEST_PROTOCOL)
  
   SystemError: error return without exception set 
  </code></pre>
  
  <p>The Purchases.pkl file is created but if I call</p>
  
  <pre><code>data = pd.read_pickle('Purchases.pkl')
  </code></pre>
  
  <p>I get EOFError. I am using Canopy 1.4 so pandas 0.13.1 which should be recent enough to have this functionality. </p>