DOC: DataFrame.to_hdf() docstring does not mention data_columns

[michaelaye]

Code Sample, a copy-pastable example if possible

To be able to do on-disk filtering per column, one needs to store not only in table format, but also create an index in the HDF file for the columns required to be indexed, or setting it to True, for all columns to be indexed.
This needs to be done by using the method parameter data_columns, which is completely missing from the docstring of to_hdf:

df.to_hdf('teststore.hdf', 'df',format='t', data_columns=True)

Docstring is here

output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Darwin
OS-release: 14.5.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.0
nose: None
pip: 8.1.1
setuptools: 20.7.0
Cython: 0.24
numpy: 1.11.0
scipy: 0.17.0
statsmodels: None
xarray: 0.7.1
IPython: 4.2.0
sphinx: 1.4.1
patsy: None
dateutil: 2.5.2
pytz: 2016.3
blosc: None
bottleneck: None
tables: 3.2.2
numexpr: 2.5.2
matplotlib: 1.5.1
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.8
boto: None

[jorisvandenbossche]

There is a minimal entry in the docstring of HDFStore.append (https://github.com/pydata/pandas/blob/master/pandas/io/pytables.py#L895), but indeed missing in to_hdf. Interested in doing a PR?