BUG: GH10645 and GH10692 where operation on large Index would error

doc/source/whatsnew/v0.17.0.txt

@@ -1033,7 +1033,7 @@ Bug Fixes
 - Bug in ``Index.take`` may add unnecessary ``freq`` attribute (:issue:`10791`)
 - Bug in ``merge`` with empty ``DataFrame`` may raise ``IndexError`` (:issue:`10824`)
 - Bug in ``to_latex`` where unexpected keyword argument for some documented arguments (:issue:`10888`)
-
+- Bug in indexing of large ``DataFrame`` where ``IndexError`` is uncaught (:issue:`10645` and :issue:`10692`)
 - Bug in ``read_csv`` when using the ``nrows`` or ``chunksize`` parameters if file contains only a header line (:issue:`9535`)
 - Bug in serialization of ``category`` types in HDF5 in presence of alternate encodings. (:issue:`10366`)
 - Bug in ``pd.DataFrame`` when constructing an empty DataFrame with a string dtype (:issue:`9428`)

pandas/core/index.py

@@ -4727,7 +4727,7 @@ def __contains__(self, key):
         try:
             self.get_loc(key)
             return True
-        except KeyError:
+        except LookupError:
             return False
 
     def __reduce__(self):

pandas/core/indexing.py

@@ -1040,7 +1040,7 @@ def _convert_to_indexer(self, obj, axis=0, is_setter=False):
         # if we are a label return me
         try:
             return labels.get_loc(obj)
-        except KeyError:
+        except LookupError:
             if isinstance(obj, tuple) and isinstance(labels, MultiIndex):
                 if is_setter and len(obj) == labels.nlevels:
                     return {'key': obj}
@@ -1125,7 +1125,7 @@ def _convert_to_indexer(self, obj, axis=0, is_setter=False):
         else:
             try:
                 return labels.get_loc(obj)
-            except KeyError:
+            except LookupError:
                 # allow a not found key only if we are a setter
                 if not is_list_like_indexer(obj) and is_setter:
                     return {'key': obj}

pandas/tests/test_indexing.py

@@ -4602,7 +4602,17 @@ def test_indexing_dtypes_on_empty(self):
         assert_series_equal(df2.loc[:,'a'], df2.iloc[:,0])
         assert_series_equal(df2.loc[:,'a'], df2.ix[:,0])
 
+    def test_large_dataframe_indexing(self):
+        #GH10692
+        result = DataFrame({'x': range(10**6)})
+        result.loc[len(result)] = len(result) + 1
+        expected = DataFrame({'x': range(10**6 + 1)})
+        assert_frame_equal(result, expected)
 
+    def test_large_mi_dataframe_indexing(self):
+        #GH10645
+        result = MultiIndex.from_arrays([range(10**6), range(10**6)])
+        assert(not (10**6, 0) in result)
 
 class TestCategoricalIndex(tm.TestCase):