import pandas as pd
df = pd.DataFrame([tuple([i for i in range(200)]) for i in range(10000)], columns=["%s" % i for i in range(200)])
df.to_excel('test.xls')

python testlarge.py                                                                      ⏎
Traceback (most recent call last):
  File "testlarge.py", line 9, in <module>
    df.to_excel('test.xls')
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/pandas-0.10.0.dev_67ef67f-py2.7-macosx-10.8-x86_64.egg/pandas/core/frame.py", line 1445, in to_excel
    startrow=startrow, startcol=startcol)
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/pandas-0.10.0.dev_67ef67f-py2.7-macosx-10.8-x86_64.egg/pandas/io/parsers.py", line 2068, in write_cells
    self._writecells_xls(cells, sheet_name, startrow, startcol)
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/pandas-0.10.0.dev_67ef67f-py2.7-macosx-10.8-x86_64.egg/pandas/io/parsers.py", line 2131, in _writecells_xls
    val, style)
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/xlwt/Worksheet.py", line 1032, in write
    self.row(r).write(c, label, style)
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/xlwt/Row.py", line 236, in write
    style_index = self.__parent_wb.add_style(style)
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/xlwt/Workbook.py", line 303, in add_style
    return self.__styles.add(style)
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/xlwt/Style.py", line 90, in add
    return self._add_style(style)[1]
  File "/Volumes/Locodrive/Dev/.virtualenvs/pandasdev/lib/python2.7/site-packages/xlwt/Style.py", line 149, in _add_style
    raise ValueError("More than 4094 XFs (styles)")
V