load_into_db.py

import sqlite3
csv = "https://raw.githubusercontent.com/nytimes/covid-19-data/master/us-counties.csv"
# Create a new database file:
db = sqlite3.connect("cases.sqlite")
# Load the CSV in chunks:
for c in pd.read_csv(csv, chunksize=100):
    # Append all rows to a new database table
    c.to_sql("cases", db, if_exists="append")
# Add an index on the 'state' column:
db.execute("CREATE INDEX state ON cases(state)") 
db.close()