csvmany_to_hdf5.py

from glob import glob

# Step 1: export to hdf5 chunks
for i, chunk in enumerate([pd.read_csv(file) for file in glob('folder/path')]):
  df_chunk = vaex.from_pandas(chunk, copy_index=False)
  df_chunk.export_hdf5(f'bigfile_part_{i}.hdf5')
  
df = vaex.open('bigfile_part_*.hdf5')

# Step 2: Combine back into one big hdf5 file
df.export_hdf5('bigfile.hdf5')