title: Storing multiple dataframes of different widths with Parquet?
body: <p>Does Parquet support storing various data frames of different widths (numbers of columns) in a single file? E.g. in HDF5 it is possible to store multiple such data frames and access them by key. So far it looks from my <a href="https://arrow.apache.org/docs/python/parquet.html" rel="noreferrer">reading</a> that Parquet does not support it, so alternative would be storing multiple Parquet files into the file system. I have a rather large number (say 10000) of relatively small frames ~1-5MB to process, so I'm not sure if this could become a concern?</p>
  
  <pre><code>import pandas as pd
  import pyarrow as pa
  import pyarrow.parquet as pq
  
  dfs = []
  df1 = pd.DataFrame(data={"A": [1, 2, 3], "B": [4, 5, 6]},
                     columns=["A", "B"])
  df2 = pd.DataFrame(data={"X": [1, 2], "Y": [3, 4], "Z": [5, 6]},
                     columns=["X", "Y", "Z"])
  dfs.append(df1)
  dfs.append(df2)
  
  for i in range(2):
      table1 = pa.Table.from_pandas(dfs[i])
      pq.write_table(table1, "my_parq_" + str(i) + ".parquet")
  </code></pre>