title: Pandas dataframe pivot not fitting in memory
body: <p>I have a dataframe <code>df</code> with the following structure:</p>
  
  <pre><code>        val          newidx    Code
  Idx                             
  0       1.0      1220121127    706
  1       1.0      1220121030    706
  2       1.0      1620120122    565
  </code></pre>
  
  <p>It has 1000000 lines. 
  In total we have 600 unique <code>Code</code> value and 200000 unique <code>newidx</code> values.</p>
  
  <p>If I perform the following operation</p>
  
  <pre><code>df.pivot_table(values='val', index='newidx', columns='Code', aggfunc='max')
  </code></pre>
  
  <p>I get a <code>MemoryError</code> . but this sounds strange as the size of the resulting dataframe should be sustainable: 200000x600.</p>
  
  <p>How much memory requires such operation? Is there a way to fix this memory error?</p>