The Dask library can read a dataframe from multiple files:
>>> import dask.dataframe as dd
>>> df = dd.read_csv('data*.csv')
(Source: https://examples.dask.org/dataframes/01-data-access.html#Read-CSV-files)
The Dask dataframes implement a subset of the Pandas dataframe API. If all the data fits into memory, you can call df.compute()
to convert the dataframe into a Pandas dataframe.