To create an empty Python Pandas DataFrame, then filling it, we can append the new data to a list and put the list data in the data frame.
For instance, we write
data = []
for a, b, c in some_function_that_yields_data():
data.append([a, b, c])
df = pd.DataFrame(data, columns=['A', 'B', 'C'])
to call data.append to append the data in the data list.
Then we create the data frame from data using pd.DataFrame with data and set columns to an array with the column names.