You can save the Pandas DataFrame as Pickle File with the given code.
# Import the Pandas library as pd
import pandas as pd
# Initialize a dictionary
dict = {'Students':['Harry', 'John', 'Hussain', 'Satish'],
'Scores':[77, 59, 88, 93]}
# Create a DataFrame
df = pd.DataFrame(dict)
# Make Pickle File in same folder in which code is running
pd.to_pickle(df, "./data.pkl")

