Pandas msgpack vs pickle

Question

msgpack in Pandas is supposed to be a replacement for pickle.

Per the Pandas docs on msgpack:

This is a lightweight

Answer 1

Pickle is better for the following:

1. Numerical data or anything that uses the buffer protocol (numpy arrays) (though only if you use a somewhat recent protocol=)
2. Python specific objects like classes, functions, etc.. (although here you should look at cloudpickle)

MsgPack is better for the following:

1. Cross language interoperation. It's an alternative to JSON with some improvements
2. Performance on text data and Python objects. It's a decent factor faster than Pickle at this under any setting.

As @Jeff noted above this blogpost may be of interest