Create a list of dictionaries keyed by series_id

list_of_dict_grouped_by_series_id.py

import pandas as pd

df = pd.DataFrame({
    'date': list(range(20)),
    'value': list(reversed(range(20))),
    'series_id': [1, 2, 3, 4] * 5,
})

gr = df.groupby(["series_id"])
hist = {
    key: (
        df.ix[value]  # Select rows in original df for this key (which is series_id)
        .drop('series_id', axis=1)  # Remove column we grouped by
        .T  # Transform so that column headings are now row 
        .to_dict().values()  # Convert values to list of dict
    )
    for key, value in gr.indices.items()
}

from pprint import pprint

pprint(hist)