If your columns are Vector of Arrays then I think you would need something like JLSO.jl, JLD.jl or JLD2.jl or just serialize it
using DataFrames
x = Vector{Array{Float64, 1}}()
y = Vector{Array{Float64, 1}}()
push!(x, [1,2,3])
push!(x, [4,5,6])
push!(y, [100,101,102])
push!(y, [103,104,105])
df = DataFrame(x=x, y=y)
using Serialization
serialize("ok.jls", df)
df2 = deserialize("ok.jls")
df2 == df # true
But if you actually want to store just Vector{Float64} etc then you can try the JDF.jl package? Other options are Parquet.jl and Feather.jl.