How to use append with pickle?

I need to append to a pickle file (as I don't have the entire dictionary with me at one go). So for doing the same I have written the following code:

 import pickle

 p = {}
 p[1] = 2
 q = {}
 q['a'] = p
 p = {}
 p[2] = 0
 pickle.dump(q, open("save12.p", "ab"))
 f = {}
 f['b'] = p
 pickle.dump(f, open("save12.p", "ab"))

However, when I am loading the pickle file I don't find the value of dictionary f there.

How should I go about appending in a pickle file?

Also, databases like 'dbm' are not working for my need, as I am working on Windows.

Pickle streams are entirely self-contained, and so unpickling will unpickle one object at a time.

Therefore, to unpickle multiple streams, you should repeatedly unpickle the file until you get an EOFError:

>>> f=open('a.p', 'wb')
>>> pickle.dump({1:2}, f)
>>> pickle.dump({3:4}, f)
>>> f.close()
>>> 
>>> f=open('a.p', 'rb')
>>> pickle.load(f)
{1: 2}
>>> pickle.load(f)
{3: 4}
>>> pickle.load(f)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
EOFError

so your unpickle code might look like

import pickle
objs = []
while 1:
    try:
        objs.append(pickle.load(f))
    except EOFError:
        break