DOC: add examples of database drivers (GH11686)

Author: jorisvandenbossche

doc/source/install.rst

@@ -247,6 +247,13 @@ Optional Dependencies
 * `SciPy <http://www.scipy.org>`__: miscellaneous statistical functions
 * `PyTables <http://www.pytables.org>`__: necessary for HDF5-based storage. Version 3.0.0 or higher required, Version 3.2.1 or higher highly recommended.
 * `SQLAlchemy <http://www.sqlalchemy.org>`__: for SQL database support. Version 0.8.1 or higher recommended.
+  * Besides SQLAlchemy, you also need a database specific driver.
+    Examples of such drivers are `psycopg2 <http://initd.org/psycopg/>`__ for PostgreSQL
+    or `pymysql <https://github.com/PyMySQL/PyMySQL>`__ for MySQL. For
+    `SQLite <https://docs.python.org/3.5/library/sqlite3.html>`__ this is
+    included in Python's standard library by default.
+    You can find an overview of supported drivers for each SQL dialect in the
+    `SQLAlchemy docs <http://docs.sqlalchemy.org/en/latest/dialects/index.html>`__.
 * `matplotlib <http://matplotlib.sourceforge.net/>`__: for plotting
 * `statsmodels <http://statsmodels.sourceforge.net/>`__
    * Needed for parts of :mod:`pandas.stats`

doc/source/io.rst

@@ -3741,8 +3741,13 @@ SQL Queries
 
 The :mod:`pandas.io.sql` module provides a collection of query wrappers to both
 facilitate data retrieval and to reduce dependency on DB-specific API. Database abstraction
-is provided by SQLAlchemy if installed, in addition you will need a driver library for
-your database.
+is provided by SQLAlchemy if installed. In addition you will need a driver library for
+your database. Examples of such drivers are `psycopg2 <http://initd.org/psycopg/>`__
+for PostgreSQL or `pymysql <https://github.com/PyMySQL/PyMySQL>`__ for MySQL.
+For `SQLite <https://docs.python.org/3.5/library/sqlite3.html>`__ this is
+included in Python's standard library by default.
+You can find an overview of supported drivers for each SQL dialect in the
+`SQLAlchemy docs <http://docs.sqlalchemy.org/en/latest/dialects/index.html>`__.
 
 .. versionadded:: 0.14.0
 
@@ -3780,7 +3785,7 @@ To connect with SQLAlchemy you use the :func:`create_engine` function to create
 object from database URI. You only need to create the engine once per database you are
 connecting to.
 For more information on :func:`create_engine` and the URI formatting, see the examples
-below and the SQLAlchemy `documentation <http://docs.sqlalchemy.org/en/rel_0_9/core/engines.html>`__
+below and the SQLAlchemy `documentation <http://docs.sqlalchemy.org/en/latest/core/engines.html>`__
 
 .. ipython:: python
 
@@ -3994,7 +3999,7 @@ connecting to.
    # or absolute, starting with a slash:
    engine = create_engine('sqlite:////absolute/path/to/foo.db')
 
-For more information see the examples the SQLAlchemy `documentation <http://docs.sqlalchemy.org/en/rel_0_9/core/engines.html>`__
+For more information see the examples the SQLAlchemy `documentation <http://docs.sqlalchemy.org/en/latest/core/engines.html>`__
 
 
 Advanced SQLAlchemy queries