BUG: DataReaders return missing data as NaN rather than warn.

doc/source/whatsnew/v0.15.1.txt

@@ -300,3 +300,5 @@ Bug Fixes
 - Bug in ``date_range`` where partially-specified dates would incorporate current date (:issue:`6961`)
 
 - Bug in Setting by indexer to a scalar value with a mixed-dtype `Panel4d` was failing (:issue:`8702`)
+
+- Bug where ``DataReader``'s would fail if one of the symbols passed was invalid.  Now returns data for valid symbols and np.nan for invalid (:issue:`8494`)

pandas/io/data.py

@@ -317,16 +317,22 @@ def get_components_yahoo(idx_sym):
 def _dl_mult_symbols(symbols, start, end, chunksize, retry_count, pause,
                      method):
     stocks = {}
+    failed = []
     for sym_group in _in_chunks(symbols, chunksize):
         for sym in sym_group:
             try:
                 stocks[sym] = method(sym, start, end, retry_count, pause)
             except IOError:
                 warnings.warn('Failed to read symbol: {0!r}, replacing with '
                               'NaN.'.format(sym), SymbolWarning)
-                stocks[sym] = np.nan
+                failed.append(sym)
 
     try:
+        if len(stocks) > 0 and len(failed) > 0:
+            df_na = stocks.values()[0].copy()
+            df_na[:] = np.nan
+            for sym in failed:
+                stocks[sym] = df_na
         return Panel(stocks).swapaxes('items', 'minor')
     except AttributeError:
         # cannot construct a panel with just 1D nans indicating no data

pandas/io/tests/test_data.py

@@ -94,6 +94,12 @@ def test_get_multi1(self):
             else:
                 self.assertRaises(AttributeError, lambda: pan.Close)
 
+    @network
+    def test_get_multi_invalid(self):
+        sl = ['AAPL', 'AMZN', 'INVALID']
+        pan = web.get_data_google(sl, '2012')
+        self.assertIn('INVALID', pan.minor_axis)
+
     @network
     def test_get_multi2(self):
         with warnings.catch_warnings(record=True) as w: