Improved error handling and refactoring test to best practices, per jreback review.

Author: rgkimball

pandas_datareader/base.py

@@ -87,7 +87,9 @@ def _read_url_as_StringIO(self, url, params=None):
         text = self._sanitize_response(response)
         out = StringIO()
         if len(text) == 0:
-            raise IOError("Request returned no data.")
+            service = self.__class__.__name__
+            raise IOError("{} request returned no data; check URL for invalid "
+                          "inputs: {}".format(service, self.url))
         if isinstance(text, compat.binary_type):
             out.write(bytes_to_str(text))
         else:

pandas_datareader/tests/yahoo/test_yahoo.py

@@ -127,7 +127,7 @@ def test_get_data_multiple_symbols(self):
     def test_get_data_multiple_symbols_two_dates(self):
         pan = web.get_data_yahoo(['GE', 'MSFT', 'INTC'], 'JAN-01-12',
                                  'JAN-31-12')
-        result = pan.Close['01-18-12'].transpose()
+        result = pan.Close['01-18-12'].T
         assert result.size == 3
 
         # sanity checking