ENH: clearer error message if read_hdf loads upsupported HDF file (GH9539) (pandas-dev#33509)

* ENH: clearer error message if read_hdf loads upsupported HDF file (GH9539)

* ENH: less convoluted error message (GH9539)

* ENH: adding file with an incompatible dataset based on PR feedback and a test (GH9539)

* Move note to io section as requested in PR feedback.

Author: a-y-khan

doc/source/whatsnew/v1.1.0.rst

@@ -576,6 +576,8 @@ I/O
 - Bug in :meth:`read_excel` did not correctly handle multiple embedded spaces in OpenDocument text cells. (:issue:`32207`)
 - Bug in :meth:`read_json` was raising ``TypeError`` when reading a list of booleans into a Series. (:issue:`31464`)
 - Bug in :func:`pandas.io.json.json_normalize` where location specified by `record_path` doesn't point to an array. (:issue:`26284`)
+- :func:`pandas.read_hdf` has a more explicit error message when loading an
+  unsupported HDF file (:issue:`9539`)
 
 Plotting
 ^^^^^^^^

pandas/io/pytables.py

@@ -387,7 +387,10 @@ def read_hdf(
         if key is None:
             groups = store.groups()
             if len(groups) == 0:
-                raise ValueError("No dataset in HDF5 file.")
+                raise ValueError(
+                    "Dataset(s) incompatible with Pandas data types, "
+                    "not table, or no datasets found in HDF5 file."
+                )
             candidate_only_group = groups[0]
 
             # For the HDF file to have only one dataset, all other groups

pandas/tests/io/data/legacy_hdf/incompatible_dataset.h5

@@ -4776,3 +4776,14 @@ def test_to_hdf_multiindex_extension_dtype(self, idx, setup_path):
         with ensure_clean_path(setup_path) as path:
             with pytest.raises(NotImplementedError, match="Saving a MultiIndex"):
                 df.to_hdf(path, "df")
+
+    def test_unsuppored_hdf_file_error(self, datapath):
+        # GH 9539
+        data_path = datapath("io", "data", "legacy_hdf/incompatible_dataset.h5")
+        message = (
+            r"Dataset\(s\) incompatible with Pandas data types, "
+            "not table, or no datasets found in HDF5 file."
+        )
+
+        with pytest.raises(ValueError, match=message):
+            pd.read_hdf(data_path)