UnboundLocalError in _concat_single_item()
The exception handling code in _get_concatenated_data() relies on the exception not being generated in self._prepare_blocks() and can generate an exception with this non-informative error message:

```
Traceback (most recent call last):
  File "<pyshell#5>", line 12, in <module>
    df = pd.concat([activedf,closeddf])
  File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 873, in concat
    return op.get_result()
  File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 957, in get_result
    new_data = self._get_concatenated_data()
  File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 1001, in _get_concatenated_data
    new_data[item] = self._concat_single_item(rdata, item)
UnboundLocalError: local variable 'rdata' referenced before assignment
```
