BUG/API: data readers should return missing data as NaN rather than warn
I have pandas version:  pandas-0.13.1-py2.7-win32.egg

Routine pandas.io.data._dl_mult_symbols has an "except IOError" where the following is executed:
                    stocks[sym] = np.nan

The next thing that happens is:
try:
        return Panel(stocks).swapaxes('items', 'minor')

However, if any of the values in stocks equals nan, then "return Panel(stocks).swapaxes('items', 'minor')" throws an error that is not handled and terminates the script.

I discovered this by calling pandas.io.data.get_data_yahoo(['EQQQ.F'],'20140930','20140930',3,0.001,False,False,5)
