TST: create legacy_pickles/msgpacks for older versions
using https://github.com/pydata/pandas/blob/master/pandas/io/tests/generate_legacy_storage_files.py

its quite easy to produce a library of pickles/msgpacks from prior versions that we then store to test for back-compat with the current version (IOW, these have generated tests which run).

Ideally like to fill this out and regenerate all of the older ones (you generate using that released version). May have to add some skips for features which didn't exist in particular versions.
- if we can do this for multi-platforms is good.
- updating the contributing docs would be good (on how to do this)
