Validation order In read_gbp
I look the algolithm validate index_col's after connecting to bq. However I think this validation before connecting is convenience.

So
```python:pandas/pandas/io/gbq.py
        if index_col is not None:
            if index_col in final_df.columns:
                final_df.set_index(index_col, inplace=True)
            else:
                raise InvalidColumnOrder(
                    'Index column "{0}" does not exist in DataFrame.'
                    .format(index_col)
                )
```
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