BUG: raise consistent exception on slicing failure
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

looks good. can you merge master as I think the recent style change may impact this. (e.g. the dict/tuple literals) rebased+green Do not commit any change! look at the lines 560-570, I have the timestamp resolution error because somebody repeated 'minutes' and 'seconds'!!!!!