TST: Add additional RemoteDataError check to io.data.Options
Per comment in #8761 

thanks!
 any thoughts in this one: https://travis-ci.org/jreback/pandas/jobs/40731908
 Strange.  Looks like bad data from yahoo - apparently they added an extra day between January 15th and January 20th, 2012. Appears to be resolved now - I can't replicated. All the Travis failures occurred in the same hour..
 weird - ok thanks
