ENH: feather support in the pandas IO api
closes #13092

cc @wesm 
 ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14383?src=pr) is 84.78% (diff: 82.35%)
> Merging [#14383](https://codecov.io/gh/pandas-dev/pandas/pull/14383?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **0.12%**

```diff
@@             master     #14383   diff @@
==========================================
  Files           144        145     +1   
  Lines         51056      51090    +34   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43225      43316    +91   
+ Misses         7831       7774    -57   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [72786cc...aa3c4b4](https://codecov.io/gh/pandas-dev/pandas/compare/72786cc8038943cc7ed11affa35fc98734c5a86c...aa3c4b45e507f38c6b402bb221fd63eeb0561bb7?src=pr) Shall we target this for 0.20?
 some of these checks can be obviated by: https://github.com/wesm/feather/pull/244 & https://github.com/wesm/feather/pull/243
 this is ready to go.

@jorisvandenbossche 
@wesm  all comments addressed (except if we want to recommend pip installs) any final comments. @wesm ?

going to merge in the next day or 2. ok added pip install instructions as well. @jreback we should also add feather-format to the list of the doc building requirements (ci/requirements-2.7_DOC_BUILD.run) yep will do @jorisvandenbossche https://github.com/pandas-dev/pandas/commit/3e3434b21e3c135c3bd7649689d488380ea1ebc1 

FYI, has to be in the ``.sh`` script because we don't have ``conda-forge`` in the default channel list on travis; we get some weird override behavior with *some* packages, I think because of some incorrect meta-data, but these are really old and not likely to be changed. The .sh solves this problem by simply allowing arbitrary stuff for any build which needs it.
 @jreback Seems to be working now! There was only still a small typo: https://github.com/pandas-dev/pandas/commit/975a440b08cce771e286de86706fa213d6479d45 @jreback @wesm A more stylistic question: Jeff now used `.fth` as the file extension, but I think I have mainly seen `.feather` (in blogposts about it). Best to be consistent here. @wesm do you prefer one of both? We've been using `.feather`, maybe stick with that.  OK, done: https://github.com/pandas-dev/pandas/commit/e27b29697f0dcf9359f01a19edb2f20c6d728b6c