Unblock supported compression libs in pytables
 - [x] closes #14478
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [ ] whatsnew entry
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=h1) Report
> Merging [#16196](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/fdc21858042cc738eeb07da97ed01157012b2421?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16196/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16196      +/-   ##
==========================================
- Coverage   90.39%   90.37%   -0.02%     
==========================================
  Files         161      161              
  Lines       50863    50863              
==========================================
- Hits        45977    45967      -10     
- Misses       4886     4896      +10
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.15% <50%> (-0.01%)` | :arrow_down: |
| #single | `40.33% <100%> (-0.11%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `91.94% <ø> (ø)` | :arrow_up: |
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `93.06% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.59% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.23% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=footer). Last update [fdc2185...13b9d36](https://codecov.io/gh/pandas-dev/pandas/pull/16196?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 this is going to need a release note for 0.20.1 (but doesn't exist as of yet, soon). It turned out that not all configurations has lzo compression available, so I removed those tests for those scenarios. 

Is this looking good? The whatsnew file for 20.1 is still not in existence? @linebp put this in 0.20.2 Enhancements (0.20.1 doesn't exist and was a combine release with 0.20.0).

ping on green.

 Its all green now. thanks!