BUG: Unhandled ValueError when Bigquery called through io.gbq returns zero rows #10273
closes #10273 

Issue number in form of comment? Also, why is 

```
assert_frame_equal
```

better for checking empty dataframe? I am asking just for my understanding. 
 oh, because the frame is not exempty, it has column names (or should have), and an index (which has 0-len). You are guaranteeing a certain return type and meta-data to the user (e.g. a query that returns rows has these things, so an empty one should as well).
 OK. Here it is.
 ok, pls add a release note in the whatsnew for 0.16.2.

pls squash as well.
 Can you check-in the base template for doc/source/whatsnew/v0.16.2.txt please? Or should I copy it from 5ebf521eac528f5a4b772e4677f70b689b8b1826 ?
 rebase on master. Its already there.
 Added release note. Integrated with master.
 See contributing docs [here](http://pandas.pydata.org/pandas-docs/stable/contributing.html)

pls squash.
 I am checking-in Squashed commit in few minutes.

What about docs? I checked in release note in dadf5c2bf71cf8c2a8e85cdf0e8664148e778a11. Is it missing something?
I read the documentation you mentioned above but could not understand  specific problem.
 Squashed commit submitted.
 cc @jacobschaer

can you test this out and lmk?
 cc @jacobschaer
cc @sean-schaefer
 @ssaumitra 

can you show

`nosetests  pandas/io/tests/test_gbq.py  -v`

on your system (as this is not testsed with actual credentials on travis). 
 @jreback I am away from work. I will upload the output next week as soon as I can.
 The test output is as follows. I am also updating documentation file to mark changes in 0.17, not in 0.16.2.

```
$ nosetests pandas/io/tests/test_gbq.py -v
test_should_be_able_to_get_a_bigquery_service (pandas.io.tests.test_gbq.TestGBQConnectorIntegration) ... ok
test_should_be_able_to_get_results_from_query (pandas.io.tests.test_gbq.TestGBQConnectorIntegration) ... ok
test_should_be_able_to_get_schema_from_query (pandas.io.tests.test_gbq.TestGBQConnectorIntegration) ... ok
test_should_be_able_to_get_valid_credentials (pandas.io.tests.test_gbq.TestGBQConnectorIntegration) ... ok
test_should_be_able_to_make_a_connector (pandas.io.tests.test_gbq.TestGBQConnectorIntegration) ... ok
test_bad_project_id (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_bad_table_name (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_column_order (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_column_order_plus_index (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_download_dataset_larger_than_200k_rows (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_index_column (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_malformed_query (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_arbitrary_timestamp (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_empty_strings (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_false_boolean (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_boolean (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_floats (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_integers (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_strings (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_timestamp (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_timestamp_unix_epoch (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_true_boolean (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_valid_floats (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_valid_integers (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_should_properly_handle_valid_strings (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_unicode_string_conversion_and_normalization (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_zero_rows (pandas.io.tests.test_gbq.TestReadGBQIntegration) ... ok
test_read_gbq_with_no_project_id_given_should_fail (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_booleans_as_python_booleans (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_floats_as_python_floats (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_integers_as_python_floats (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_strings_as_python_strings (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_timestamps_as_numpy_datetime (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_that_parse_data_works_properly (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_to_gbq_should_fail_if_invalid_table_name_passed (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_to_gbq_with_no_project_id_given_should_fail (pandas.io.tests.test_gbq.TestReadGBQUnitTests) ... ok
test_generate_bq_schema (pandas.io.tests.test_gbq.TestToGBQIntegration) ... SKIP: Cannot run to_gbq tests without bq command line client
test_google_upload_errors_should_raise_exception (pandas.io.tests.test_gbq.TestToGBQIntegration) ... SKIP: Cannot run to_gbq tests without bq command line client
test_upload_data (pandas.io.tests.test_gbq.TestToGBQIntegration) ... SKIP: Cannot run to_gbq tests without bq command line client
pandas.io.tests.test_gbq.test_requirements ... ok

----------------------------------------------------------------------
Ran 40 tests in 51.413s

OK (SKIP=3)
```
 @jreback  Any news?
 @jreback I have merged latest changes. Please let me know whether any changes are needed in this commit. I am available to make changes in next week. But I would be away few weeks after that.
 cc @jacobschaer
cc @sean-schaefer

@ssaumitra can you rebase.
 @jreback rebase done.
 @jreback @sean-schaefer I will be away from work from next week. So I won't be able to respond. It would be great if we can conclude it this week. Is any more input required from my side here?
 this looks fine. Ideally i'd like

cc @jacobschaer
cc @sean-schaefer

to give a test
 Looked fine, thanks. All tests passed when I ran it:

```
Successfully installed numpy pandas
Cleaning up...
+ pip freeze
Cython==0.23.1
argparse==1.2.1
bigquery==2.0.17
ez-setup==0.9
google-api-python-client==1.2
google-apputils==0.4.2
httplib2==0.9.1
nose==1.3.7
numpy==1.9.2
oauth2client==1.2
-e git+https://github.com/ssaumitra/pandas.git@cf6025e6ccd2a4bf79fe0b85e852bc3fe0ef50ff#egg=pandas-origin/bugfix-bigquery
pyasn1==0.1.8
pyasn1-modules==0.0.7
python-dateutil==2.4.2
python-gflags==2.0
pytz==2015.4
rsa==3.2
simplejson==3.8.0
six==1.9.0
uritemplate==0.6
wsgiref==0.1.2
+ python pandas/io/tests/test_gbq.py

nose.config: INFO: Ignoring files matching ['^\\.', '^_', '^setup\\.py$']
test_should_be_able_to_get_a_bigquery_service (__main__.TestGBQConnectorIntegration) ... ok

test_should_be_able_to_get_results_from_query (__main__.TestGBQConnectorIntegration) ... ok

test_should_be_able_to_get_schema_from_query (__main__.TestGBQConnectorIntegration) ... ok
test_should_be_able_to_get_valid_credentials (__main__.TestGBQConnectorIntegration) ... ok
test_should_be_able_to_make_a_connector (__main__.TestGBQConnectorIntegration) ... ok

test_bad_project_id (__main__.TestReadGBQIntegration) ... ok
test_bad_table_name (__main__.TestReadGBQIntegration) ... ok

test_column_order (__main__.TestReadGBQIntegration) ... ok

test_column_order_plus_index (__main__.TestReadGBQIntegration) ... ok

test_download_dataset_larger_than_200k_rows (__main__.TestReadGBQIntegration) ... ok

test_index_column (__main__.TestReadGBQIntegration) ... ok
test_malformed_query (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_arbitrary_timestamp (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_empty_strings (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_false_boolean (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_null_boolean (__main__.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_floats (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_null_integers (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_null_strings (__main__.TestReadGBQIntegration) ... ok
test_should_properly_handle_null_timestamp (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_timestamp_unix_epoch (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_true_boolean (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_valid_floats (__main__.TestReadGBQIntegration) ... ok
test_should_properly_handle_valid_integers (__main__.TestReadGBQIntegration) ... ok

test_should_properly_handle_valid_strings (__main__.TestReadGBQIntegration) ... ok

test_unicode_string_conversion_and_normalization (__main__.TestReadGBQIntegration) ... ok

test_zero_rows (__main__.TestReadGBQIntegration) ... ok
test_read_gbq_with_no_project_id_given_should_fail (__main__.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_booleans_as_python_booleans (__main__.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_floats_as_python_floats (__main__.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_integers_as_python_floats (__main__.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_strings_as_python_strings (__main__.TestReadGBQUnitTests) ... ok
test_should_return_bigquery_timestamps_as_numpy_datetime (__main__.TestReadGBQUnitTests) ... ok
test_that_parse_data_works_properly (__main__.TestReadGBQUnitTests) ... ok
test_to_gbq_should_fail_if_invalid_table_name_passed (__main__.TestReadGBQUnitTests) ... ok
test_to_gbq_with_no_project_id_given_should_fail (__main__.TestReadGBQUnitTests) ... ok

Dataset 'serene-epsilon-769:pydata_pandas_bq_testing' successfully created.

Table 'serene-epsilon-769:pydata_pandas_bq_testing.new_test' successfully created.
test_generate_bq_schema (__main__.TestToGBQIntegration) ... 
ok
test_google_upload_errors_should_raise_exception (__main__.TestToGBQIntegration) ...
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Streaming Insert is 100% Completeok
test_upload_data (__main__.TestToGBQIntegration) ...
__main__.test_requirements ... ok

----------------------------------------------------------------------
Ran 40 tests in 565.830s

OK
Job not yet complete...
[Output Exception BugFix] $ /bin/sh -xe /tmp/hudson8412146074501557652.sh
+ cp bigquery_credentials.dat /var/lib/jenkins/bigquery_credentials.dat
Finished: SUCCESS
```
 @jacobschaer gr8 thanks!
 merged via https://github.com/pydata/pandas/commit/53a6830b30248865aeddadcd4e888eb06e88cdea

thanks!
 Thanks all :)
