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@OliverSherouse, I think it would be a vast improvement if we can add the option to ignore invalid ids. There are times where I have just one or two invalid series ids in the mix, but the rest are fine. I don't see why the whole get_series request should fail because of those couple wrong ids.
The new approach still let's the user know if there was a bad id (or ids), but it instead throws a warning message instead. This all requires using a new keyword argument though, called errors. I modeled this off of pandas.Dataframe.drop which also has the same type of argument.
Besides that change, I also had to adjust a few of the test cases since a dataframe is now being returned instead of a series. Reason is because I'm now using an array to create the final returned dataframe and that coerces the series into a dataframe. In the end, I actually think this is an improvement since the datatype doesn't change from the enduser perspective.