Merge pull request #5124 from JanSchulz/API_additions

Add indexer and str to API documentation
BUG/CLN: MI now checks level & label compatibility

Via verify_integrity kwarg. Internals all pass False.

CLN: Verify integrity by default on label/level setting
Merge pull request #5214 from jtratner/mi-validate-level-label-compat

BUG/CLN: MI now checks level & label compatibility
Fixed assertion error message
DOC: fix building of gbq docs
Merge pull request #5242 from ojh/master

Fixed assertion error message
Merge pull request #5241 from jorisvandenbossche/docs-gbq-fixes2

DOC: fix building of gbq docs
ENH: Add usecols option to python parser.

Closes #4335

Added release note and fixed py3 compat

Updated docs for consistency