title: read frame with sqlalchemy, mysql and pandas
body: <p>I am trying to connect to a mysql database,
  works fine with Option 1:</p>
  
  <pre><code>from sqlalchemy import create_engine
  engine = create_engine('mysql://root:root@localhost/lend', echo=True)
  cnx = engine.connect()
  x = cnx.execute("SELECT * FROM user")
  </code></pre>
  
  <p>but breaks down here:</p>
  
  <pre><code>from pandas.io import sql
  xx = sql.read_frame("SELECT * FROM user", cnx)
  cnx.close()
  </code></pre>
  
  <p>with</p>
  
  <p>AttributeError: 'Connection' object has no attribute 'rollback'</p>