else:
    main_df = main_df.join(df)

import quandl
import pandas as pd

api_key = open('quandl_api','r').read()
states = pd.read_html('https://simple.wikipedia.org/wiki/List_of_U.S._states')

main_df = pd.DataFrame()

for abbv in states[0][0][1:]:
    query = "FMAC/HPI_"+str(abbv)
    df = quandl.get(query, authtoken=api_key)

    if main_df.empty:
        main_df = df
    else:
        main_df = main_df.join(df)

I have continued and "cleaned up" the code as you mention in the pickles video (#7 I believe). It is printing for AL and AK but then I only get errors from there.

First I am posting my code and then the result with the errors:

import quandl
import pandas as pd
import pickle

api_key = open('quandl_api','r').read()

def state_list():
    fiddy_states = pd.read_html('https://simple.wikipedia.org/wiki/List_of_U.S._states')
    return fiddy_states[0][0][1:]

def grab_initial_state_data():
    states = state_list()
    
    main_df = pd.DataFrame()

    for abbv in states:
        query = "FMAC/HPI_"+str(abbv)
        df = quandl.get(query, authtoken=api_key)
        print(query)
        if main_df.empty:
            main_df = df
        else:
            main_df = main_df.join(df)
    
    print(main_df.head())
    pickle_out = open("fiddy_states.pickle","wb")
    pickle.dump(main_df, pickle_out)
    pickle_out.close()

grab_initial_state_data()

And here is the output

FMAC/HPI_AL
FMAC/HPI_AK
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-8-77aedc136fa5> in <module>()
     28     pickle_out.close()
     29
---> 30 grab_initial_state_data()

<ipython-input-8-77aedc136fa5> in grab_initial_state_data()
     21             main_df = df
     22         else:
---> 23             main_df = main_df.join(df)
     24
     25     print(main_df.head())

C:UsersTradiAnaconda3libsite-packagespandascoreframe.py in join(self, other, on, how, lsuffix, rsuffix, sort)
   4367         # For SparseDataFrame's benefit
   4368         return self._join_compat(other, on=on, how=how, lsuffix=lsuffix,
-> 4369                                  rsuffix=rsuffix, sort=sort)
   4370
   4371     def _join_compat(self, other, on=None, how='left', lsuffix='', rsuffix='',

C:UsersTradiAnaconda3libsite-packagespandascoreframe.py in _join_compat(self, other, on, how, lsuffix, rsuffix, sort)
   4381             return merge(self, other, left_on=on, how=how,
   4382                          left_index=on is None, right_index=True,
-> 4383                          suffixes=(lsuffix, rsuffix), sort=sort)
   4384         else:
   4385             if on is not None:

C:UsersTradiAnaconda3libsite-packagespandastoolsmerge.py in merge(left, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator)
     33                          right_index=right_index, sort=sort, suffixes=suffixes,
     34                          copy=copy, indicator=indicator)
---> 35     return op.get_result()
     36 if __debug__:
     37     merge.__doc__ = _merge_doc % 'nleft : DataFrame'

C:UsersTradiAnaconda3libsite-packagespandastoolsmerge.py in get_result(self)
    210
    211         llabels, rlabels = items_overlap_with_suffix(ldata.items, lsuf,
--> 212                                                      rdata.items, rsuf)
    213
    214         lindexers = {1: left_indexer} if left_indexer is not None else {}

C:UsersTradiAnaconda3libsite-packagespandascoreinternals.py in items_overlap_with_suffix(left, lsuffix, right, rsuffix)
   4372         if not lsuffix and not rsuffix:
   4373             raise ValueError('columns overlap but no suffix specified: %s' %
-> 4374                              to_rename)
   4375
   4376         def lrenamer(x):

ValueError: columns overlap but no suffix specified: Index(['Value'], dtype='object')