Doc fixes

Author: Dr-Irv

doc/source/advanced.rst

@@ -528,12 +528,14 @@ return a copy of the data rather than a view:
    jim joe
    1   z    0.64094
 
+.. _advanced.unsorted:
+
 Furthermore if you try to index something that is not fully lexsorted, this can raise:
 
 .. code-block:: ipython
 
     In [5]: dfm.loc[(0,'y'):(1, 'z')]
-    KeyError: 'Key length (2) was greater than MultiIndex lexsort depth (1)'
+    UnsortedIndexError: 'Key length (2) was greater than MultiIndex lexsort depth (1)'
 
 The ``is_lexsorted()`` method on an ``Index`` show if the index is sorted, and the ``lexsort_depth`` property returns the sort depth:
 

doc/source/whatsnew.rst

@@ -18,6 +18,8 @@ What's New
 
 These are new features and improvements of note in each release.
 
+.. include:: whatsnew/v0.20.0.txt
+
 .. include:: whatsnew/v0.19.2.txt
 
 .. include:: whatsnew/v0.19.1.txt

doc/source/whatsnew/v0.20.0.txt

@@ -41,10 +41,12 @@ Other enhancements
 
 - ``pd.read_excel`` now preserves sheet order when using ``sheetname=None`` (:issue:`9930`)
 
-- New ``UnsortedIndexError`` (subclass of ``KeyError``) thrown when indexing into an
- unsorted MultiIndex (:issue:'11897`)
+- New ``UnsortedIndexError`` (subclass of ``KeyError``) thrown when indexing/slicing into an
+  unsorted MultiIndex (:issue:`11897`). This allows differentiation between errors due to lack
+  of sorting or an incorrect key. See :ref:`here <advanced.unsorted>`
 
-- Change message when indexing via a boolean ``Series`` that has an incompatible index (:issue:`14491`)
+- Change error message text corresponding to error raised when indexing via a
+  boolean ``Series`` that has an incompatible index (:issue:`14491`)
 
 
 .. _whatsnew_0200.api_breaking:

pandas/core/common.py

@@ -98,6 +98,9 @@ class UnsupportedFunctionCall(ValueError):
 
 
 class UnsortedIndexError(KeyError):
+    """ This error is raised when attempting to get a slice of a MultiIndex
+    and the index has not been lexsorted.
+    """
     pass