My understanding is that as long as we credit the source then we are allowed.
That is completely untrue. “Things on the internet” are not automatically public domain, nor does it imply consent-if-attribution or any other licensing model. You need to check the Terms of Service on the site you wish to use content from. If those Terms are unclear (or nonexistent), you need to contact the site owner for permission.
That is stated o [sic] the site.
I don’t see that… I do see this, on their FAQ page:
All data contained at this site is copyright © 1996-2007 by Retrosheet. All Rights Reserved.
I’m not sure if you are even seeing my code
I don’t see any code in your posts above, no.
To explain @Senff’s comment, the reason you “can’t do it” is the same-origin policy, which all major browsers enforce nowadays. If your iframe’d content is on the same domain as your site (it’s not, in this case), or if you can get the site owner to allow Cross-Origin Resource Sharing, then you can do what you’re describing – otherwise, it will be hacky/fragile at best (and illegal at worst).