If you try to load your store in iframe and did not successed you definitely has X-Frame-Options issue that is caused by new magento option that disable embedding.
Magento team has added a new setting in Magento 1.9 Community Edition and Magento Enterprise Edition 1.14 : Allow Magento Frontend to run in frame. It is disabled by default. As a result it leads to the fact that Magento not working in iframe. It was done to prevent clickjacking. However, if you still want to use iframe you can disable this options in admin.
- Login to admin panel
- navigate to System > Configuration
- Open Admin section from the Advanced tabs
- Expand the Security panel and update “Allow Magento Frontend to run in frame” parameter.