The pseudogap state is one of the peculiarities of the cuprate high temperature superconductors. Here we investigate its presence in BaCo$_{x}$Fe$_{2-x}$As$_{2}$, a member of the pnictide family, with temperature dependent scanning tunneling spectroscopy. We observe that for under, optimally and overdoped systems the gap in the tunneling spectra always closes at the bulk T$_{c}$, ruling out the presence of a pseudogap state. For the underdoped case we observe superconducting gaps over large fields of view, setting a lower limit of tens of nanometers on the length scale of possible phase separated regions.