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Can't read old TAQ files #28

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davclark opened this issue May 5, 2016 · 1 comment
Open

Can't read old TAQ files #28

davclark opened this issue May 5, 2016 · 1 comment

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@davclark
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davclark commented May 5, 2016

taq2h5 EQY_US_ALL_BBO_20111101.zip results in ValueError: no field of name Retail_Interest_Indicator_RPI.

Why don't our tests catch this? Well - we don't have a test datafile for each epoch. @yangraymond I guess you won't have time to create such a thing before you go?

@davclark davclark added the bug label May 5, 2016
davclark added a commit that referenced this issue May 6, 2016
@davclark
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davclark commented May 6, 2016

Bug is "fixed" but leaving this open until there's a test file.

@davclark davclark added needs test and removed bug labels May 11, 2016
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