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-rw-r--r--python/parse_gs_exchange.py2
1 files changed, 1 insertions, 1 deletions
diff --git a/python/parse_gs_exchange.py b/python/parse_gs_exchange.py
index 1aa96ad2..e80d8b1e 100644
--- a/python/parse_gs_exchange.py
+++ b/python/parse_gs_exchange.py
@@ -83,7 +83,7 @@ def parse_email(email, fwd_index):
return (quotedate, indextype, series, pd.concat(masterdf, names=['expiry']))
def clean_df(all_df):
- all_df = pd.concat(all_df, names=['quotedate', 'index', 'series'])
+ all_df = pd.concat(all_df, names=['quotedate', 'index', 'series'], sort=True)
all_df['DeltaPay'] = - all_df['DeltaPay']/100
all_df['Vol'] /= 100
all_df.reset_index(inplace=True)