diff options
| -rw-r--r-- | python/book_bbg.py | 2 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
2 files changed, 4 insertions, 0 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 786631ed..7b276c12 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -33,6 +33,8 @@ def run(): except ValueError as e: logger.warning(e) pass + except AttributeError: + pass else: BbgDeal._cache[bbg_id] = None except (SSHException, OSError): diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 1baff39d..43c59ade 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -416,6 +416,8 @@ class CDSDeal( @classmethod def from_bbg_line(cls, line: dict): + if "SEQ#" in line and line["Brkr"] != "BSEF": + raise AttributeError(f"Ignoring file, we have an allocation file") if line["Coupon"] == "": with cls._conn.cursor() as c: c.execute( |