diff options
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 17 |
1 files changed, 11 insertions, 6 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 38173220..cb87ac69 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -387,17 +387,22 @@ def parse_citi_block(fh, indextype): else: strike, payers, receivers, vol = line.split("|") strike = strike.strip() - pay_bid, pay_offer = payers.split("/") - pay_bid = pay_bid.strip() - pay_offer = pay_offer.strip() - pay_offer, pay_delta = pay_offer.split() + try: + pay_bid, pay_offer = payers.split("/") + except ValueError: + pay_bid, pay_offer, pay_delta = None, None, None + else: + pay_bid = pay_bid.strip() + pay_offer = pay_offer.strip() + pay_offer, pay_delta = pay_offer.split() try: rec_bid, rec_offer = receivers.split("/") + except ValueError: # Some of the rec information was not available at a certain strike + rec_bid, rec_offer, rec_delta = None, None, None + else: rec_bid = rec_bid.strip() rec_offer = rec_offer.strip() rec_offer, rec_delta = rec_offer.split() - except ValueError: # Some of the rec information was not available at a certain strike - rec_bid, rec_offer, rec_delta = None, None, None vol = vol.strip() vol = vol.split()[0] if indextype == "HY": |