diff options
Diffstat (limited to 'python/bbg_helpers.py')
| -rw-r--r-- | python/bbg_helpers.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py index 05d3b16f..e57d5e4d 100644 --- a/python/bbg_helpers.py +++ b/python/bbg_helpers.py @@ -172,7 +172,8 @@ def retrieve_data(session, securities, fields=[], overrides={}, data.update(process_intraday_tick_msg(msg)) if request.asElement().name() == blpapi.Name("IntradayTickRequest"): df = pd.DataFrame(data) - df.time = df.time.dt.tz_localize('GMT').dt.tz_convert('America/New_York') + if time in df: + df.time = df.time.dt.tz_localize('GMT').dt.tz_convert('America/New_York') return df else: return data |