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Diffstat (limited to 'python/exploration/dispersion.py')
| -rw-r--r-- | python/exploration/dispersion.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/exploration/dispersion.py b/python/exploration/dispersion.py index abb9c18f..e633264d 100644 --- a/python/exploration/dispersion.py +++ b/python/exploration/dispersion.py @@ -82,6 +82,7 @@ def get_tranche_data(conn, index_type, tenor="5yr"): "WHERE index=%s AND series IN %s AND tenor=%s", conn, params=(index_type, series, tenor), + parse_dates={"date"}, index_col=["date", "index", "series", "version", "tenor"], ) df = df.join(dispersion) |