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Diffstat (limited to 'python/import_cds_quotes.py')
| -rw-r--r-- | python/import_cds_quotes.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/import_cds_quotes.py b/python/import_cds_quotes.py index d45a947f..c53e99b7 100644 --- a/python/import_cds_quotes.py +++ b/python/import_cds_quotes.py @@ -23,7 +23,7 @@ def get_current_tickers(database, workdate): c.execute(sqlstr, (index, workdate)) for line in c: all_tickers.add((line['markit_ticker'], line['markit_tier'])) - key = (line['markit_ticker'], line['markit_tier'], 'USD', 'XR', spread) + key = (line['markit_ticker'], line['markit_tier'], 'USD', 'XR14', spread) hykey = key[:-1]+(0.05,) if hykey in markit_bbg_mapping: del markit_bbg_mapping[hykey] ## we only keep the tightest quote |