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-rw-r--r--python/quote_parsing/parse_emails.py7
1 files changed, 4 insertions, 3 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py
index aa672356..3c2a4c75 100644
--- a/python/quote_parsing/parse_emails.py
+++ b/python/quote_parsing/parse_emails.py
@@ -560,9 +560,10 @@ def parse_bnp(fh, indextype, series, quotedate, expiration_dates):
fwd_index.append(d.copy())
option_stack[d["expiry"]] = parse_bnp_block(fh, indextype, c == -1)
else:
- logger.error("Can't parse expiry line: {line} for filename: {fh.name}")
- fwd_index = pd.DataFrame.from_records(fwd_index, index="quotedate")
- fwd_index["quote_source"] = "BNP"
+ logger.error(f"Can't parse expiry line: {line} for filename: {fh.name}")
+ if fwd_index:
+ fwd_index = pd.DataFrame.from_records(fwd_index, index="quotedate")
+ fwd_index["quote_source"] = "BNP"
return option_stack, fwd_index