diff options
Diffstat (limited to 'python/quote_parsing')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 9f10c222..d7d5762e 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -23,7 +23,7 @@ def list_imm_dates(date): def makedf(r, indextype, quote_source): - if indextype == "IG" or indextype == "XO": + if indextype in ["IG", "EU", "XO"]: cols = [ "strike", "rec_bid", @@ -469,7 +469,7 @@ def parse_jpm_block(fh, indextype): ) # No price vol - if indextype == "HY" or "EU": + if indextype == "HY": df["price_vol"] = None return makedf(df, indextype, "JPM"), line |