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Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 1baff39d..43c59ade 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -416,6 +416,8 @@ class CDSDeal( @classmethod def from_bbg_line(cls, line: dict): + if "SEQ#" in line and line["Brkr"] != "BSEF": + raise AttributeError(f"Ignoring file, we have an allocation file") if line["Coupon"] == "": with cls._conn.cursor() as c: c.execute( |