diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/parse_gs_exchange.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/parse_gs_exchange.py b/python/parse_gs_exchange.py index 49edb970..1aa96ad2 100644 --- a/python/parse_gs_exchange.py +++ b/python/parse_gs_exchange.py @@ -114,6 +114,5 @@ if __name__=="__main__": index_df = index_df.drop_duplicates(['quotedate', 'index', 'series', 'expiry']) index_df['quote_source'] = 'GS' swaption_quotes = clean_df(swaption_quotes) - swaption_quotes = swaption_quotes.set_index(['quotedate', 'index', 'series', 'expiry'], - append=True) + swaption_quotes = swaption_quotes.set_index(['quotedate', 'index', 'series', 'expiry']) write_todb(swaption_quotes, index_df) |