Yahoo options DataReader can't parse underlying prices with commas

[PollyP]

I ran into this problem retrieving option data for the SPX settlement index:

>>> options_object = web.Options('^spxpm', 'yahoo')
>>> options_object.get_call_data( expiry=datetime.date(2014, 12, 20) )
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/pollyp/anaconda/lib/python2.7/site-packages/pandas/io/data.py", line 785, in get_call_data
    return self._get_data_in_date_range(expiry, call=True, put=False)
  File "/Users/pollyp/anaconda/lib/python2.7/site-packages/pandas/io/data.py", line 1098, in _get_data_in_date_range
    frame = self._get_option_data(expiry=expiry_date, name=name)
  File "/Users/pollyp/anaconda/lib/python2.7/site-packages/pandas/io/data.py", line 717, in _get_option_data
    frames = self._get_option_frames_from_yahoo(expiry)
  File "/Users/pollyp/anaconda/lib/python2.7/site-packages/pandas/io/data.py", line 655, in _get_option_frames_from_yahoo
    option_frames = self._option_frames_from_url(url)
  File "/Users/pollyp/anaconda/lib/python2.7/site-packages/pandas/io/data.py", line 684, in _option_frames_from_url
    self.underlying_price, self.quote_time = self._get_underlying_price(url)
  File "/Users/pollyp/anaconda/lib/python2.7/site-packages/pandas/io/data.py", line 696, in _get_underlying_price
    .getchildren()[0].text)
ValueError: invalid literal for float(): 2,071.92

Here's my show_versions output:

>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.8.final.0
python-bits: 64
OS: Darwin
OS-release: 13.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.15.1
nose: 1.3.4
Cython: 0.21
numpy: 1.9.0
scipy: 0.14.0
statsmodels: 0.5.0
IPython: 2.2.0
sphinx: 1.2.3
patsy: 0.3.0
dateutil: 2.2
pytz: 2014.7
bottleneck: None
tables: 3.1.1
numexpr: 2.3.1
matplotlib: 1.4.0
openpyxl: 1.8.5
xlrd: 0.9.3
xlwt: 0.7.5
xlsxwriter: 0.5.7
lxml: 3.4.0
bs4: 4.3.2
html5lib: 0.9999-dev
httplib2: None
apiclient: None
rpy2: None
sqlalchemy: 0.9.7
pymysql: None
psycopg2: None

[jreback]

pull-requests to fix are welcome!

[PollyP]

Excellent! I'll get it in this weekend.

[sturmd]

Experiencing the same issue also on the S&P.

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.8.final.0
python-bits: 64
OS: Linux
OS-release: 3.16.0-28-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.15.2
nose: 1.3.4
Cython: None
numpy: 1.8.2
scipy: 0.14.0
statsmodels: None
IPython: 2.3.0
sphinx: 1.2.2
patsy: None
dateutil: 2.2
pytz: 2014.7
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.4.2
openpyxl: None
xlrd: None
xlwt: 0.7.5
xlsxwriter: None
lxml: 3.3.6
bs4: 4.3.2
html5lib: 0.999
httplib2: 0.9
apiclient: None
rpy2: 2.4.3
sqlalchemy: None
pymysql: None
psycopg2: None