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Yahoo Options Added format specifier for date parsing of options. #203

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Sep 8, 2016
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Yahoo Options Added format specifier for date parsing of options. #203

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2 changes: 1 addition & 1 deletion pandas_datareader/yahoo/options.py
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Original file line number Diff line number Diff line change
Expand Up @@ -677,7 +677,7 @@ def _process_data(self, frame, type):
frame.columns = ['Strike', 'Symbol', 'Last', 'Bid', 'Ask', 'Chg', 'PctChg', 'Vol', 'Open_Int', 'IV']
frame["Rootexp"] = frame.Symbol.str[0:-9]
frame["Root"] = frame.Rootexp.str[0:-6]
frame["Expiry"] = to_datetime(frame.Rootexp.str[-6:])
frame["Expiry"] = to_datetime(frame.Rootexp.str[-6:], format='%y%m%d')
# Removes dashes in equity ticker to map to option ticker.
# Ex: BRK-B to BRKB140517C00100000
frame["IsNonstandard"] = frame['Root'] != self.symbol.replace('-', '')
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