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Return empty dataframe if Date field is missing #937

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Return empty dataframe if Date field is missing #937

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4 changes: 4 additions & 0 deletions pandas_datareader/yahoo/daily.py
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Original file line number Diff line number Diff line change
Expand Up @@ -157,6 +157,10 @@ def _read_one_data(self, url, params):

# price data
prices = DataFrame(data["prices"])
if "Date" not in prices.columns:
return DataFrame(
columns=["Date", "High", "Low", "Open", "Close", "Volume", "Adjclose"]
)
prices.columns = [col.capitalize() for col in prices.columns]
prices["Date"] = to_datetime(to_datetime(prices["Date"], unit="s").dt.date)

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