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Expiration date being parsed incorrectly #207

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jasonstrimpel opened this issue Jun 21, 2016 · 1 comment
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Expiration date being parsed incorrectly #207

jasonstrimpel opened this issue Jun 21, 2016 · 1 comment

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@jasonstrimpel
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Expiration dates are being parsed incorrectly.

Example.

The following symbol "IBM160715C00060000" is being parsed as 2015-07-16 (2015/June/16) when it should be parsed as 2016-07-15 (2016/June/15)

In pandas-datareader/pandas_datareader/yahoo/options.py, the to_datetime method call on line 680 should be called as follows:

frame["Expiry"] = to_datetime(frame.Rootexp.str[-6:], yearfirst=True)

to_datetime is defined pandas/pandas/tseries/tools.py on line 171.
@jasonstrimpel jasonstrimpel mentioned this issue Jun 21, 2016
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@femtotrader
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Thanks @jasonstrimpel
#203 was just merged

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@jasonstrimpel @femtotrader