Merge pull request #697 from bashtage/catch-keyerror

BUG: Catch empty DataFrame

Author: bashtage

.travis.yml

@@ -59,9 +59,8 @@ script:
       cd docs
       make html
       cd ..
-      doctr deploy devel --build-tags
       if [[ -z "$TRAVIS_TAG" ]]; then
-        echo "Not a tagged build."
+        doctr deploy devel --build-tags
       else
         doctr deploy . --build-tags
       fi

docs/source/whatsnew/v0.8.0.txt

@@ -62,6 +62,7 @@ Bug Fixes
 - Fix eurostat URL. (:issue:`669`)
 - Adjust Alphavantage time series reader to account for descending ordering. (:issue:`666`)
 - Fix bug in downloading index historical constituents. (:issue:`591`)
+- Fix a bug that occurs when an endpoint returns has no data for a date range. (:issue:`640`)
 
 Contributors
 ~~~~~~~~~~~~

pandas_datareader/base.py

@@ -252,7 +252,7 @@ def _dl_mult_symbols(self, symbols):
                 try:
                     stocks[sym] = self._read_one_data(self.url, self._get_params(sym))
                     passed.append(sym)
-                except IOError:
+                except (IOError, KeyError):
                     msg = "Failed to read symbol: {0!r}, replacing with NaN."
                     warnings.warn(msg.format(sym), SymbolWarning)
                     failed.append(sym)