Merge pull request pandas-dev#8763 from dstephens99/issue8761

TST: Raise remote data error if no expiry dates are found (Options)

Author: jreback

doc/source/whatsnew/v0.15.2.txt

@@ -43,3 +43,4 @@ Experimental
 Bug Fixes
 ~~~~~~~~~
 - Bug in ``groupby`` signatures that didn't include *args or **kwargs (:issue:`8733`).
+- ``io.data.Options`` now raises ``RemoteDataError`` when no expiry dates are available from Yahoo (:issue:`8761`).

pandas/io/data.py

@@ -1132,10 +1132,13 @@ def _get_expiry_dates_and_links(self):
 
         expiry_dates = [dt.datetime.strptime(element.text, "%B %d, %Y").date() for element in links]
         links = [element.attrib['data-selectbox-link'] for element in links]
+
+        if len(expiry_dates) == 0:
+            raise RemoteDataError('Data not available')
+
         expiry_links = dict(zip(expiry_dates, links))
         self._expiry_links = expiry_links
         self._expiry_dates = expiry_dates
-
         return expiry_dates, expiry_links
 
     def _parse_url(self, url):