diff --git a/zipline/lib/adjusted_array.py b/zipline/lib/adjusted_array.py
index 760218f2..7934c0c2 100644
--- a/zipline/lib/adjusted_array.py
+++ b/zipline/lib/adjusted_array.py
@@ -86,7 +86,7 @@ def _normalize_array(data):
     else:
         raise TypeError(
             "Don't know how to construct AdjustedArray "
-            "on data of type %s." % dtype
+            "on data of type %s." % data_dtype
         )