diff --git a/catalyst/exchange/utils/bundle_utils.py b/catalyst/exchange/utils/bundle_utils.py
index fa0c2d05..de8041a3 100644
--- a/catalyst/exchange/utils/bundle_utils.py
+++ b/catalyst/exchange/utils/bundle_utils.py
@@ -84,6 +84,7 @@ def get_df_from_arrays(arrays, periods):
         data=ohlcv,
         index=periods
     )
+    df.index.name = 'last_traded'
     return df