diff --git a/catalyst/__main__.py b/catalyst/__main__.py
index 1edb53f4..d58b5c30 100644
--- a/catalyst/__main__.py
+++ b/catalyst/__main__.py
@@ -509,6 +509,40 @@ def ingest_exchange(exchange_name, data_frequency, start, end,
     )
 
 
+@main.command(name='clean-exchange')
+@click.option(
+    '-x',
+    '--exchange-name',
+    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
+    help='The name of the exchange bundle to ingest (supported: bitfinex,'
+         ' bittrex, poloniex).',
+)
+@click.option(
+    '-f',
+    '--data-frequency',
+    type=click.Choice({'daily', 'minute'}),
+    default=None,
+    help='The bundle data frequency to remove. If not specified, it will '
+         'remove both daily and minute bundles.',
+)
+@click.pass_context
+def clean_exchange(ctx, exchange_name, data_frequency):
+    """Clean up bundles from 'ingest-exchange'.
+    """
+
+    if exchange_name is None:
+        ctx.fail("must specify an exchange name '-x'")
+
+    exchange = get_exchange(exchange_name)
+    exchange_bundle = ExchangeBundle(exchange)
+
+    click.echo('Cleaning exchange bundle {}...'.format(exchange_name))
+    exchange_bundle.clean(
+        data_frequency=data_frequency,
+    )
+    click.echo('Done')
+
+
 @main.command()
 @click.option(
     '-b',
@@ -598,7 +632,7 @@ def ingest(ctx, bundle, exchange_name, compile_locally, assets_version,
          ' This may not be passed with -e / --before or -a / --after',
 )
 def clean(bundle, before, after, keep_last):
-    """Clean up data downloaded with the ingest command.
+    """Clean up bundles from 'ingest'.
     """
     bundles_module.clean(
         bundle,
diff --git a/catalyst/assets/_assets.pyx b/catalyst/assets/_assets.pyx
index 986d2174..bd67526e 100644
--- a/catalyst/assets/_assets.pyx
+++ b/catalyst/assets/_assets.pyx
@@ -17,6 +17,8 @@
 """
 Cythonized Asset object.
 """
+import hashlib
+
 cimport cython
 from cpython.number cimport PyNumber_Index
 from cpython.object cimport (
@@ -501,7 +503,11 @@ cdef class TradingPair(Asset):
 
         if sid == 0 or sid is None:
             try:
-                sid = abs(hash(symbol)) % (10 ** 4)
+                # sid = abs(hash(symbol)) % (10 ** 4)
+                # TODO: try to encode the symbol in the main scope
+                sid = int(
+                    hashlib.sha256(symbol.encode('utf-8')).hexdigest(), 16
+                ) % 10 ** 6
             except Exception as e:
                 raise SidHashError(symbol=symbol)
 
diff --git a/catalyst/curate/poloniex.py b/catalyst/curate/poloniex.py
index e2a88476..c81ddf04 100644
--- a/catalyst/curate/poloniex.py
+++ b/catalyst/curate/poloniex.py
@@ -212,32 +212,32 @@ class PoloniexCurator(object):
     def write_ohlcv_file(self, currencyPair):        
         csv_trades = CSV_OUT_FOLDER + 'crypto_trades-' + currencyPair + '.csv'
         csv_1min   = CSV_OUT_FOLDER + 'crypto_1min-' + currencyPair + '.csv'
-        if( os.path.isfile(csv_1min) ):
-            log.debug(currencyPair+': 1min data already present. Delete the file if you want to rebuild it.')
-        else:
-            df = pd.read_csv(csv_trades, names=['tradeID','date','type','rate','amount','total','globalTradeID'], 
-                    dtype = {'tradeID': int, 'date': str, 'type': str, 'rate': float, 'amount': float, 'total': float, 'globalTradeID': int } )
-            df.drop(['tradeID','type','amount','globalTradeID'], axis=1, inplace=True)
-            df['date'] = pd.to_datetime(df['date'], infer_datetime_format=True) 
-            ohlcv = self.generate_ohlcv(df)
-            try: 
-                with open(csv_1min, 'ab') as csvfile:
-                    csvwriter = csv.writer(csvfile)
-                    for item in ohlcv.itertuples():
-                        if item.Index == 0:
-                            continue
-                        csvwriter.writerow([
-                            item.Index.value // 10 ** 9,
-                            item.open,
-                            item.high,
-                            item.low,
-                            item.close,
-                            item.volume,
-                        ])
-            except Exception as e:
-                log.error('Error opening %s' % csv_fn)
-                log.exception(e)
-            log.debug(currencyPair+': Generated 1min OHLCV data.')
+        #if( os.path.isfile(csv_1min) ):
+        #    log.debug(currencyPair+': 1min data already present. Delete the file if you want to rebuild it.')
+        #else:
+        df = pd.read_csv(csv_trades, names=['tradeID','date','type','rate','amount','total','globalTradeID'], 
+                dtype = {'tradeID': int, 'date': str, 'type': str, 'rate': float, 'amount': float, 'total': float, 'globalTradeID': int } )
+        df.drop(['tradeID','type','amount','globalTradeID'], axis=1, inplace=True)
+        df['date'] = pd.to_datetime(df['date'], infer_datetime_format=True) 
+        ohlcv = self.generate_ohlcv(df)
+        try: 
+            with open(csv_1min, 'w') as csvfile:
+                csvwriter = csv.writer(csvfile)
+                for item in ohlcv.itertuples():
+                    if item.Index == 0:
+                        continue
+                    csvwriter.writerow([
+                        item.Index.value // 10 ** 9,
+                        item.open,
+                        item.high,
+                        item.low,
+                        item.close,
+                        item.volume,
+                    ])
+        except Exception as e:
+            log.error('Error opening %s' % csv_fn)
+            log.exception(e)
+        log.debug(currencyPair+': Generated 1min OHLCV data.')
 
 
     '''
diff --git a/catalyst/examples/buy_and_hodl.py b/catalyst/examples/buy_and_hodl.py
index b3f411f4..b2b6a7ec 100644
--- a/catalyst/examples/buy_and_hodl.py
+++ b/catalyst/examples/buy_and_hodl.py
@@ -24,7 +24,7 @@ from catalyst.api import (
 )
 
 def initialize(context):
-    context.ASSET_NAME = 'USDT_BTC'
+    context.ASSET_NAME = 'BTC_USDT'
     context.TARGET_HODL_RATIO = 0.8
     context.RESERVE_RATIO = 1.0 - context.TARGET_HODL_RATIO
 
@@ -49,14 +49,14 @@ def handle_data(context, data):
     orders = get_open_orders(context.asset) or []
     for order in orders:
         cancel_order(order)
-    
+
     # Stop buying after passing the reserve threshold
     cash = context.portfolio.cash
     if cash <= reserve_value:
         context.is_buying = False
 
     # Retrieve current asset price from pricing data
-    price = data[context.asset].price
+    price = data.current(context.asset, 'price')
 
     # Check if still buying and could (approximately) afford another purchase
     if context.is_buying and cash > price:
@@ -70,7 +70,7 @@ def handle_data(context, data):
 
     record(
         price=price,
-        volume=data[context.asset].volume,
+        volume=data.current(context.asset, 'volume'),
         cash=cash,
         starting_cash=context.portfolio.starting_cash,
         leverage=context.account.leverage,
diff --git a/catalyst/examples/buy_low_sell_high.py b/catalyst/examples/buy_low_sell_high.py
index feadf49b..acf481e0 100644
--- a/catalyst/examples/buy_low_sell_high.py
+++ b/catalyst/examples/buy_low_sell_high.py
@@ -27,7 +27,7 @@ log = Logger(algo_namespace)
 
 def initialize(context):
     log.info('initializing algo')
-    context.ASSET_NAME = 'XRP_USD'
+    context.ASSET_NAME = 'XRP_USDT'
     context.asset = symbol(context.ASSET_NAME)
 
     context.TARGET_POSITIONS = 5000
diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index dc130b3a..d9bf988e 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -1,13 +1,13 @@
-import pandas as pd
 import talib
 
+import pandas as pd
 from catalyst import run_algorithm
 from catalyst.api import symbol
 
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('xrp_btc')
+    context.asset = symbol('btc_usd')
 
 
 def handle_data(context, data):
@@ -20,32 +20,32 @@ def handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=15,
-        frequency='1d'
+        frequency='1m'
     )
     rsi = talib.RSI(prices.values, timeperiod=14)[-1]
     print('got rsi: {}'.format(rsi))
     pass
 
 
-# run_algorithm(
-#     capital_base=250,
-#     start=pd.to_datetime('2015-08-01', utc=True),
-#     end=pd.to_datetime('2017-9-30', utc=True),
-#     data_frequency='daily',
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=None,
-#     exchange_name='poloniex',
-#     algo_namespace='simple_loop',
-#     base_currency='eth'
-# )
 run_algorithm(
+    capital_base=250,
+    start=pd.to_datetime('2017-08-01', utc=True),
+    end=pd.to_datetime('2017-9-30', utc=True),
+    data_frequency='minute',
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
     exchange_name='bitfinex',
-    live=True,
     algo_namespace='simple_loop',
-    base_currency='eth',
-    live_graph=False
+    base_currency='btc'
 )
+# run_algorithm(
+#     initialize=initialize,
+#     handle_data=handle_data,
+#     analyze=None,
+#     exchange_name='bitfinex',
+#     live=True,
+#     algo_namespace='simple_loop',
+#     base_currency='eth',
+#     live_graph=False
+# )
diff --git a/catalyst/exchange/bittrex/bittrex.py b/catalyst/exchange/bittrex/bittrex.py
index 6df3638e..1bca9422 100644
--- a/catalyst/exchange/bittrex/bittrex.py
+++ b/catalyst/exchange/bittrex/bittrex.py
@@ -24,7 +24,7 @@ URL2 = 'https://bittrex.com/Api/v2.0'
 
 class Bittrex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
-        self.api = Bittrex_api(key=key, secret=secret.encode('UTF-8'))
+        self.api = Bittrex_api(key=key, secret=secret)
         self.name = 'bittrex'
         self.color = 'blue'
         self.base_currency = base_currency
@@ -65,10 +65,10 @@ class Bittrex(Exchange):
         return exchange_symbol.lower()
 
     def get_balances(self):
+        balances = self.api.getbalances()
         try:
             log.debug('retrieving wallet balances')
             self.ask_request()
-            balances = self.api.getbalances()
 
         except Exception as e:
             raise ExchangeRequestError(error=e)
@@ -208,7 +208,7 @@ class Bittrex(Exchange):
             )
 
     def get_candles(self, data_frequency, assets, bar_count=None,
-                    start_date=None):
+                    start_dt=None, end_dt=None):
         """
         Supported Intervals
         -------------------
diff --git a/catalyst/exchange/bittrex/bittrex_api.py b/catalyst/exchange/bittrex/bittrex_api.py
index cda7581e..bc31607d 100644
--- a/catalyst/exchange/bittrex/bittrex_api.py
+++ b/catalyst/exchange/bittrex/bittrex_api.py
@@ -4,10 +4,10 @@ import time
 import hmac
 import hashlib
 
-from six.moves import urllib
 
 # Workaround for backwards compatibility
 # https://stackoverflow.com/questions/3745771/urllib-request-in-python-2-7
+from six.moves import urllib
 urlopen = urllib.request.urlopen
 
 
@@ -39,7 +39,10 @@ class Bittrex_api(object):
         if method not in self.public:
             url += '&apikey=' + self.key
             url += '&nonce=' + str(int(time.time()))
-            signature = hmac.new(self.secret, url, hashlib.sha512).hexdigest()
+
+            signature = hmac.new(self.secret.encode('utf-8'),
+                                 url.encode('utf-8'),
+                                 hashlib.sha512).hexdigest()
             headers = {'apisign': signature}
         else:
             headers = {}
diff --git a/catalyst/exchange/bundle_utils.py b/catalyst/exchange/bundle_utils.py
index fe622b52..b1aa1a07 100644
--- a/catalyst/exchange/bundle_utils.py
+++ b/catalyst/exchange/bundle_utils.py
@@ -103,42 +103,6 @@ def get_start_dt(end_dt, bar_count, data_frequency):
     return start_dt
 
 
-def get_adj_dates(start, end, assets, data_frequency):
-    """
-    Contains a date range to the trading availability of the specified pairs.
-
-    :param start:
-    :param end:
-    :param assets:
-    :param data_frequency:
-    :return:
-    """
-    earliest_trade = None
-    last_entry = None
-    for asset in assets:
-        if earliest_trade is None or earliest_trade > asset.start_date:
-            earliest_trade = asset.start_date
-
-        end_asset = asset.end_minute if data_frequency == 'minute' else \
-            asset.end_daily
-        if end_asset is not None and \
-                (last_entry is None or end_asset > last_entry):
-            last_entry = end_asset
-
-    if start is None or earliest_trade > start:
-        start = earliest_trade
-
-    if end is None or (last_entry is not None and end > last_entry):
-        end = last_entry
-
-    if end is None or start >= end:
-        raise NoDataAvailableOnExchange(
-            exchange=asset.exchange.title(),
-            symbol=[asset.symbol.encode('utf-8')],
-            data_frequency=data_frequency,
-        )
-
-    return start, end
 
 
 def get_month_start_end(dt):
@@ -243,12 +207,12 @@ def find_most_recent_time(bundle_name):
     for folder in bundle_folders:
         date = from_bundle_ingest_dirname(folder)
         if not most_recent_bundle or date > \
-                most_recent_bundle[most_recent_bundle.keys()[0]]:
+                most_recent_bundle[list(most_recent_bundle.keys())[0]]:
             most_recent_bundle = dict()
             most_recent_bundle[folder] = date
 
     if most_recent_bundle:
-        return most_recent_bundle.keys()[0]
+        return list(most_recent_bundle.keys())[0]
     else:
         return None
 
diff --git a/catalyst/exchange/data_portal_exchange.py b/catalyst/exchange/data_portal_exchange.py
index ce454303..3eebf3aa 100644
--- a/catalyst/exchange/data_portal_exchange.py
+++ b/catalyst/exchange/data_portal_exchange.py
@@ -80,7 +80,7 @@ class DataPortalExchangeBase(DataPortal):
                 return pd.concat(df_list)
 
             else:
-                exchange = self.exchanges[exchange_assets.keys()[0]]
+                exchange = self.exchanges[list(exchange_assets.keys())[0]]
                 return self.get_exchange_history_window(
                     exchange,
                     assets,
@@ -165,8 +165,8 @@ class DataPortalExchangeBase(DataPortal):
 
                     exchange_assets[asset.exchange].append(asset)
 
-                if len(exchange_assets.keys()) == 1:
-                    exchange = self.exchanges[exchange_assets.keys()[0]]
+                if len(list(exchange_assets.keys())) == 1:
+                    exchange = self.exchanges[list(exchange_assets.keys())[0]]
                     return self.get_exchange_spot_value(
                         exchange, assets, field, dt, data_frequency)
 
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 25a11594..bb4018d5 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -87,7 +87,7 @@ class Exchange:
             self.request_cpt[now] = 0
             return True
 
-        cpt_date = self.request_cpt.keys()[0]
+        cpt_date = list(self.request_cpt.keys())[0]
         cpt = self.request_cpt[cpt_date]
 
         if now > cpt_date + timedelta(minutes=1):
@@ -167,8 +167,10 @@ class Exchange:
                 asset = self.assets[key]
 
         if not asset:
-            supported_symbols = [pair.symbol.encode('utf-8') for pair in
-                                 self.assets.values()]
+            supported_symbols = [
+                pair.symbol for pair in list(self.assets.values())
+            ]
+
             raise SymbolNotFoundOnExchange(
                 symbol=symbol,
                 exchange=self.name.title(),
@@ -552,7 +554,7 @@ class Exchange:
             portfolio.starting_cash = portfolio.cash
 
         if portfolio.positions:
-            assets = portfolio.positions.keys()
+            assets = list(portfolio.positions.keys())
             tickers = self.tickers(assets)
 
             portfolio.positions_value = 0.0
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 22c26ef2..6650fda2 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -113,7 +113,7 @@ class ExchangeTradingAlgorithmBase(TradingAlgorithm):
             else self.sim_params.end_session
 
         if exchange_name is None:
-            exchange = self.exchanges.values()[0]
+            exchange = list(self.exchanges.values())[0]
         else:
             exchange = self.exchanges[exchange_name]
 
@@ -524,7 +524,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             self.add_pnl_stats(minute_stats)
             if self.recorded_vars:
                 self.add_custom_signals_stats(minute_stats)
-                recorded_cols = self.recorded_vars.keys()
+                recorded_cols = list(self.recorded_vars.keys())
             else:
                 recorded_cols = None
 
@@ -556,6 +556,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         except Exception as e:
             log.warn('unable to calculate performance: {}'.format(e))
 
+        # TODO: pickle does not seem to work in python 3
         try:
             save_algo_object(
                 algo_name=self.algo_namespace,
diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py
index 7aab5dc6..b86639aa 100644
--- a/catalyst/exchange/exchange_bundle.py
+++ b/catalyst/exchange/exchange_bundle.py
@@ -10,7 +10,7 @@ from catalyst.constants import LOG_LEVEL
 from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \
     BcolzMinuteBarMetadata
 from catalyst.exchange.bundle_utils import range_in_bundle, \
-    get_bcolz_chunk, get_delta, get_adj_dates, get_month_start_end, \
+    get_bcolz_chunk, get_delta, get_month_start_end, \
     get_year_start_end, get_periods_range, get_df_from_arrays, get_start_dt
 from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
     BcolzExchangeBarWriter
@@ -24,11 +24,13 @@ from catalyst.utils.paths import ensure_directory
 
 log = Logger('exchange_bundle', level=LOG_LEVEL)
 
-BUNDLE_NAME_TEMPLATE = os.path.join('{root}','{frequency}_bundle')
+BUNDLE_NAME_TEMPLATE = os.path.join('{root}', '{frequency}_bundle')
+
 
 def _cachpath(symbol, type_):
     return '-'.join([symbol, type_])
 
+
 class ExchangeBundle:
     def __init__(self, exchange):
         self.exchange = exchange
@@ -177,10 +179,7 @@ class ExchangeBundle:
 
             # This is workaround, there is an issue with empty
             # session_label when using a newly created writer
-            key = writer._rootdir if data_frequency == 'minute' \
-                else writer._filename
-
-            del self._writers[key]
+            del self._writers[writer._rootdir]
 
             writer = self.get_writer(writer._start_session,
                                      writer._end_session, data_frequency)
@@ -224,12 +223,18 @@ class ExchangeBundle:
         if reader is None:
             raise TempBundleNotFoundError(path=path)
 
-        arrays = reader.load_raw_arrays(
-            sids=[asset.sid],
-            fields=['open', 'high', 'low', 'close', 'volume'],
-            start_dt=start_dt,
-            end_dt=end_dt
-        )
+        arrays = None
+        try:
+            arrays = reader.load_raw_arrays(
+                sids=[asset.sid],
+                fields=['open', 'high', 'low', 'close', 'volume'],
+                start_dt=start_dt,
+                end_dt=end_dt
+            )
+        except Exception as e:
+            log.warn('skipping ctable for {} from {} to {}: {}'.format(
+                asset.symbol, start_dt, end_dt, e
+            ))
 
         if not arrays:
             return path
@@ -287,6 +292,7 @@ class ExchangeBundle:
         if not df.empty:
             df.sort_index(inplace=True)
             data.append((asset.sid, df))
+
         self._write(data, writer, data_frequency)
 
         if cleanup:
@@ -296,6 +302,45 @@ class ExchangeBundle:
 
         return path
 
+    def get_adj_dates(self, start, end, assets, data_frequency):
+        """
+        Contains a date range to the trading availability of the specified pairs.
+
+        :param start:
+        :param end:
+        :param assets:
+        :param data_frequency:
+        :return:
+        """
+        earliest_trade = None
+        last_entry = None
+        for asset in assets:
+            if (earliest_trade is None or earliest_trade > asset.start_date) \
+                    and asset.start_date >= self.calendar.first_session:
+                earliest_trade = asset.start_date
+
+            end_asset = asset.end_minute if data_frequency == 'minute' else \
+                asset.end_daily
+            if end_asset is not None and \
+                    (last_entry is None or end_asset > last_entry):
+                last_entry = end_asset
+
+        if start is None or \
+                (earliest_trade is not None and earliest_trade > start):
+            start = earliest_trade
+
+        if end is None or (last_entry is not None and end > last_entry):
+            end = last_entry
+
+        if end is None or start is None or start >= end:
+            raise NoDataAvailableOnExchange(
+                exchange=asset.exchange.title(),
+                symbol=[asset.symbol],
+                data_frequency=data_frequency,
+            )
+
+        return start, end
+
     def prepare_chunks(self, assets, data_frequency, start_dt, end_dt):
         """
         Split a price data request into chunks corresponding to individual
@@ -312,26 +357,26 @@ class ExchangeBundle:
         chunks = []
         for asset in assets:
             try:
-                asset_start, asset_end = \
-                    get_adj_dates(start_dt, end_dt, [asset], data_frequency)
+                # Checking if the the asset has price data in the specified
+                # date range
+                adj_start, adj_end = self.get_adj_dates(
+                    start_dt, end_dt, [asset], data_frequency
+                )
 
             except NoDataAvailableOnExchange:
+                # If not, we continue to the next asset
                 continue
 
-            start_dt = max(start_dt, self.calendar.first_trading_session)
-            start_dt = max(start_dt, asset_start)
+            # This is either the first trading day of the asset or the
+            # first session available in the calendar
+            first_trading_dt = asset.start_date \
+                if asset.start_date > self.calendar.first_session \
+                else self.calendar.first_session
 
             # Aligning start / end dates with the daily calendar
-            sessions = get_periods_range(start_dt, end_dt, data_frequency) \
-                if data_frequency == 'minute' \
-                else self.calendar.sessions_in_range(start_dt, end_dt)
-
-            if asset_start < sessions[0]:
-                asset_start = sessions[0]
-
-            if asset_end > sessions[-1]:
-                asset_end = sessions[-1]
+            sessions = self.calendar.sessions_in_range(adj_start, adj_end)
 
+            # We loop through each session to create chunks for each period
             chunk_labels = []
             dt = sessions[0]
             while dt <= sessions[-1]:
@@ -345,29 +390,49 @@ class ExchangeBundle:
                     # of the trading pair
                     if data_frequency == 'minute':
                         period_start, period_end = get_month_start_end(dt)
-                        asset_start_month, _ = get_month_start_end(asset_start)
 
+                        # TODO: redundant gate, we are already filtering dates
+                        if first_trading_dt > period_start:
+                            dt += timedelta(days=1)
+                            continue
+
+                        asset_start_month, _ = get_month_start_end(
+                            first_trading_dt
+                        )
                         if asset_start_month == period_start \
-                                and period_start < asset_start:
-                            period_start = asset_start
+                                and period_start < first_trading_dt:
+                            period_start = first_trading_dt
 
-                        _, asset_end_month = get_month_start_end(asset_end)
+                        # TODO: need to filter closed pairs?
+                        _, asset_end_month = get_month_start_end(
+                            asset.end_minute
+                        )
                         if asset_end_month == period_end \
-                                and period_end > asset_end:
-                            period_end = asset_end
+                                and period_end > asset.end_minute:
+                            period_end = asset.end_minute
 
                     elif data_frequency == 'daily':
                         period_start, period_end = get_year_start_end(dt)
-                        asset_start_year, _ = get_year_start_end(asset_start)
 
+                        # TODO: redundant gate, we are already filtering dates
+                        if first_trading_dt > period_start:
+                            dt += timedelta(days=1)
+                            continue
+
+                        asset_start_year, _ = get_year_start_end(
+                            first_trading_dt
+                        )
                         if asset_start_year == period_start \
-                                and period_start < asset_start:
-                            period_start = asset_start
+                                and period_start < first_trading_dt:
+                            period_start = first_trading_dt
 
-                        _, asset_end_year = get_year_start_end(asset_end)
+                        _, asset_end_year = get_year_start_end(
+                            asset.end_minute
+                        )
                         if asset_end_year == period_end \
-                                and period_end > asset_end:
-                            period_end = asset_end
+                                and period_end > asset.end_minute:
+                            period_end = asset.end_minute
+
                     else:
                         raise InvalidHistoryFrequencyError(
                             frequency=data_frequency
@@ -377,10 +442,13 @@ class ExchangeBundle:
                     # Checking the last minute of the day instead.
                     range_start = period_start.replace(hour=23, minute=59) \
                         if data_frequency == 'minute' else period_start
+
+                    # Checking if the data already exists in the bundle
+                    # for the date range of the chunk. If not, we create
+                    # a chunk for ingestion.
                     has_data = range_in_bundle(
                         asset, range_start, period_end, reader
                     )
-
                     if not has_data:
                         log.debug('adding period: {}'.format(label))
                         chunks.append(
@@ -394,6 +462,7 @@ class ExchangeBundle:
 
                 dt += timedelta(days=1)
 
+        # We sort the chunks by end date to ingest most recent data first
         chunks.sort(key=lambda chunk: chunk['period_end'])
 
         return chunks
@@ -408,13 +477,24 @@ class ExchangeBundle:
         :param end_dt:
         :return:
         """
-        writer = self.get_writer(start_dt, end_dt, data_frequency)
         chunks = self.prepare_chunks(
             assets=assets,
             data_frequency=data_frequency,
             start_dt=start_dt,
             end_dt=end_dt
         )
+
+        # Since chunks are either monthly or yearly, it is possible that
+        # our ingestion data range is greater than specified. We adjust
+        # the boundaries to ensure that the writer can write all data.
+        for chunk in chunks:
+            if chunk['period_start'] < start_dt:
+                start_dt = chunk['period_start']
+
+            if chunk['period_end'] > end_dt:
+                end_dt = chunk['period_end']
+
+        writer = self.get_writer(start_dt, end_dt, data_frequency)
         with maybe_show_progress(
                 chunks,
                 show_progress,
@@ -430,7 +510,8 @@ class ExchangeBundle:
                     start_dt=chunk['period_start'],
                     end_dt=chunk['period_end'],
                     writer=writer,
-                    empty_rows_behavior='strip'
+                    empty_rows_behavior='strip',
+                    cleanup=True
                 )
 
     def ingest(self, data_frequency, include_symbols=None,
@@ -448,7 +529,9 @@ class ExchangeBundle:
         :return:
         """
         assets = self.get_assets(include_symbols, exclude_symbols)
-        start_dt, end_dt = get_adj_dates(start, end, assets, data_frequency)
+        start_dt, end_dt = self.get_adj_dates(
+            start, end, assets, data_frequency
+        )
 
         for frequency in data_frequency.split(','):
             self.ingest_assets(assets, start_dt, end_dt, frequency,
@@ -517,7 +600,7 @@ class ExchangeBundle:
             return values
 
         except Exception:
-            symbols = [asset.symbol.encode('utf-8') for asset in assets]
+            symbols = [asset.symbol for asset in assets]
             raise PricingDataNotLoadedError(
                 field=field,
                 first_trading_day=min([asset.start_date for asset in assets]),
@@ -535,8 +618,9 @@ class ExchangeBundle:
                                   data_frequency,
                                   reset_reader=False):
         start_dt = get_start_dt(end_dt, bar_count, data_frequency)
-        start_dt, end_dt = \
-            get_adj_dates(start_dt, end_dt, assets, data_frequency)
+        start_dt, end_dt = self.get_adj_dates(
+            start_dt, end_dt, assets, data_frequency
+        )
 
         reader = self.get_reader(data_frequency)
         if reset_reader:
@@ -544,7 +628,7 @@ class ExchangeBundle:
             reader = self.get_reader(data_frequency)
 
         if reader is None:
-            symbols = [asset.symbol.encode('utf-8') for asset in assets]
+            symbols = [asset.symbol for asset in assets]
             raise PricingDataNotLoadedError(
                 field=field,
                 first_trading_day=min([asset.start_date for asset in assets]),
@@ -555,8 +639,9 @@ class ExchangeBundle:
             )
 
         for asset in assets:
-            asset_start_dt, asset_end_dt = \
-                get_adj_dates(start_dt, end_dt, assets, data_frequency)
+            asset_start_dt, asset_end_dt = self.get_adj_dates(
+                start_dt, end_dt, assets, data_frequency
+            )
 
             in_bundle = range_in_bundle(
                 asset, asset_start_dt, asset_end_dt, reader
@@ -602,3 +687,34 @@ class ExchangeBundle:
             series[asset] = value_series
 
         return series
+
+    def clean(self, data_frequency):
+        log.debug('cleaning exchange {}, frequency {}'.format(
+            self.exchange.name, data_frequency
+        ))
+        root = get_exchange_folder(self.exchange.name)
+
+        symbols = os.path.join(root, 'symbols.json')
+        if os.path.isfile(symbols):
+            os.remove(symbols)
+
+        temp_bundles = os.path.join(root, 'temp_bundles')
+
+        if os.path.isdir(temp_bundles):
+            log.debug('removing folder and content: {}'.format(temp_bundles))
+            shutil.rmtree(temp_bundles)
+            log.debug('{} removed'.format(temp_bundles))
+
+        frequencies = ['daily', 'minute'] if data_frequency is None \
+            else [data_frequency]
+
+        for frequency in frequencies:
+            label = '{}_bundle'.format(frequency)
+            frequency_bundle = os.path.join(root, label)
+
+            if os.path.isdir(frequency_bundle):
+                log.debug(
+                    'removing folder and content: {}'.format(frequency_bundle)
+                )
+                shutil.rmtree(frequency_bundle)
+                log.debug('{} removed'.format(frequency_bundle))
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index c5baadec..6cd55014 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -6,12 +6,12 @@ from catalyst.errors import ZiplineError
 
 def silent_except_hook(exctype, excvalue, exctraceback):
     if exctype in [PricingDataBeforeTradingError, PricingDataNotLoadedError,
-                   SymbolNotFoundOnExchange, NoDataAvailableOnExchange, 
-                   ExchangeAuthEmpty ]:
+                   SymbolNotFoundOnExchange, NoDataAvailableOnExchange,
+                   ExchangeAuthEmpty]:
         fn = traceback.extract_tb(exctraceback)[-1][0]
         ln = traceback.extract_tb(exctraceback)[-1][1]
-        print "Error traceback: {1} (line {2})\n" \
-              "{0.__name__}:  {3}".format(exctype, fn, ln, excvalue)
+        print("Error traceback: {1} (line {2})\n"
+              "{0.__name__}:  {3}".format(exctype, fn, ln, excvalue))
     else:
         sys.__excepthook__(exctype, excvalue, exctraceback)
 
@@ -214,7 +214,9 @@ class PricingDataNotLoadedError(ZiplineError):
 class ApiCandlesError(ZiplineError):
     msg = ('Unable to fetch candles from the remote API: {error}.').strip()
 
+
 class NoDataAvailableOnExchange(ZiplineError):
-    msg = ('Requested data for trading pair {symbol} is not available on exchange {exchange} '
-           'in `{data_frequency}` frequency at this time. '
-           'Check `http://enigma.co/catalyst/status` for market coverage.').strip()
+    msg = (
+        'Requested data for trading pair {symbol} is not available on exchange {exchange} '
+        'in `{data_frequency}` frequency at this time. '
+        'Check `http://enigma.co/catalyst/status` for market coverage.').strip()
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index b9e6cf21..2e3982f0 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -1,13 +1,12 @@
 import json
 import os
 import pickle
-import urllib
+from six.moves.urllib import request
 from datetime import date, datetime
 
 import pandas as pd
 
-from catalyst.exchange.exchange_errors import ExchangeAuthNotFound, \
-    ExchangeSymbolsNotFound
+from catalyst.exchange.exchange_errors import ExchangeSymbolsNotFound
 from catalyst.utils.paths import data_root, ensure_directory, \
     last_modified_time
 
@@ -34,7 +33,7 @@ def get_exchange_symbols_filename(exchange_name, environ=None):
 def download_exchange_symbols(exchange_name, environ=None):
     filename = get_exchange_symbols_filename(exchange_name)
     url = SYMBOLS_URL.format(exchange=exchange_name)
-    response = urllib.urlretrieve(url=url, filename=filename)
+    response = request.urlretrieve(url=url, filename=filename)
     return response
 
 
@@ -42,7 +41,9 @@ def get_exchange_symbols(exchange_name, environ=None):
     filename = get_exchange_symbols_filename(exchange_name)
 
     if not os.path.isfile(filename) or \
-            pd.Timedelta(pd.Timestamp('now', tz='UTC') - last_modified_time(filename)).days > 1:
+                    pd.Timedelta(pd.Timestamp('now',
+                                              tz='UTC') - last_modified_time(
+                        filename)).days > 1:
         download_exchange_symbols(exchange_name, environ)
 
     if os.path.isfile(filename):
@@ -67,9 +68,11 @@ def get_exchange_auth(exchange_name, environ=None):
     else:
         data = dict(name=exchange_name, key='', secret='')
         with open(filename, 'w') as f:
-            json.dump(data, f, sort_keys=False, indent=2, separators=(',', ':'))
+            json.dump(data, f, sort_keys=False, indent=2,
+                      separators=(',', ':'))
             return data
 
+
 def get_algo_folder(algo_name, environ=None):
     if not environ:
         environ = os.environ
@@ -151,8 +154,8 @@ def save_algo_df(algo_name, key, df, environ=None, rel_path=None):
 
     filename = os.path.join(folder, key + '.csv')
 
-    with open(filename, 'wb') as handle:
-        df.to_csv(handle)
+    with open(filename, 'wt') as handle:
+        df.to_csv(handle, encoding='UTF_8')
 
 
 def get_exchange_minute_writer_root(exchange_name, environ=None):
@@ -163,6 +166,7 @@ def get_exchange_minute_writer_root(exchange_name, environ=None):
 
     return minute_data_folder
 
+
 def get_exchange_bundles_folder(exchange_name, environ=None):
     exchange_folder = get_exchange_folder(exchange_name, environ)
 
diff --git a/catalyst/exchange/poloniex/poloniex.py b/catalyst/exchange/poloniex/poloniex.py
index 43954036..76d51332 100644
--- a/catalyst/exchange/poloniex/poloniex.py
+++ b/catalyst/exchange/poloniex/poloniex.py
@@ -33,7 +33,7 @@ log = Logger('Poloniex', level=LOG_LEVEL)
 
 class Poloniex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
-        self.api = Poloniex_api(key=key, secret=secret.encode('UTF-8'))
+        self.api = Poloniex_api(key=key, secret=secret)
         self.name = 'poloniex'
         self.assets = {}
         self.load_assets()
@@ -119,9 +119,9 @@ class Poloniex(Exchange):
         return order, executed_price
 
     def get_balances(self):
-        log.debug('retrieving wallets balances')
+        balances = self.api.returnbalances()
         try:
-            balances = self.api.returnbalances()
+            log.debug('retrieving wallets balances')
         except Exception as e:
             log.debug(e)
             raise ExchangeRequestError(error=e)
diff --git a/catalyst/exchange/poloniex/poloniex_api.py b/catalyst/exchange/poloniex/poloniex_api.py
index 599a0b65..8bf6bb83 100644
--- a/catalyst/exchange/poloniex/poloniex_api.py
+++ b/catalyst/exchange/poloniex/poloniex_api.py
@@ -19,19 +19,25 @@ class Poloniex_api(object):
         self.max_requests_per_second = 6
         self.request_cpt = dict()
 
-        self.public  = ['returnTicker', 'return24Volume', 'returnOrderBook',
-                        'returnTradeHistory', 'returnChartData',
-                        'returnCurrencies', 'returnLoanOrders']
-        self.trading = ['returnBalances','returnCompleteBalances','returnDepositAddresses',
-                        'generateNewAddress','returnDepositsWithdrawals','returnOpenOrders',
-                        'returnTradeHistory','returnOrderTrades',
+        self.public = ['returnTicker', 'return24Volume', 'returnOrderBook',
+                       'returnTradeHistory', 'returnChartData',
+                       'returnCurrencies', 'returnLoanOrders']
+        self.trading = ['returnBalances', 'returnCompleteBalances',
+                        'returnDepositAddresses',
+                        'generateNewAddress', 'returnDepositsWithdrawals',
+                        'returnOpenOrders',
+                        'returnTradeHistory', 'returnOrderTrades',
                         'buy', 'sell', 'cancelOrder', 'moveOrder',
-                        'withdraw', 'returnFeeInfo','returnAvailableAccountBalances',
+                        'withdraw', 'returnFeeInfo',
+                        'returnAvailableAccountBalances',
                         'returnTradableBalances', 'transferBalance',
-                        'returnMarginAccountSummary','marginBuy','marginSell',
-                        'getMarginPosition', 'closeMarginPosition','createLoanOffer',
-                        'cancelLoanOffer','returnOpenLoanOffers','returnActiveLoans',
-                        'returnLendingHistory','toggleAutoRenew']
+                        'returnMarginAccountSummary', 'marginBuy',
+                        'marginSell',
+                        'getMarginPosition', 'closeMarginPosition',
+                        'createLoanOffer',
+                        'cancelLoanOffer', 'returnOpenLoanOffers',
+                        'returnActiveLoans',
+                        'returnLendingHistory', 'toggleAutoRenew']
 
     def ask_request(self):
         """
@@ -50,7 +56,7 @@ class Poloniex_api(object):
             self.request_cpt[now] = 0
             return True
 
-        cpt_date = self.request_cpt.keys()[0]
+        cpt_date = list(self.request_cpt.keys())[0]
         cpt = self.request_cpt[cpt_date]
 
         if now > cpt_date + 1:
@@ -59,9 +65,8 @@ class Poloniex_api(object):
             return True
 
         if cpt >= self.max_requests_per_second:
-            
-            log.debug('max requests 6 reached, sleeping for 1 seconds')
-            sleep(1)
+
+            time.sleep(1)
 
             now = time.time()
             self.request_cpt = dict()
@@ -73,21 +78,34 @@ class Poloniex_api(object):
     def query(self, method, req={}):
 
         if method in self.public:
-            url = 'https://poloniex.com/public?command=' + method + '&' + urllib.parse.urlencode(req)
+            url = 'https://poloniex.com/public?command=' + method + '&' + \
+                  urllib.parse.urlencode(req)
             headers = {}
             post_data = None
         elif method in self.trading:
             url = 'https://poloniex.com/tradingApi'
             req['command'] = method
-            req['nonce']   = int(time.time()*1000)
-            post_data      = urllib.parse.urlencode(req)
-            signature      = hmac.new(self.secret, post_data, hashlib.sha512).hexdigest()
-            headers        = { 'Sign': signature, 'Key': self.key}
+            req['nonce'] = int(time.time() * 1000)
+            post_data = urllib.parse.urlencode(req)
+
+            signature = hmac.new(self.secret.encode('utf-8'),
+                                 post_data.encode('utf-8'),
+                                 hashlib.sha512).hexdigest()
+            headers = {'Sign': signature, 'Key': self.key}
+
+            post_data = post_data.encode('utf-8')
         else:
-            raise ValueError('Method "' + method + '" not found in neither the Public API or Trading API endpoints')
+            raise ValueError(
+                'Method "' + method + '" not found in neither the Public API '
+                                      'or Trading API endpoints'
+            )
 
         self.ask_request()
-        req = urllib.request.Request(url, data=post_data, headers=headers)
+        req = urllib.request.Request(
+            url,
+            data=post_data,
+            headers=headers
+        )
         return json.loads(urlopen(req).read())
 
     def returnticker(self):
@@ -100,15 +118,17 @@ class Poloniex_api(object):
         return self.query('returnOrderBook', {'currencyPair': market})
 
     def returntradehistory(self, market, start=None, end=None):
-        if(start is not None and end is not None):
-            return self.query('returntradehistory', 
-                              {'currencyPair': market, 'start': start, 'end': end })
+        if (start is not None and end is not None):
+            return self.query('returntradehistory',
+                              {'currencyPair': market, 'start': start,
+                               'end': end})
         else:
-            return self.query('returntradehistory', {'currencyPair': market })
+            return self.query('returntradehistory', {'currencyPair': market})
 
     def returnchartdata(self, market, period, start, end=9999999999):
-        return self.query('returnChartData', {'currencyPair': market, 'period': period,
-                          'start': start, 'end': end})
+        return self.query('returnChartData',
+                          {'currencyPair': market, 'period': period,
+                           'start': start, 'end': end})
 
     def returncurrencies(self):
         return self.query('returnCurrencies', {})
@@ -120,7 +140,7 @@ class Poloniex_api(object):
         return self.query('returnBalances')
 
     def returncompletebalances(self, account):
-        if(account):
+        if (account):
             return self.query('returnCompleteBalances', {'account': account})
         else:
             return self.query('returnCompleteBalances')
@@ -132,43 +152,54 @@ class Poloniex_api(object):
         return self.query('generateNewAddress', {'currency': currency})
 
     def returnDepositsWithdrawals(self, start, end):
-        return self.query('returnDepositsWithdrawals', {'start': start, 'end': end})
+        return self.query('returnDepositsWithdrawals',
+                          {'start': start, 'end': end})
 
     def returnopenorders(self, market):
         return self.query('returnOpenOrders', {'currencyPair': market})
 
     def returntradehistory(self, market):
-        #TODO: optional start and/or end and limit
+        # TODO: optional start and/or end and limit
         return self.query('returnTradeHistory', {'currencyPair': market})
 
     def returnordertrades(self, ordernumber):
         return self.query('returnOrderTrades', {'orderNumber': ordernumber})
 
-    def buy(self, market, amount, rate, fillorkill=0, immediateorcancel=0, postonly=0):
-        if(fillorkill):
-            return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount,
+    def buy(self, market, amount, rate, fillorkill=0, immediateorcancel=0,
+            postonly=0):
+        if (fillorkill):
+            return self.query('buy', {'currencyPair': market, 'rate': rate,
+                                      'amount': amount,
                                       'fillOrKill': fillorkill, })
-        elif(immediateorcancel):
-            return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount,
+        elif (immediateorcancel):
+            return self.query('buy', {'currencyPair': market, 'rate': rate,
+                                      'amount': amount,
                                       'immediateOrCancel': immediateorcancel, })
-        elif(postonly):
-            return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount,
+        elif (postonly):
+            return self.query('buy', {'currencyPair': market, 'rate': rate,
+                                      'amount': amount,
                                       'postOnly': postonly, })
         else:
-            return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount, })
+            return self.query('buy', {'currencyPair': market, 'rate': rate,
+                                      'amount': amount, })
 
-    def sell(self, market, amount, rate, fillorkill=0, immediateorcancel=0, postonly=0):
-        if(fillorkill):
-            return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount,
-                                      'fillOrKill': fillorkill, })
-        elif(immediateorcancel):
-            return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount,
-                                      'immediateOrCancel': immediateorcancel, })
-        elif(postonly):
-            return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount,
-                                      'postOnly': postonly, })
+    def sell(self, market, amount, rate, fillorkill=0, immediateorcancel=0,
+             postonly=0):
+        if (fillorkill):
+            return self.query('sell', {'currencyPair': market, 'rate': rate,
+                                       'amount': amount,
+                                       'fillOrKill': fillorkill, })
+        elif (immediateorcancel):
+            return self.query('sell', {'currencyPair': market, 'rate': rate,
+                                       'amount': amount,
+                                       'immediateOrCancel': immediateorcancel, })
+        elif (postonly):
+            return self.query('sell', {'currencyPair': market, 'rate': rate,
+                                       'amount': amount,
+                                       'postOnly': postonly, })
         else:
-            return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount, })
+            return self.query('sell', {'currencyPair': market, 'rate': rate,
+                                       'amount': amount, })
 
     def cancelorder(self, ordernumber):
         return self.query('cancelOrder', {'orderNumber': ordernumber})
@@ -180,4 +211,3 @@ class Poloniex_api(object):
 
     def returnfeeinfo(self):
         return self.query('returnFeeInfo')
-
diff --git a/catalyst/utils/paths.py b/catalyst/utils/paths.py
index 6ba10a29..8ec87c7e 100644
--- a/catalyst/utils/paths.py
+++ b/catalyst/utils/paths.py
@@ -126,7 +126,7 @@ def catalyst_root(environ=None):
 
     root = environ.get('ZIPLINE_ROOT', None)
     if root is None:
-        root = expanduser('~/.catalyst')
+        root = os.path.join(expanduser('~'),'.catalyst')
 
     return root
 
diff --git a/tests/exchange/test_bcolz.py b/tests/exchange/test_bcolz.py
new file mode 100644
index 00000000..8c76799a
--- /dev/null
+++ b/tests/exchange/test_bcolz.py
@@ -0,0 +1,150 @@
+import shutil
+import random
+import tempfile
+import pandas as pd
+
+from catalyst.exchange.exchange_bundle import ExchangeBundle
+from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter, \
+    BcolzExchangeBarReader
+
+from catalyst.exchange.bundle_utils import get_df_from_arrays
+
+from nose.tools import assert_equals
+
+
+class TestBcolzWriter(object):
+    @classmethod
+    def setup_class(cls):
+        cls.columns = ['open', 'high', 'low', 'close', 'volume']
+
+    def setUp(self):
+        self.root_dir = tempfile.mkdtemp()  # Create a temporary directory
+
+    def tearDown(self):
+        shutil.rmtree(self.root_dir)  # Remove the directory after the test
+
+    def generate_df(self, exchange_name, freq, start, end):
+        bundle = ExchangeBundle(exchange_name)
+        index = bundle.get_calendar_periods_range(start, end, freq)
+        df = pd.DataFrame(index=index, columns=self.columns)
+        df.fillna(random.random(), inplace=True)
+        return df
+
+    def test_bcolz_write_daily_past(self):
+        start = pd.to_datetime('2016-01-01')
+        end = pd.to_datetime('2016-12-31')
+        freq = 'daily'
+
+        df = self.generate_df('bitfinex', freq, start, end)
+
+        writer = BcolzExchangeBarWriter(
+            rootdir=self.root_dir,
+            start_session=start,
+            end_session=end,
+            data_frequency=freq,
+            write_metadata=True)
+
+        data = []
+        data.append((1, df))
+        writer.write(data)
+        pass
+
+    def test_bcolz_write_daily_present(self):
+        start = pd.to_datetime('2017-01-01')
+        end = pd.to_datetime('today')
+        freq = 'daily'
+
+        df = self.generate_df('bitfinex', freq, start, end)
+
+        writer = BcolzExchangeBarWriter(
+            rootdir=self.root_dir,
+            start_session=start,
+            end_session=end,
+            data_frequency=freq,
+            write_metadata=True)
+
+        data = []
+        data.append((1, df))
+        writer.write(data)
+        pass
+
+    def test_bcolz_write_minute_past(self):
+        start = pd.to_datetime('2015-04-01 00:00')
+        end = pd.to_datetime('2015-04-30 23:59')
+        freq = 'minute'
+
+        df = self.generate_df('bitfinex', freq, start, end)
+
+        writer = BcolzExchangeBarWriter(
+            rootdir=self.root_dir,
+            start_session=start,
+            end_session=end,
+            data_frequency=freq,
+            write_metadata=True)
+
+        data = []
+        data.append((1, df))
+        writer.write(data)
+
+        pass
+
+    def test_bcolz_write_minute_present(self):
+        start = pd.to_datetime('2017-10-01 00:00')
+        end = pd.to_datetime('today')
+        freq = 'minute'
+
+        df = self.generate_df('bitfinex', freq, start, end)
+
+        writer = BcolzExchangeBarWriter(
+            rootdir=self.root_dir,
+            start_session=start,
+            end_session=end,
+            data_frequency=freq,
+            write_metadata=True)
+
+        data = []
+        data.append((1, df))
+        writer.write(data)
+        pass
+
+    def bcolz_exchange_daily_write_read(self, exchange_name):
+        start = pd.to_datetime('2017-10-01 00:00')
+        end = pd.to_datetime('today')
+        freq = 'daily'
+
+        bundle = ExchangeBundle(exchange_name)
+
+        df = self.generate_df(exchange_name, freq, start, end)
+
+        print df.index[0],df.index[-1]
+
+        writer = BcolzExchangeBarWriter(
+            rootdir=self.root_dir,
+            start_session=df.index[0],
+            end_session=df.index[-1],
+            data_frequency=freq,
+            write_metadata=True)
+
+        data = []
+        data.append((1, df))
+        writer.write(data)
+
+        reader = BcolzExchangeBarReader(rootdir=self.root_dir,
+                                        data_frequency=freq)
+
+        arrays = reader.load_raw_arrays(self.columns, start, end, [1, ])
+
+        periods = bundle.get_calendar_periods_range(
+            start, end, freq
+        )
+
+        dx = get_df_from_arrays(arrays, periods)
+
+        assert_equals(df.equals(df), True)
+        pass
+
+    def test_bcolz_bitfinex_daily_write_read(self):
+        self.bcolz_exchange_daily_write_read('bitfinex')
+
+    def test_bcolz_poloniex_daily_write_read(self):
+        self.bcolz_exchange_daily_write_read('poloniex')
diff --git a/tests/exchange/test_bitfinex.py b/tests/exchange/test_bitfinex.py
index ded6c8ca..94968e9e 100644
--- a/tests/exchange/test_bitfinex.py
+++ b/tests/exchange/test_bitfinex.py
@@ -8,7 +8,7 @@ from catalyst.finance.execution import (LimitOrder)
 log = Logger('test_bitfinex')
 
 
-class BitfinexTestCase(BaseExchangeTestCase):
+class TestBitfinexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         log.info('creating bitfinex object')
diff --git a/tests/exchange/test_bittrex.py b/tests/exchange/test_bittrex.py
index f1becbcc..bbf52fa1 100644
--- a/tests/exchange/test_bittrex.py
+++ b/tests/exchange/test_bittrex.py
@@ -7,7 +7,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_bittrex')
 
 
-class BittrexTestCase(BaseExchangeTestCase):
+class TestBittrexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         print ('creating bittrex object')
diff --git a/tests/exchange/test_bundle.py b/tests/exchange/test_bundle.py
index c4575fe8..bd79c16b 100644
--- a/tests/exchange/test_bundle.py
+++ b/tests/exchange/test_bundle.py
@@ -1,9 +1,10 @@
-from logging import Logger
+import hashlib
+from logging import getLogger
 
 import pandas as pd
 
 from catalyst import get_calendar
-from catalyst.exchange.bundle_utils import get_bcolz_chunk, get_periods, \
+from catalyst.exchange.bundle_utils import get_bcolz_chunk, \
     get_periods_range
 from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
     BcolzExchangeBarWriter
@@ -13,10 +14,10 @@ from catalyst.exchange.exchange_utils import get_exchange_folder
 from catalyst.exchange.init_utils import get_exchange
 from catalyst.utils.paths import ensure_directory
 
-log = Logger('test_exchange_bundle')
+log = getLogger('test_exchange_bundle')
 
 
-class ExchangeBundleTestCase:
+class TestExchangeBundle:
     def test_spot_value(self):
         data_frequency = 'daily'
         exchange_name = 'poloniex'
@@ -93,16 +94,39 @@ class ExchangeBundleTestCase:
         )
         pass
 
+    def test_ingest_exchange(self):
+        # exchange_name = 'bitfinex'
+        # data_frequency = 'daily'
+        # include_symbols = 'neo_btc,bch_btc,eth_btc'
+
+        exchange_name = 'bitfinex'
+        data_frequency = 'minute'
+
+        exchange = get_exchange(exchange_name)
+        exchange_bundle = ExchangeBundle(exchange)
+
+        log.info('ingesting exchange bundle {}'.format(exchange_name))
+        exchange_bundle.ingest(
+            data_frequency=data_frequency,
+            include_symbols=None,
+            exclude_symbols=None,
+            start=None,
+            end=None,
+            show_progress=True
+        )
+
+        pass
+
     def test_ingest_daily(self):
         # exchange_name = 'bitfinex'
         # data_frequency = 'daily'
         # include_symbols = 'neo_btc,bch_btc,eth_btc'
 
-        exchange_name = 'poloniex'
+        exchange_name = 'bittrex'
         data_frequency = 'daily'
-        include_symbols = 'btc_usdt'
+        include_symbols = 'wings_eth'
 
-        start = pd.to_datetime('2016-1-1', utc=True)
+        start = pd.to_datetime('2017-1-1', utc=True)
         end = pd.to_datetime('2017-10-16', utc=True)
         periods = get_periods_range(start, end, data_frequency)
 
@@ -274,7 +298,7 @@ class ExchangeBundleTestCase:
         data_frequency = 'minute'
 
         exchange = get_exchange(exchange_name)
-        asset = exchange.get_asset('neo_btc')
+        asset = exchange.get_asset('neos_btc')
 
         path = get_bcolz_chunk(
             exchange_name=exchange_name,
@@ -284,3 +308,10 @@ class ExchangeBundleTestCase:
         )
 
         pass
+
+    def test_hash_symbol(self):
+        symbol = 'etc_btc'
+        sid = int(
+            hashlib.sha256(symbol.encode('utf-8')).hexdigest(), 16
+        ) % 10 ** 6
+        pass
diff --git a/tests/exchange/test_clock.py b/tests/exchange/test_clock.py
deleted file mode 100644
index ff74986b..00000000
--- a/tests/exchange/test_clock.py
+++ /dev/null
@@ -1,50 +0,0 @@
-from unittest import TestCase
-from logbook import Logger
-from mock import patch, sentinel
-from catalyst.exchange.simple_clock import SimpleClock
-from catalyst.utils.calendars.trading_calendar import days_at_time
-from datetime import time
-from collections import defaultdict
-from catalyst.utils.calendars import get_calendar
-import pandas as pd
-
-log = Logger('ExchangeClockTestCase')
-
-
-class ExchangeClockTestCase(TestCase):
-    @classmethod
-    def setUpClass(cls):
-        cls.open_calendar = get_calendar("OPEN")
-
-        cls.sessions = pd.Timestamp.utcnow()
-
-    def setUp(self):
-        self.internal_clock = None
-        self.events = defaultdict(list)
-
-    def advance_clock(self, x):
-        """Mock function for sleep. Advances the internal clock by 1 min"""
-        # The internal clock advance time must be 1 minute to match
-        # MinutesSimulationClock's update frequency
-        self.internal_clock += pd.Timedelta('1 min')
-
-    def get_clock(self, arg, *args, **kwargs):
-        """Mock function for pandas.to_datetime which is used to query the
-        current time in RealtimeClock"""
-        assert arg == "now"
-        return self.internal_clock
-
-    def test_clock(self):
-        with patch('catalyst.exchange.simple_clock.pd.to_datetime') as to_dt, \
-                patch('catalyst.exchange.simple_clock.sleep') as sleep:
-            clock = SimpleClock(sessions=self.sessions)
-            to_dt.side_effect = self.get_clock
-            sleep.side_effect = self.advance_clock
-            start_time = pd.Timestamp.utcnow()
-            self.internal_clock = start_time
-
-            events = list(clock)
-
-            # Event 0 is SESSION_START which always happens at 00:00.
-            ts, event_type = events[1]
-        pass
diff --git a/tests/exchange/test_data_portal.py b/tests/exchange/test_data_portal.py
index 80ed5531..8a605a0b 100644
--- a/tests/exchange/test_data_portal.py
+++ b/tests/exchange/test_data_portal.py
@@ -12,7 +12,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_bitfinex')
 
 
-class ExchangeDataPortalTestCase:
+class TestExchangeDataPortalTestCase:
     @classmethod
     def setup(self):
         log.info('creating bitfinex exchange')
diff --git a/tests/exchange/test_poloniex.py b/tests/exchange/test_poloniex.py
index 4f2f12a7..4a883701 100644
--- a/tests/exchange/test_poloniex.py
+++ b/tests/exchange/test_poloniex.py
@@ -8,7 +8,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_poloniex')
 
 
-class PoloniexTestCase(BaseExchangeTestCase):
+class TestPoloniexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         print ('creating poloniex object')
@@ -21,7 +21,7 @@ class PoloniexTestCase(BaseExchangeTestCase):
 
     def test_order(self):
         log.info('creating order')
-        asset = self.exchange.get_asset('neo_btc')
+        asset = self.exchange.get_asset('neos_btc')
         order_id = self.exchange.order(
             asset=asset,
             limit_price=0.0005,
@@ -33,7 +33,7 @@ class PoloniexTestCase(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
-        asset = self.exchange.get_asset('neo_btc')
+        asset = self.exchange.get_asset('neos_btc')
         orders = self.exchange.get_open_orders(asset)
         pass
 
@@ -53,13 +53,13 @@ class PoloniexTestCase(BaseExchangeTestCase):
         log.info('retrieving candles')
         ohlcv_neo = self.exchange.get_candles(
             data_frequency='5m',
-            assets=self.exchange.get_asset('neo_btc')
+            assets=self.exchange.get_asset('neos_btc')
         )
         ohlcv_neo_ubq = self.exchange.get_candles(
             data_frequency='5m',
             assets=[
-                self.exchange.get_asset('neo_btc'),
-                self.exchange.get_asset('ubq_btc')
+                self.exchange.get_asset('neos_btc'),
+                self.exchange.get_asset('via_btc')
             ],
             bar_count=14
         )