From 3ea14af600781cdf8a3b7ba973042fe453d5bcbb Mon Sep 17 00:00:00 2001
From: Conner Fromknecht <conner@mit.edu>
Date: Sat, 1 Jul 2017 14:57:37 -0700
Subject: [PATCH] Convert Timestamp to UNIX time before fetching benchmark

---
 catalyst/data/loader.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/catalyst/data/loader.py b/catalyst/data/loader.py
index c845752f..dd030617 100644
--- a/catalyst/data/loader.py
+++ b/catalyst/data/loader.py
@@ -331,8 +331,8 @@ def ensure_crypto_benchmark_data(symbol, first_date, last_date, now,
             pc.append_data_single_pair(symbol)
 
             five_min_bars = pc.to_dataframe(
-                first_date,
-                last_date,
+                time.mktime(first_date.timetuple()),
+                time.mktime(last_date.timetuple()),
                 currencyPair=symbol,
             )
         except (OSError, IOError, HTTPError):