diff --git a/tests/data/test_us_equity_pricing.py b/tests/data/test_us_equity_pricing.py
index 35e329f4..e68cc2ea 100644
--- a/tests/data/test_us_equity_pricing.py
+++ b/tests/data/test_us_equity_pricing.py
@@ -306,3 +306,20 @@ class BcolzDailyBarTestCase(TestCase):
         # after
         with self.assertRaises(NoDataOnDate):
             reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
+
+    def test_unadjusted_spot_price_empty_value(self):
+        table = self.writer.write(self.dest, self.trading_days, self.assets)
+        reader = BcolzDailyBarReader(table)
+
+        # A sid, day and corresponding index into which to overwrite a zero.
+        zero_sid = 1
+        zero_day = Timestamp('2015-06-02', tz='UTC')
+        zero_ix = reader.sid_day_index(zero_sid, zero_day)
+
+        # Write a zero into the synthetic pricing data at the day and sid,
+        # so that a read should now return -1.
+        # This a little hacky, in lieu of changing the synthetic data set.
+        reader._spot_col('close')[zero_ix] = 0
+
+        close = reader.spot_price(zero_sid, zero_day, 'close')
+        self.assertEqual(-1, close)
diff --git a/zipline/data/us_equity_pricing.py b/zipline/data/us_equity_pricing.py
index 121e56d5..236dae5b 100644
--- a/zipline/data/us_equity_pricing.py
+++ b/zipline/data/us_equity_pricing.py
@@ -469,23 +469,21 @@ class BcolzDailyBarReader(object):
             col = self._spot_cols[colname] = self._table[colname][:]
         return col
 
-    def spot_price(self, sid, day, colname):
+    def sid_day_index(self, sid, day):
         """
         Parameters
         ----------
         sid : int
             The asset identifier.
-        day : datetime64
+        day : datetime64-like
             Midnight of the day for which data is requested.
-        colname : string
-            The price field. e.g. ('open', 'high', 'low', 'close', 'volume')
 
         Returns
         -------
-        float
-            The spot price for colname of the given sid on the given day.
-            Raises a NoDataOnDate exception if there is no data available
-            for the given day and sid.
+        int
+            Index into the data tape for the given sid and day.
+            Raises a NoDataOnDate exception if the given day and sid is before
+            or after the date range of the equity.
         """
         day_loc = self._calendar.get_loc(day)
         offset = day_loc - self._calendar_offsets[sid]
@@ -498,7 +496,32 @@ class BcolzDailyBarReader(object):
             raise NoDataOnDate(
                 "No data on or after day={0} for sid={1}".format(
                     day, sid))
+        return ix
+
+    def spot_price(self, sid, day, colname):
+        """
+        Parameters
+        ----------
+        sid : int
+            The asset identifier.
+        day : datetime64-like
+            Midnight of the day for which data is requested.
+        colname : string
+            The price field. e.g. ('open', 'high', 'low', 'close', 'volume')
+
+        Returns
+        -------
+        float
+            The spot price for colname of the given sid on the given day.
+            Raises a NoDataOnDate exception if the given day and sid is before
+            or after the date range of the equity.
+            Returns -1 if the day is within the date range, but the price is
+            0.
+        """
+        ix = self.sid_day_index(sid, day)
         price = self._spot_col(colname)[ix]
+        if price == 0:
+            return -1
         if colname != 'volume':
             return price * 0.001
         else: