From 7f602d7fcc1015ab6d366884b1d2c931493a06df Mon Sep 17 00:00:00 2001
From: Victor <lacabra@users.noreply.github.com>
Date: Thu, 21 Sep 2017 11:27:35 -0600
Subject: [PATCH 1/2] Update requirements.txt

---
 etc/requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etc/requirements.txt b/etc/requirements.txt
index d3cfabd6..aaa129ca 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -1,7 +1,7 @@
 # Incompatible with earlier PIP versions
 pip>=7.1.0
 # bcolz fails to install if this is not in the build_requires.
-setuptools>18.0
+setuptools>36.0
 
 # Logging
 Logbook==0.12.5

From 8b141a0c28217ba66217d6190a2b55102e6f5c26 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Tue, 3 Oct 2017 09:11:59 -0600
Subject: [PATCH 2/2] Fix floats for volume in data.history

---
 catalyst/data/_equities.pyx          |  4 +---
 catalyst/data/dispatch_bar_reader.py |  5 ++++-
 catalyst/data/minute_bars.py         |  2 +-
 catalyst/data/us_equity_pricing.py   | 16 ++++++----------
 4 files changed, 12 insertions(+), 15 deletions(-)

diff --git a/catalyst/data/_equities.pyx b/catalyst/data/_equities.pyx
index 563fa56a..c0652b02 100644
--- a/catalyst/data/_equities.pyx
+++ b/catalyst/data/_equities.pyx
@@ -215,13 +215,11 @@ cpdef _read_bcolz_data(ctable_t table,
                 else:
                     continue
 
-        if column_name in ['open', 'high', 'low', 'close']:
+        if column_name in ['open', 'high', 'low', 'close', 'volume']:
             where_nan = (outbuf == 0)
             outbuf_as_float = outbuf.astype(float64) * .000000001
             outbuf_as_float[where_nan] = NAN
             results.append(outbuf_as_float)
-        elif column_name != 'volume':
-            results.append(outbuf.astype(uint32))
         else:
             results.append(outbuf)
     return results
diff --git a/catalyst/data/dispatch_bar_reader.py b/catalyst/data/dispatch_bar_reader.py
index e545eef0..d96252c9 100644
--- a/catalyst/data/dispatch_bar_reader.py
+++ b/catalyst/data/dispatch_bar_reader.py
@@ -18,6 +18,7 @@ from numpy import (
     full,
     nan,
     int64,
+    float64,
     zeros
 )
 from six import iteritems, with_metaclass
@@ -70,7 +71,9 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)):
         return self._dt_window_size(start_dt, end_dt), num_sids
 
     def _make_raw_array_out(self, field, shape):
-        if field != 'volume' and field != 'sid':
+        if field == 'volume':
+            out = zeros(shape, dtype=float64)
+        elif field != 'sid':
             out = full(shape, nan)
         else:
             out = zeros(shape, dtype=int64)
diff --git a/catalyst/data/minute_bars.py b/catalyst/data/minute_bars.py
index bcbb64ae..a08c4ead 100644
--- a/catalyst/data/minute_bars.py
+++ b/catalyst/data/minute_bars.py
@@ -1248,7 +1248,7 @@ class BcolzMinuteBarReader(MinuteBarReader):
             if field != 'volume':
                 out = np.full(shape, np.nan)
             else:
-                out = np.zeros(shape, dtype=np.uint64)
+                out = np.zeros(shape, dtype=np.float64)
 
             for i, sid in enumerate(sids):
                 carray = self._open_minute_file(field, sid)
diff --git a/catalyst/data/us_equity_pricing.py b/catalyst/data/us_equity_pricing.py
index 901a0e60..157d2f7b 100644
--- a/catalyst/data/us_equity_pricing.py
+++ b/catalyst/data/us_equity_pricing.py
@@ -441,7 +441,7 @@ class BcolzDailyBarWriter(object):
         dates = raw_data.index.values.astype('datetime64[s]')
         check_uint32_safe(dates.max().view(np.int64), 'day')
         processed['day'] = dates.astype('uint32')
-        processed['volume'] = raw_data.volume.astype('uint64')
+        processed['volume'] = (raw_data.volume * PRICE_ADJUSTMENT_FACTOR).astype('uint64')
         return ctable.fromdataframe(processed)
 
 
@@ -494,9 +494,8 @@ class BcolzDailyBarReader(SessionBarReader):
 
     The data in these columns is interpreted as follows:
 
-    - Price columns ('open', 'high', 'low', 'close') are interpreted as 1000 *
-      as-traded dollar value.
-    - Volume is interpreted as as-traded volume.
+    - Price columns ('open', 'high', 'low', 'close') and Volume are interpreted 
+      as 10^9 * as-traded dollar value.
     - Day is interpreted as seconds since midnight UTC, Jan 1, 1970.
     - Id is the asset id of the row.
 
@@ -762,13 +761,10 @@ class BcolzDailyBarReader(SessionBarReader):
         """
         ix = self.sid_day_index(sid, dt)
         price = self._spot_col(field)[ix]
-        if field != 'volume':
-            if price == 0:
-                return nan
-            else:
-                return price / PRICE_ADJUSTMENT_FACTOR
+        if field != 'volume' and price == 0:
+            return nan
         else:
-            return price
+            return price / PRICE_ADJUSTMENT_FACTOR
 
 
 class PanelBarReader(SessionBarReader):