diff --git a/zipline/data/dispatch_bar_reader.py b/zipline/data/dispatch_bar_reader.py index 4a6ecf77..a80e66b6 100644 --- a/zipline/data/dispatch_bar_reader.py +++ b/zipline/data/dispatch_bar_reader.py @@ -96,7 +96,7 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)): for i, asset in enumerate(assets): t = type(asset) - sid_groups[t].append(asset.sid) + sid_groups[t].append(asset) out_pos[t].append(i) batched_arrays = {