Tested ingestion of minute data with a single market

catalyst/exchange/exchange_errors.py

@@ -1,16 +1,18 @@
 import sys, traceback
 from catalyst.errors import ZiplineError
 
+
 def silent_except_hook(exctype, excvalue, exctraceback):
-    if exctype in [ PricingDataBeforeTradingError, PricingDataNotLoadedError, 
-                    SymbolNotFoundOnExchange, ]:
+    if exctype in [PricingDataBeforeTradingError, PricingDataNotLoadedError,
+                   SymbolNotFoundOnExchange, ]:
         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)
+              "{0.__name__}:  {3}".format(exctype, fn, ln, excvalue)
     else:
         sys.__excepthook__(exctype, excvalue, exctraceback)
 
+
 sys.excepthook = silent_except_hook
 
 
@@ -168,6 +170,11 @@ class BundleNotFoundError(ZiplineError):
            'See catalyst documentation for details.').strip()
 
 
+class EmptyValuesInBundleError(ZiplineError):
+    msg = ('Found empty values in bundle {path} between '
+           '{start} and {end}.').strip()
+
+
 class PricingDataBeforeTradingError(ZiplineError):
     msg = ('Pricing data for trading pairs {symbols} on exchange {exchange} '
            'starts on {first_trading_day}, but you are either trying to trade or '