diff --git a/zipline/pipeline/loaders/blaze/core.py b/zipline/pipeline/loaders/blaze/core.py
index 74dfedc8..091599c2 100644
--- a/zipline/pipeline/loaders/blaze/core.py
+++ b/zipline/pipeline/loaders/blaze/core.py
@@ -129,7 +129,6 @@ from collections import namedtuple, defaultdict
 from copy import copy
 from functools import partial, reduce
 from itertools import count
-import logbook
 import warnings
 from weakref import WeakKeyDictionary
 
@@ -195,7 +194,6 @@ traversable_nodes = (
 )
 is_invalid_deltas_node = complement(flip(isinstance, valid_deltas_node_types))
 get__name__ = op.attrgetter('__name__')
-log = logbook.Logger('BlazeLoader')
 
 
 class ExprData(namedtuple('ExprData', 'expr deltas odo_kwargs')):
@@ -954,14 +952,10 @@ class BlazeLoader(dict):
                 columns=added_query_fields + list(map(getname, columns)),
             )
         )
+
+        # It's not guaranteed that assets returned by the engine will contain
+        # all sids from the deltas table; filter out such mismatches here.
         if not materialized_deltas.empty and have_sids:
-            missing_sids = materialized_deltas[
-                ~materialized_deltas.sid.isin(assets)
-            ]
-            log.debug(
-                "Didn't find the following sids in asset index: {}".format(
-                    set(missing_sids.sid))
-            )
             materialized_deltas = materialized_deltas[
                 materialized_deltas.sid.isin(assets)
             ]