diff --git a/zipline/protocol.py b/zipline/protocol.py
index cc3f0e59..4834fb64 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -164,23 +164,32 @@ class BarData(object):
 
     def __iter__(self):
         for sid, data in self._data.iteritems():
-            if len(data):
-                yield sid
-
-    def keys(self):
-        return self._data.keys()
+            # Allow contains override to filter out sids.
+            if sid in self:
+                if len(data):
+                    yield sid
 
     def iterkeys(self):
-        return self._data.iterkeys()
+        # Allow contains override to filter out sids.
+        return [sid for sid in self._data.iterkeys() if sid in self]
+
+    def keys(self):
+        # Allow contains override to filter out sids.
+        return list(self.iterkeys())
 
     def itervalues(self):
-        return self._data.itervalues()
+        return (value for sid, value in self.iteritems())
+
+    def values(self):
+        return list(self.itervalues())
 
     def iteritems(self):
-        return self._data.iteritems()
+        return ((sid, value) for sid, value
+                in self._data.iteritems()
+                if sid in self)
 
     def items(self):
-        return self._data.items()
+        return list(self.iteritems())
 
     def __len__(self):
-        return len(self._data.keys())
+        return len(self.keys())
diff --git a/zipline/transforms/batch_transform.py b/zipline/transforms/batch_transform.py
index 5f0698ea..41bfa203 100644
--- a/zipline/transforms/batch_transform.py
+++ b/zipline/transforms/batch_transform.py
@@ -230,7 +230,7 @@ class BatchTransform(object):
         Point of entry. Process an event frame.
         """
         # extract dates
-        dts = [event.datetime for event in data.itervalues()]
+        dts = [event.datetime for event in data._data.itervalues()]
         # we have to provide the event with a dt. This is only for
         # checking if the event is outside the window or not so a
         # couple of seconds shouldn't matter. We don't add it to
@@ -238,7 +238,7 @@ class BatchTransform(object):
         # sid keys.
         event = Event()
         event.dt = max(dts)
-        event.data = {k: v.__dict__ for k, v in data.iteritems()
+        event.data = {k: v.__dict__ for k, v in data._data.iteritems()
                       # Need to check if data has a 'length' to filter
                       # out sids without trade data available.
                       # TODO: expose more of 'no trade available'