diff --git a/libcryptomarket/historical.py b/libcryptomarket/historical.py
index df25247..410f79d 100644
--- a/libcryptomarket/historical.py
+++ b/libcryptomarket/historical.py
@@ -87,7 +87,7 @@ def get_historical_prices(source='cryptocompare', symbol=None, exchange=None,
 
         data = pd.DataFrame([CryptocompareHisto(**e).__dict__ for e in data])
         # Filter only valid time range
-        if from_time is not None and to_time is not None:
+        if len(data) and from_time is not None and to_time is not None:
             data = data[(data['r_time'] >= from_time) &
                         (data['r_time'] <= to_time)]