Gh9010 yahoo options parsing bug

doc/source/whatsnew/v0.15.2.txt

@@ -221,3 +221,5 @@ Bug Fixes
 
 
 - Fixed ValueError raised by cummin/cummax when datetime64 Series contains NaT. (:issue:`8965`)
+
+- Bug in ``Options`` where parsing the underlying price returns a ValueError when the price has a thousands separator in the HTML text. (:issue:`9010`)

pandas/io/data.py

@@ -698,8 +698,19 @@ def _option_frames_from_url(self, url):
 
     def _get_underlying_price(self, url):
         root = self._parse_url(url)
-        underlying_price = float(root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
-            .getchildren()[0].text)
+
+	underlying_price = root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
+            	.getchildren()[0].text
+	try:
+            underlying_price = float(underlying_price)
+	except ValueError:
+	    # see if there is a comma thousands separator in here that needs to be filtered out
+            # filtering via join works in both Python 2.7 and Python 3
+            underlying_price = ''.join(c for c in underlying_price if c != ',')
+	    try:
+               underlying_price = float(underlying_price)
+	    except ValueError:
+               underlying_price = np.nan
 
         #Gets the time of the quote, note this is actually the time of the underlying price.
         try:
@@ -1192,6 +1203,7 @@ def _process_data(self, frame, type):
             frame["Quote_Time"] = np.nan
         frame.rename(columns={'Open Int': 'Open_Int'}, inplace=True)
         frame['Type'] = type
+
         frame.set_index(['Strike', 'Expiry', 'Type', 'Symbol'], inplace=True)
 
         return frame

pandas/io/tests/test_data.py

@@ -320,6 +320,17 @@ def test_get_expiry_dates(self):
             raise nose.SkipTest(e)
         self.assertTrue(len(dates) > 1)
 
+    @network
+    def test_get_underlying_price(self):
+        try:
+             options_object = web.Options('^spxpm', 'yahoo')
+             expiry_dates, urls = options_object._get_expiry_dates_and_links()
+             url = options_object._FINANCE_BASE_URL +  urls.values()[0]
+             quote_price, quote_time = options_object._get_underlying_price( url )
+        except RemoteDataError as e:
+            raise nose.SkipTest(e)
+        self.assertIsInstance( quote_price, float )
+
     @network
     def test_get_all_data(self):
         try: