FIX strike prices > 1k

Author: femtotrader

pandas_datareader/tests/test_data.py

@@ -17,6 +17,7 @@
     assert_produces_warning = None
 
 import pandas.util.testing as tm
+
 from numpy.testing import assert_array_equal
 
 import pandas_datareader.data as web
@@ -483,6 +484,7 @@ def test_month_year(self):
             raise nose.SkipTest(e)
 
         self.assertTrue(len(data) > 1)
+        self.assertEqual(data.index.levels[0].dtype, 'float64')  # GH168
 
     def test_empty_table(self):
         # GH22

pandas_datareader/yahoo/options.py

@@ -31,7 +31,7 @@ def _parse_options_data(table):
     rows = table.findall('tbody/tr')
     data = [_unpack(r) for r in rows]
     if len(data) > 0:
-        return TextParser(data, names=header).get_chunk()
+        return TextParser(data, names=header, thousands=',').get_chunk()
     else:  # Empty table
         return DataFrame(columns=header)