0.15.2 causing problems with pandas.io.data.Options #22
Description
I finally traced a problem I was having with options downloads to changes made between version 0.15.1 and version 0.15.2. Probably easiest is just to link the question I posed on Stack Overflow, because it shows the behavior: http://stackoverflow.com/questions/29182526/trouble-with-http-request-from-google-compute-engine
Weirdly, in 0.15.2, I was consistently able to get the options data for large cap companies ('aapl', 'ge' were my typical test cases) but not for small cap companies such as 'spwr' or 'ddd'. Not sure what was changed, but it looks to me like it might have to do with the list of expiration dates or with the handling of empty tables given an expiration date. Right now, in any case, if you hit the link shown in my stack trace (http://finance.yahoo.com/q/op?s=SPWR&date=1430438400), there's an empty table for puts and only 1 call. That would be something that's more common for smaller companies, too. The other possibility is that the initial Options object isn't getting good links in the newer version.
That's about all I know about it, but reverting to 0.15.1 seems to have solved the problems I was having.