Repaired Morningstar volume for indicies (#488)

Repaired Morningstar volume for indicies

Author: addisonlynch

docs/source/whatsnew/v0.7.0.txt

@@ -28,3 +28,4 @@ Bug Fixes
 
 - Added support for passing the API KEY to QuandlReader either directly or by
   setting the environmental variable QUANDL_API_KEY (:issue:`485`).
+- Handle Morningstar index volume data properly (:issue:`486`).

pandas_datareader/mstar/daily.py

@@ -4,6 +4,7 @@
 
 import requests
 from pandas import DataFrame
+import numpy as np
 
 from pandas_datareader._utils import SymbolWarning
 from pandas_datareader.base import _BaseReader
@@ -161,7 +162,10 @@ def _restruct_json(self, symbol, jsondata):
 
         pricedata = jsondata["PriceDataList"][0]["Datapoints"]
         dateidx = jsondata["PriceDataList"][0]["DateIndexs"]
-        volumes = jsondata["VolumeList"]["Datapoints"]
+        if jsondata["VolumeList"]:
+            volumes = jsondata["VolumeList"]["Datapoints"]
+        else:
+            volumes = None
 
         dates = self._convert_index2date(indexvals=dateidx)
         barss = []
@@ -192,7 +196,10 @@ def _restruct_json(self, symbol, jsondata):
                     else:
                         pass
             if self.incl_vol is True:
-                bardict.update({"Volume": int(volumes[p] * 1000000)})
+                if volumes is None:
+                    bardict.update({"Volume": np.nan})
+                else:
+                    bardict.update({"Volume": int(volumes[p] * 1000000)})
             else:
                 pass