Yep, I would just add  an additional column and let the user deal with it.
I don't think you want to scrape memos...

There might be the basket definitions in some api somewhere, I just don't
know if it.
On Nov 27, 2013 5:09 PM, "dstephens99" <notifications@github.com> wrote:

> In pandas/io/data.py:
>
> > +            links = root.xpath('.//*[@id="yfncsumtab"]')[0].xpath('.//a')
> > +            dates = [element.attrib['href'].split('=')[-1]
> > +                     for element in links
> > +                     if '/q/op?s=' in element.attrib['href']
> > +                     and '&m=' in element.attrib['href']]
> > +            dates = [dt.date(int(date.split('-')[0]),
> > +                             int(date.split('-')[1]), 1)
> > +                     for date in dates]
> > +            current_month = dt.date(dates[0].year, dates[0].month-1, 1)
> > +            dates.insert(0, current_month)
> > +
> > +        return dates
> > +
> > +    @staticmethod
> > +    def _expiry_from_tick(tick, start):
> > +        if tick[start] == '7':  #checks if this is a mini
>
> My apologies - I meant VXX (VIX being the underlying of VXX)
> I guess all we can do is check for the tag and then add the tag to an
> additional column in the event that its not 7 or J. Unless we want to start
> scraping the occ info memo's.
>
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