From 924f81c41063b0d62626954e497dd7f7fc272572 Mon Sep 17 00:00:00 2001
From: Andrew Daniels <adaniels@quantopian.com>
Date: Fri, 28 Sep 2018 14:17:24 -0400
Subject: [PATCH] MAINT: Include missing sids when raising NoDataForSid

---
 zipline/data/hdf5_daily_bars.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/zipline/data/hdf5_daily_bars.py b/zipline/data/hdf5_daily_bars.py
index f084324d..d640ee93 100644
--- a/zipline/data/hdf5_daily_bars.py
+++ b/zipline/data/hdf5_daily_bars.py
@@ -493,8 +493,14 @@ class HDF5DailyBarReader(SessionBarReader):
             If one or more of the provided asset identifiers are not
             contained in the daily bars.
         """
-        if not np.in1d(assets, self.sids).all():
-            raise NoDataForSid()
+        missing_sids = np.setdiff1d(assets, self.sids)
+
+        if len(missing_sids):
+            raise NoDataForSid(
+                'Assets not contained in daily pricing file: {}'.format(
+                    missing_sids
+                )
+            )
 
     def _validate_timestamp(self, ts):
         if ts.asm8 not in self.dates: