list_of_data cannot be empty

[tgibson11]

...even if the FuturesContractPrices dataframes are all empty.

Fails when trying to concatenate, and there are no DFs to concatenate.

[tgibson11]

I realize that the intent of the original change was to avoid a pandas FutureWarning. My initial intent here is just to stop it from failing.

Regarding the FutureWarning...

I think that should be handled where the concatenation happens. It seems reasonable to assume the dataframes being concatenated are expected to have the same columns. If so, it should be safe to do the following:

1. Filter out any empty dataframes
2. If the filtered list is now empty, return the first (empty) dataframe
3. Else, do the concat with the filtered list

[bug-or-feature]

I've reverted that change, will come back to it