diff --git a/pandas_datareader/yahoo/daily.py b/pandas_datareader/yahoo/daily.py
index 0e8a8a7e..55c8a2c5 100644
--- a/pandas_datareader/yahoo/daily.py
+++ b/pandas_datareader/yahoo/daily.py
@@ -157,6 +157,10 @@ def _read_one_data(self, url, params):
 
         # price data
         prices = DataFrame(data["prices"])
+        if "Date" not in prices.columns:
+            return DataFrame(
+                columns=["Date", "High", "Low", "Open", "Close", "Volume", "Adjclose"]
+            )
         prices.columns = [col.capitalize() for col in prices.columns]
         prices["Date"] = to_datetime(to_datetime(prices["Date"], unit="s").dt.date)