handle stricter date parsing in pandas 2

Author: bug-or-feature

Diff for: trading_ig/rest.py

@@ -1694,9 +1694,11 @@ def mid_prices(self, prices, version):
         if version == "3":
             df = df.set_index("snapshotTimeUTC")
             df = df.drop(columns=["snapshotTime"])
+            date_format = "%Y-%m-%dT%H:%M:%S"
         else:
             df = df.set_index("snapshotTime")
-        df.index = pd.to_datetime(df.index, format=DATE_FORMATS[int(version)])
+            date_format = DATE_FORMATS[int(version)]
+        df.index = pd.to_datetime(df.index, format=date_format)
         df.index.name = "DateTime"
 
         df["Open"] = df[["openPrice.bid", "openPrice.ask"]].mean(axis=1)