>>> import lzma
>>> f = lzma.open('22h_ticks_bad.bi5')
>>> len(f.read())
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/serhiy/py/cpython/Lib/lzma.py", line 310, in read
    return self._read_all()
  File "/home/serhiy/py/cpython/Lib/lzma.py", line 251, in _read_all
    while self._fill_buffer():
  File "/home/serhiy/py/cpython/Lib/lzma.py", line 225, in _fill_buffer
    raise EOFError("Compressed file ended before the "
EOFError: Compressed file ended before the end-of-stream marker was reached


This is similar to issue1159051. We need a way to say "read as much as possible without error and raise EOFError only on next read".