diff --git a/oxrlib/loaders.py b/oxrlib/loaders.py
index 95020c97e96216299555d48e08b95868d9f9fe8a..3e4d22b10d7f3b34c24399c30ba86356632d3c23 100644
--- a/oxrlib/loaders.py
+++ b/oxrlib/loaders.py
@@ -1,3 +1,19 @@
+class LoaderError(Exception):
+    pass
+
+
+class LoaderNoDataError(LoaderError):
+    pass
+
+
+class LoaderBadRequestError(LoaderError):
+    pass
+
+
+class LoaderSourceError(LoaderError):
+    pass
+
+
 class FileCache:
     def __init__(self, dir_path, filename_pattern):
         self.dir_path = dir_path
@@ -5,5 +21,7 @@ class FileCache:
 
     def historical(self, date, base):
         path = self.dir_path / self.pattern.format(date=date.isoformat(), base=base)
-        return path.open()
-
+        try:
+            return path.open()
+        except FileNotFoundError as error:
+            raise LoaderNoDataError(path) from error
diff --git a/tests/test_loaders.py b/tests/test_loaders.py
index 841b56a4a48c4199f4fac1121ef4fbae53b086c8..76f20965be31b794df7e41e2ef27304c193a40f7 100644
--- a/tests/test_loaders.py
+++ b/tests/test_loaders.py
@@ -29,7 +29,7 @@ def test_cache_success(dummycache, date, base):
 def test_cache_not_found(dummycache, date, base):
     try:
         cache_file = dummycache.historical(date, base)
-    except FileNotFoundError:
+    except oxrlib.loaders.LoaderNoDataError:
         pass
     else:
         cache_file.close()