diff --git a/pyfolio/utils.py b/pyfolio/utils.py
index dca5f6b7..8a1ded78 100644
--- a/pyfolio/utils.py
+++ b/pyfolio/utils.py
@@ -26,7 +26,9 @@
 
 import pandas as pd
 import numpy as np
-import pandas.io.data as web
+# import pandas.io.data as web
+from pandas_datareader import data as web
+
 from pandas.tseries.offsets import BDay
 
 import zipfile