diff --git a/tests/pipeline/test_engine.py b/tests/pipeline/test_engine.py
index 658c9f89..6ab43c39 100644
--- a/tests/pipeline/test_engine.py
+++ b/tests/pipeline/test_engine.py
@@ -425,7 +425,7 @@ class SyntheticBcolzTestCase(TestCase):
                 cls.all_assets,
             )
 
-            cls.ffc_loader = USEquityPricingLoader(
+            cls.pipeline_loader = USEquityPricingLoader(
                 BcolzDailyBarReader(table),
                 NullAdjustmentReader(),
             )
@@ -469,7 +469,7 @@ class SyntheticBcolzTestCase(TestCase):
 
     def test_SMA(self):
         engine = SimplePipelineEngine(
-            self.ffc_loader,
+            self.pipeline_loader,
             self.env.trading_days,
             self.finder,
         )
@@ -521,7 +521,7 @@ class SyntheticBcolzTestCase(TestCase):
         # or zero, but verifying we correctly handle those corner cases is
         # valuable.
         engine = SimplePipelineEngine(
-            self.ffc_loader,
+            self.pipeline_loader,
             self.env.trading_days,
             self.finder,
         )
diff --git a/tests/pipeline/test_pipeline_algo.py b/tests/pipeline/test_pipeline_algo.py
index 3bff4c97..9f148f1e 100644
--- a/tests/pipeline/test_pipeline_algo.py
+++ b/tests/pipeline/test_pipeline_algo.py
@@ -149,7 +149,7 @@ class ClosesOnly(TestCase):
         self.adj_closes = adj_closes = self.closes.copy()
         adj_closes.ix[:self.split_date, self.split_asset] *= self.split_ratio
 
-        self.ffc_loader = DataFrameLoader(
+        self.pipeline_loader = DataFrameLoader(
             column=USEquityPricing.close,
             baseline=self.closes,
             adjustments=self.adjustments,
@@ -180,7 +180,7 @@ class ClosesOnly(TestCase):
             initialize=initialize,
             handle_data=late_attach,
             data_frequency='daily',
-            ffc_loader=self.ffc_loader,
+            pipeline_loader=self.pipeline_loader,
             start=self.first_asset_start - trading_day,
             end=self.last_asset_end + trading_day,
             env=self.env,
@@ -197,7 +197,7 @@ class ClosesOnly(TestCase):
             before_trading_start=late_attach,
             handle_data=barf,
             data_frequency='daily',
-            ffc_loader=self.ffc_loader,
+            pipeline_loader=self.pipeline_loader,
             start=self.first_asset_start - trading_day,
             end=self.last_asset_end + trading_day,
             env=self.env,
@@ -226,7 +226,7 @@ class ClosesOnly(TestCase):
             handle_data=handle_data,
             before_trading_start=before_trading_start,
             data_frequency='daily',
-            ffc_loader=self.ffc_loader,
+            pipeline_loader=self.pipeline_loader,
             start=self.first_asset_start - trading_day,
             end=self.last_asset_end + trading_day,
             env=self.env,
@@ -254,7 +254,7 @@ class ClosesOnly(TestCase):
             handle_data=handle_data,
             before_trading_start=before_trading_start,
             data_frequency='daily',
-            ffc_loader=self.ffc_loader,
+            pipeline_loader=self.pipeline_loader,
             start=self.first_asset_start - trading_day,
             end=self.last_asset_end + trading_day,
             env=self.env,
@@ -294,7 +294,7 @@ class ClosesOnly(TestCase):
             handle_data=handle_data,
             before_trading_start=before_trading_start,
             data_frequency='daily',
-            ffc_loader=self.ffc_loader,
+            pipeline_loader=self.pipeline_loader,
             start=self.first_asset_start - trading_day,
             end=self.last_asset_end + trading_day,
             env=self.env,
@@ -325,7 +325,7 @@ class PipelineAlgorithmTestCase(TestCase):
         try:
             cls.raw_data, cls.bar_reader = cls.create_bar_reader(tempdir)
             cls.adj_reader = cls.create_adjustment_reader(tempdir)
-            cls.ffc_loader = USEquityPricingLoader(
+            cls.pipeline_loader = USEquityPricingLoader(
                 cls.bar_reader, cls.adj_reader
             )
         except:
@@ -524,7 +524,7 @@ class PipelineAlgorithmTestCase(TestCase):
             handle_data=handle_data,
             before_trading_start=before_trading_start,
             data_frequency='daily',
-            ffc_loader=self.ffc_loader,
+            pipeline_loader=self.pipeline_loader,
             start=self.dates[max(window_lengths)],
             end=self.dates[-1],
             env=self.env,
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 882742ed..c06a4c93 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -230,7 +230,7 @@ class TradingAlgorithm(object):
         self.asset_finder = self.trading_environment.asset_finder
 
         # Initialize Pipeline API data.
-        self.init_engine(kwargs.pop('ffc_loader', None))
+        self.init_engine(kwargs.pop('pipeline_loader', None))
         self._pipelines = []
         # Create an always-expired cache so that we compute the first time data
         # is requested.
@@ -323,7 +323,7 @@ class TradingAlgorithm(object):
 
     def init_engine(self, loader):
         """
-        Construct and save a PipelineEngine from loader.
+        Construct and store a PipelineEngine from loader.
 
         If loader is None, constructs a NoOpPipelineEngine.
         """