diff --git a/catalyst/_protocol.pyx b/catalyst/_protocol.pyx
index 32fc551e..d63e1a55 100644
--- a/catalyst/_protocol.pyx
+++ b/catalyst/_protocol.pyx
@@ -16,7 +16,6 @@ import warnings
 from contextlib import contextmanager
 from functools import wraps
 
-from pandas.tslib import normalize_date
 import pandas as pd
 import numpy as np
 
@@ -564,7 +563,7 @@ cdef class BarData:
             })
 
     cdef bool _is_stale_for_asset(self, asset, dt, adjusted_dt, data_portal):
-        session_label = normalize_date(dt) # FIXME
+        session_label = dt.normalize_date() # FIXME
 
         if not asset.is_alive_for_session(session_label):
             return False
diff --git a/catalyst/algorithm.py b/catalyst/algorithm.py
index 2a3cfbf6..31dec132 100644
--- a/catalyst/algorithm.py
+++ b/catalyst/algorithm.py
@@ -21,7 +21,6 @@ import logbook
 import pytz
 import pandas as pd
 from contextlib2 import ExitStack
-from pandas.tseries.tools import normalize_date
 import numpy as np
 
 from itertools import chain, repeat
@@ -1345,7 +1344,7 @@ class TradingAlgorithm(object):
         # Make sure the asset exists, and that there is a last price for it.
         # FIXME: we should use BarData's can_trade logic here, but I haven't
         # yet found a good way to do that.
-        normalized_date = normalize_date(self.datetime)
+        normalized_date = self.datetime.normalize()
 
         if normalized_date < asset.start_date:
             raise CannotOrderDelistedAsset(
@@ -1392,7 +1391,7 @@ class TradingAlgorithm(object):
             )
 
         if asset.auto_close_date:
-            day = normalize_date(self.get_datetime())
+            day = self.get_datetime().normalize()
 
             if day > min(asset.end_date, asset.auto_close_date):
                 # If we are after the asset's end date or auto close date, warn
@@ -2475,7 +2474,7 @@ class TradingAlgorithm(object):
         """
         Internal implementation of `pipeline_output`.
         """
-        today = normalize_date(self.get_datetime())
+        today = self.get_datetime().normalize()
         data = NO_DATA = object()
         try:
             data = self._pipeline_cache.unwrap(today)
diff --git a/catalyst/data/data_portal.py b/catalyst/data/data_portal.py
index 34c720d0..5404ea84 100644
--- a/catalyst/data/data_portal.py
+++ b/catalyst/data/data_portal.py
@@ -20,7 +20,6 @@ import numpy as np
 from numpy import float64, int64, nan
 import pandas as pd
 from pandas import isnull
-from pandas.tslib import normalize_date
 from six import iteritems
 from six.moves import reduce
 
@@ -439,7 +438,7 @@ class DataPortal(object):
                     (isinstance(asset, (Asset, ContinuousFuture))))
 
     def _get_fetcher_value(self, asset, field, dt):
-        day = normalize_date(dt)
+        day = dt.normalize()
 
         try:
             return \
@@ -1130,7 +1129,7 @@ class DataPortal(object):
         if self._asset_start_dates[sid] > dt:
             raise NoTradeDataAvailableTooEarly(
                 sid=sid,
-                dt=normalize_date(dt),
+                dt=dt.normalize(),
                 start_dt=start_date
             )
 
@@ -1138,7 +1137,7 @@ class DataPortal(object):
         if self._asset_end_dates[sid] < dt:
             raise NoTradeDataAvailableTooLate(
                 sid=sid,
-                dt=normalize_date(dt),
+                dt=dt.normalize(),
                 end_dt=end_date
             )
 
@@ -1262,7 +1261,7 @@ class DataPortal(object):
         if self._extra_source_df is None:
             return []
 
-        day = normalize_date(dt)
+        day = dt.normalize()
 
         if day in self._extra_source_df.index:
             assets = self._extra_source_df.loc[day]['sid']
diff --git a/catalyst/data/history_loader.py b/catalyst/data/history_loader.py
index e33f5f6e..9f68c3a2 100644
--- a/catalyst/data/history_loader.py
+++ b/catalyst/data/history_loader.py
@@ -21,7 +21,6 @@ from abc import (
 from numpy import concatenate
 from lru import LRU
 from pandas import isnull
-from pandas.tslib import normalize_date
 from toolz import sliding_window
 
 from six import with_metaclass
@@ -93,8 +92,8 @@ class HistoryCompatibleUSEquityAdjustmentReader(object):
             The adjustments as a dict of loc -> Float64Multiply
         """
         sid = int(asset)
-        start = normalize_date(dts[0])
-        end = normalize_date(dts[-1])
+        start = dts[0].normalize()
+        end = dts[-1].normalize()
         adjs = {}
         if field != 'volume':
             mergers = self._adjustments_reader.get_adjustments_for_sid(
diff --git a/catalyst/data/us_equity_pricing.py b/catalyst/data/us_equity_pricing.py
index 8bb8427b..bf4634c0 100644
--- a/catalyst/data/us_equity_pricing.py
+++ b/catalyst/data/us_equity_pricing.py
@@ -49,7 +49,6 @@ from pandas import (
     to_datetime,
     Timestamp,
 )
-from pandas.tslib import iNaT
 from six import (
     iteritems,
     string_types,
@@ -422,7 +421,7 @@ class BcolzDailyBarWriter(object):
         )
 
         full_table.attrs['first_trading_day'] = (
-            earliest_date if earliest_date is not None else iNaT
+            earliest_date if earliest_date is not None else NaT
         )
 
         full_table.attrs['first_row'] = first_row
diff --git a/catalyst/finance/performance/tracker.py b/catalyst/finance/performance/tracker.py
index 02773ce6..b8b788a1 100644
--- a/catalyst/finance/performance/tracker.py
+++ b/catalyst/finance/performance/tracker.py
@@ -62,7 +62,6 @@ from __future__ import division
 import logbook
 
 import pandas as pd
-from pandas.tseries.tools import normalize_date
 
 from catalyst.finance.performance.period import PerformancePeriod
 from catalyst.errors import NoFurtherDataError
@@ -344,7 +343,7 @@ class PerformanceTracker(object):
         """
         self.position_tracker.sync_last_sale_prices(dt, False, data_portal)
         self.update_performance()
-        todays_date = normalize_date(dt)
+        todays_date = dt.normalize()
         account = self.get_account(False)
 
         bench_returns = self.all_benchmark_returns.loc[todays_date:dt]
diff --git a/catalyst/finance/risk/cumulative.py b/catalyst/finance/risk/cumulative.py
index b04b67a3..ce9cf1f0 100644
--- a/catalyst/finance/risk/cumulative.py
+++ b/catalyst/finance/risk/cumulative.py
@@ -18,7 +18,6 @@ import logbook
 import numpy as np
 
 import pandas as pd
-from pandas.tseries.tools import normalize_date
 
 from six import iteritems
 
@@ -80,7 +79,7 @@ class RiskMetricsCumulative(object):
         # on the first day.
         self.day_before_start = self.start_session - self.sessions.freq
 
-        last_day = normalize_date(sim_params.end_session)
+        last_day = sim_params.end_session.normalize()
         if last_day not in self.sessions:
             last_day = pd.tseries.index.DatetimeIndex(
                 [last_day]
diff --git a/catalyst/finance/trading.py b/catalyst/finance/trading.py
index bab89aac..642beaa8 100644
--- a/catalyst/finance/trading.py
+++ b/catalyst/finance/trading.py
@@ -16,7 +16,6 @@ from functools import partial
 
 import logbook
 import pandas as pd
-from pandas.tslib import normalize_date
 from six import string_types
 from sqlalchemy import create_engine
 
@@ -164,8 +163,8 @@ class SimulationParameters(object):
         # chop off any minutes or hours on the given start and end dates,
         # as we only support session labels here (and we represent session
         # labels as midnight UTC).
-        self._start_session = normalize_date(start_session)
-        self._end_session = normalize_date(end_session)
+        self._start_session = start_session.normalize()
+        self._end_session = end_session.normalize()
         self._capital_base = capital_base
 
         self._emission_rate = emission_rate
diff --git a/catalyst/gens/tradesimulation.py b/catalyst/gens/tradesimulation.py
index 15eb4bfb..9301ca8c 100644
--- a/catalyst/gens/tradesimulation.py
+++ b/catalyst/gens/tradesimulation.py
@@ -14,7 +14,6 @@
 # limitations under the License.
 from contextlib2 import ExitStack
 from logbook import Logger, Processor
-from pandas.tslib import normalize_date
 from catalyst.protocol import BarData
 from catalyst.utils.api_support import ZiplineAPI
 from six import viewkeys
@@ -229,7 +228,7 @@ class AlgorithmSimulator(object):
                 elif action == SESSION_END:
                     # End of the session.
                     if emission_rate == 'daily':
-                        handle_benchmark(normalize_date(dt))
+                        handle_benchmark(dt).normalize()
                     execute_order_cancellation_policy()
 
                     yield self._get_daily_message(dt, algo, algo.perf_tracker)
diff --git a/catalyst/utils/factory.py b/catalyst/utils/factory.py
index ae86c99e..9b467cc8 100644
--- a/catalyst/utils/factory.py
+++ b/catalyst/utils/factory.py
@@ -117,9 +117,9 @@ def create_dividend(sid, payment, declared_date, ex_date, pay_date):
         'net_amount': payment,
         'payment_sid': None,
         'ratio': None,
-        'declared_date': pd.tslib.normalize_date(declared_date),
-        'ex_date': pd.tslib.normalize_date(ex_date),
-        'pay_date': pd.tslib.normalize_date(pay_date),
+        'declared_date': pd.tslib.declared_date.normalize(),
+        'ex_date': pd.tslib.ex_date.normalize(),
+        'pay_date': pd.tslib.pay_date.normalize(),
         'type': DATASOURCE_TYPE.DIVIDEND,
         'source_id': 'MockDividendSource'
     })
@@ -134,9 +134,9 @@ def create_stock_dividend(sid, payment_sid, ratio, declared_date,
         'ratio': ratio,
         'net_amount': None,
         'gross_amount': None,
-        'dt': pd.tslib.normalize_date(declared_date),
-        'ex_date': pd.tslib.normalize_date(ex_date),
-        'pay_date': pd.tslib.normalize_date(pay_date),
+        'dt': pd.tslib.declared_date.normalize(),
+        'ex_date': pd.tslib.ex_date.normalize(),
+        'pay_date': pd.tslib.pay_date.normalize(),
         'type': DATASOURCE_TYPE.DIVIDEND,
         'source_id': 'MockDividendSource'
     })
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index fcf25f15..38d76daa 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -263,8 +263,8 @@ def _run(handle_data,
         # We still need to support bundles for other misc data, but we
         # can handle this later.
 
-        if start != pd.tslib.normalize_date(start) or \
-                        end != pd.tslib.normalize_date(end):
+        if start != pd.tslib.start.normalize() or \
+                        end != pd.tslib.end.normalize():
             # todo: add to Sim_Params the option to start & end at specific times 
             log.warn(
                 "Catalyst currently starts and ends on the start and "
diff --git a/tests/finance/test_slippage.py b/tests/finance/test_slippage.py
index 1101928a..4900265d 100644
--- a/tests/finance/test_slippage.py
+++ b/tests/finance/test_slippage.py
@@ -21,7 +21,6 @@ import datetime
 from math import sqrt
 
 from nose_parameterized import parameterized
-from pandas.tslib import normalize_date
 import numpy as np
 import pandas as pd
 import pytz
@@ -1108,8 +1107,8 @@ class OrdersStopTestCase(WithSimParams,
             )),
         )
         days = pd.date_range(
-            start=normalize_date(self.minutes[0]),
-            end=normalize_date(self.minutes[-1])
+            start=self.minutes[0].normalize(),
+            end=self.minutes[-1].normalize()
         )
         with tmp_bcolz_equity_minute_bar_reader(
                 self.trading_calendar, days, assets) as reader:
diff --git a/tests/pipeline/test_pipeline_algo.py b/tests/pipeline/test_pipeline_algo.py
index eca132ba..4153002d 100644
--- a/tests/pipeline/test_pipeline_algo.py
+++ b/tests/pipeline/test_pipeline_algo.py
@@ -27,7 +27,6 @@ from pandas import (
     Series,
     Timestamp,
 )
-from pandas.tseries.tools import normalize_date
 from six import iteritems, itervalues
 
 from catalyst.algorithm import TradingAlgorithm
@@ -530,7 +529,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
             attach_pipeline(pipeline, 'test')
 
         def handle_data(context, data):
-            today = normalize_date(get_datetime())
+            today = get_datetime().normalize()
             results = pipeline_output('test')
             expect_over_300 = {
                 AAPL: today < self.AAPL_split_date,
diff --git a/tests/test_fetcher.py b/tests/test_fetcher.py
index 419d1322..69a3a5b3 100644
--- a/tests/test_fetcher.py
+++ b/tests/test_fetcher.py
@@ -395,7 +395,6 @@ def handle_data(context, data):
 
             algocode = """
 from pandas import Timestamp
-from pandas.tseries.tools import normalize_date
 from catalyst.api import fetch_csv, record, sid, get_datetime
 
 def initialize(context):
@@ -411,7 +410,7 @@ def initialize(context):
     context.bar_count = 0
 
 def handle_data(context, data):
-    expected = context.expected_sids[normalize_date(get_datetime())]
+    expected = context.expected_sids[get_datetime().normalize()]
     actual = data.fetcher_assets
     for stk in expected:
         if stk not in actual: