diff --git a/setup.py b/setup.py
index 5bb7ca93..8eaf1780 100644
--- a/setup.py
+++ b/setup.py
@@ -42,6 +42,7 @@ setup(name='zipline',
           'Logbook',
           'blist',
           'pytz',
+          'requests',
           'numpy',
           'pandas'
       ],