diff --git a/.travis.yml b/.travis.yml
index 442a14db..43cc9de2 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -1,6 +1,7 @@
 language: python
 python:
   - "2.7"
+  - "3.3"
 before_install:
   - wget -O ta-lib-0.4.0-src.tar.gz http://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz/download
   - tar xvzf ta-lib-0.4.0-src.tar.gz
diff --git a/tests/finance/test_slippage.py b/tests/finance/test_slippage.py
index 7f0871cc..403d8b46 100644
--- a/tests/finance/test_slippage.py
+++ b/tests/finance/test_slippage.py
@@ -329,7 +329,7 @@ class SlippageTestCase(TestCase):
         slippage_model = VolumeShareSlippage()
 
         try:
-            _, txn = slippage_model.simulate(event, [order]).next()
+            _, txn = next(slippage_model.simulate(event, [order]))
         except StopIteration:
             txn = None
 
diff --git a/tests/risk/answer_key.py b/tests/risk/answer_key.py
index a1eb8ecf..5a9615a1 100644
--- a/tests/risk/answer_key.py
+++ b/tests/risk/answer_key.py
@@ -22,6 +22,8 @@ import pytz
 import xlrd
 import requests
 
+from six.moves import map
+
 
 def col_letter_to_index(col_letter):
     # Only supports single letter,
@@ -51,12 +53,12 @@ LATEST_ANSWER_KEY_URL = ANSWER_KEY_DL_TEMPLATE.format(
 
 
 def answer_key_signature():
-    with open(ANSWER_KEY_PATH, 'r') as f:
+    with open(ANSWER_KEY_PATH, 'rb') as f:
         md5 = hashlib.md5()
-        while True:
+        buf = f.read(1024)
+        md5.update(buf)
+        while buf != b"":
             buf = f.read(1024)
-            if not buf:
-                break
             md5.update(buf)
     return md5.hexdigest()
 
@@ -288,7 +290,8 @@ class AnswerKey(object):
 
     def get_values(self, data_index):
         value_parser = self.value_type_to_value_func[data_index.value_type]
-        return map(value_parser, self.get_raw_values(data_index))
+        return [value for value in
+                map(value_parser, self.get_raw_values(data_index))]
 
 
 ANSWER_KEY = AnswerKey()
diff --git a/tests/risk/test_risk_cumulative.py b/tests/risk/test_risk_cumulative.py
index 97be2f7b..16fb3a9a 100644
--- a/tests/risk/test_risk_cumulative.py
+++ b/tests/risk/test_risk_cumulative.py
@@ -23,7 +23,7 @@ from zipline.utils import factory
 
 from zipline.finance.trading import SimulationParameters
 
-import answer_key
+from . import answer_key
 ANSWER_KEY = answer_key.ANSWER_KEY
 
 
diff --git a/tests/test_events_through_risk.py b/tests/test_events_through_risk.py
index 6026c4ad..5e141ca0 100644
--- a/tests/test_events_through_risk.py
+++ b/tests/test_events_through_risk.py
@@ -293,7 +293,7 @@ class TestEventsThroughRisk(unittest.TestCase):
 
             crm = algo.perf_tracker.cumulative_risk_metrics
 
-            first_msg = gen.next()
+            first_msg = next(gen)
 
             self.assertIsNotNone(first_msg,
                                  "There should be a message emitted.")
@@ -310,7 +310,7 @@ class TestEventsThroughRisk(unittest.TestCase):
                 crm.metrics.algorithm_volatility[algo.datetime.date()],
                 "On the first day algorithm volatility does not exist.")
 
-            second_msg = gen.next()
+            second_msg = next(gen)
 
             self.assertIsNotNone(second_msg, "There should be a message "
                                  "emitted.")
@@ -325,7 +325,7 @@ class TestEventsThroughRisk(unittest.TestCase):
                 crm.algorithm_returns[-1],
                 decimal=6)
 
-            third_msg = gen.next()
+            third_msg = next(gen)
 
             self.assertEqual(1, len(algo.portfolio.positions),
                              "Number of positions should stay the same.")
diff --git a/tests/test_examples.py b/tests/test_examples.py
index 1bbbd4ab..0ae919a6 100644
--- a/tests/test_examples.py
+++ b/tests/test_examples.py
@@ -21,15 +21,22 @@
 import matplotlib
 matplotlib.use('Agg')
 
-from os import path
 import os
+from os import path
+
+try:
+    from path import walk
+except ImportError:
+    # Assume Python 3
+    from os import walk
+
 import fnmatch
 import imp
 
 
 def test_examples():
     os.chdir(example_dir())
-    for fname in all_matching_files('.', '*.py'):
+    for fname in all_matching_files(example_dir(), '*.py'):
         yield check_example, fname
 
 
@@ -40,7 +47,8 @@ def all_matching_files(d, pattern):
         fls.extend(nfiles)
 
     files = []
-    path.walk(d, addfiles, files)
+    for dirpath, dirnames, filenames in walk(d):
+        addfiles(files, dirpath, filenames)
     return files
 
 
diff --git a/tests/test_exception_handling.py b/tests/test_exception_handling.py
index 6d24908f..0002fd8a 100644
--- a/tests/test_exception_handling.py
+++ b/tests/test_exception_handling.py
@@ -57,14 +57,9 @@ class ExceptionTestCase(TestCase):
             **self.zipline_test_config
         )
 
-        with self.assertRaises(ZeroDivisionError) as ctx:
+        with self.assertRaises(ZeroDivisionError):
             output, _ = drain_zipline(self, zipline)
 
-        self.assertEqual(
-            ctx.exception.message,
-            'integer division or modulo by zero'
-        )
-
     def test_tranform_exception(self):
         exc_tnfm = StatefulTransform(ExceptionTransform)
         self.zipline_test_config['transforms'] = [exc_tnfm]
@@ -76,7 +71,7 @@ class ExceptionTestCase(TestCase):
         with self.assertRaises(AssertionError) as ctx:
             output, _ = drain_zipline(self, zipline)
 
-        self.assertEqual(ctx.exception.message,
+        self.assertEqual(str(ctx.exception),
                          'An assertion message')
 
     def test_exception_in_handle_data(self):
@@ -96,7 +91,7 @@ class ExceptionTestCase(TestCase):
         with self.assertRaises(Exception) as ctx:
             output, _ = drain_zipline(self, zipline)
 
-        self.assertEqual(ctx.exception.message,
+        self.assertEqual(str(ctx.exception),
                          'Algo exception in handle_data')
 
     def test_zerodivision_exception_in_handle_data(self):
@@ -113,12 +108,9 @@ class ExceptionTestCase(TestCase):
             **self.zipline_test_config
         )
 
-        with self.assertRaises(ZeroDivisionError) as ctx:
+        with self.assertRaises(ZeroDivisionError):
             output, _ = drain_zipline(self, zipline)
 
-        self.assertEqual(ctx.exception.message,
-                         'integer division or modulo by zero')
-
     def test_set_portfolio(self):
         """
         Are we protected against overwriting an algo's portfolio?
@@ -136,8 +128,5 @@ class ExceptionTestCase(TestCase):
             **self.zipline_test_config
         )
 
-        with self.assertRaises(AttributeError) as ctx:
+        with self.assertRaises(AttributeError):
             output, _ = drain_zipline(self, zipline)
-
-        self.assertEqual(ctx.exception.message,
-                         "can't set attribute")
diff --git a/tests/test_finance.py b/tests/test_finance.py
index 689edd77..9a63815b 100644
--- a/tests/test_finance.py
+++ b/tests/test_finance.py
@@ -28,6 +28,8 @@ import numpy as np
 
 from nose.tools import timed
 
+from six.moves import range
+
 import zipline.protocol
 from zipline.protocol import Event, DATASOURCE_TYPE
 
@@ -314,7 +316,7 @@ class FinanceTestCase(TestCase):
             alternator = 1
 
         order_date = start_date
-        for i in xrange(order_count):
+        for i in range(order_count):
 
             blotter.set_date(order_date)
             blotter.order(sid, order_amount * alternator ** i, None, None)
@@ -334,7 +336,7 @@ class FinanceTestCase(TestCase):
         order_list = oo[sid]
         self.assertEqual(order_count, len(order_list))
 
-        for i in xrange(order_count):
+        for i in range(order_count):
             order = order_list[i]
             self.assertEqual(order.sid, sid)
             self.assertEqual(order.amount, order_amount * alternator ** i)
@@ -372,7 +374,7 @@ class FinanceTestCase(TestCase):
             self.assertEqual(len(transactions), len(order_list))
 
         total_volume = 0
-        for i in xrange(len(transactions)):
+        for i in range(len(transactions)):
             txn = transactions[i]
             total_volume += txn.amount
             if complete_fill:
diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 09388820..296dd1ff 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -24,6 +24,8 @@ import datetime
 import pytz
 import itertools
 
+from six.moves import range
+
 import zipline.utils.factory as factory
 import zipline.finance.performance as perf
 from zipline.finance.slippage import Transaction, create_transaction
@@ -47,7 +49,9 @@ tradingday = datetime.timedelta(hours=6, minutes=30)
 
 def create_txn(event, price, amount):
     mock_order = Order(None, None, event.sid, id=None)
-    return create_transaction(event, mock_order, price, amount)
+    txn = create_transaction(event, mock_order, price, amount)
+    txn.source_id = 'MockTransactionSource'
+    return txn
 
 
 def benchmark_events_in_range(sim_params):
@@ -67,12 +71,10 @@ def calculate_results(host, events):
 
     perf_tracker = perf.PerformanceTracker(host.sim_params)
 
-    all_events = heapq.merge(
-        ((event.dt, event) for event in events),
-        ((event.dt, event) for event in host.benchmark_events))
+    all_events = date_sorted_sources(events, host.benchmark_events)
 
-    filtered_events = [(date, filt_event) for (date, filt_event)
-                       in all_events if date <= events[-1].dt]
+    filtered_events = [(filt_event.dt, filt_event) for filt_event
+                       in all_events if filt_event.dt <= events[-1].dt]
     filtered_events.sort(key=lambda x: x[0])
     grouped_events = itertools.groupby(filtered_events, lambda x: x[0])
     results = []
@@ -431,7 +433,7 @@ class TestDividendPerformance(unittest.TestCase):
 
         pay_date = self.sim_params.first_open
         # find pay date that is much later.
-        for i in xrange(30):
+        for i in range(30):
             pay_date = factory.get_next_trading_dt(pay_date, oneday)
         dividend = factory.create_dividend(
             1,
@@ -1133,12 +1135,10 @@ class TestPerformanceTracker(unittest.TestCase):
         orders = [event for event in
                   events if event.type == DATASOURCE_TYPE.ORDER]
 
-        all_events = (msg[1] for msg in heapq.merge(
-            ((event.dt, event) for event in events),
-            ((event.dt, event) for event in benchmark_events)))
+        all_events = date_sorted_sources(events, benchmark_events)
 
         filtered_events = [filt_event for filt_event
-                           in all_events if event.dt <= end_dt]
+                           in all_events if filt_event.dt <= end_dt]
         filtered_events.sort(key=lambda x: x.dt)
         grouped_events = itertools.groupby(filtered_events, lambda x: x.dt)
         perf_messages = []
@@ -1170,6 +1170,7 @@ class TestPerformanceTracker(unittest.TestCase):
                     amount=-25,
                     dt=event.dt
                 )
+                order.source_id = 'MockOrderSource'
                 yield order
                 yield event
                 txn = Transaction(
@@ -1180,6 +1181,7 @@ class TestPerformanceTracker(unittest.TestCase):
                     commission=0.50,
                     order_id=order.id
                 )
+                txn.source_id = 'MockTransactionSource'
                 yield txn
             else:
                 yield event
diff --git a/tests/test_sources.py b/tests/test_sources.py
index e1096131..1ba2e937 100644
--- a/tests/test_sources.py
+++ b/tests/test_sources.py
@@ -16,6 +16,8 @@ import pandas as pd
 import pytz
 from itertools import cycle
 
+from six import integer_types
+
 from unittest import TestCase
 
 import zipline.utils.factory as factory
@@ -29,7 +31,7 @@ class TestDataFrameSource(TestCase):
         assert isinstance(source.end, pd.lib.Timestamp)
 
         for expected_dt, expected_price in df.iterrows():
-            sid0 = source.next()
+            sid0 = next(source)
 
             assert expected_dt == sid0.dt
             assert expected_price[0] == sid0.price
@@ -71,5 +73,5 @@ class TestDataFrameSource(TestCase):
         for event in source:
             for check_field in check_fields:
                 self.assertIn(check_field, event)
-            self.assertTrue(isinstance(event['volume'], (int, long)))
-            self.assertEqual(stocks_iter.next(), event['sid'])
+            self.assertTrue(isinstance(event['volume'], (integer_types)))
+            self.assertEqual(next(stocks_iter), event['sid'])
diff --git a/tests/test_transforms.py b/tests/test_transforms.py
index 43df06d8..2da00e19 100644
--- a/tests/test_transforms.py
+++ b/tests/test_transforms.py
@@ -20,6 +20,8 @@ import pandas as pd
 from datetime import timedelta, datetime
 from unittest import TestCase
 
+from six.moves import range
+
 from zipline.utils.test_utils import setup_logger
 
 from zipline.protocol import Event
@@ -64,7 +66,7 @@ class TestEventWindow(TestCase):
 
         self.monday = datetime(2012, 7, 9, 16, tzinfo=pytz.utc)
         self.eleven_normal_days = [self.monday + i * timedelta(days=1)
-                                   for i in xrange(11)]
+                                   for i in range(11)]
 
         # Modify the end of the period slightly to exercise the
         # incomplete day logic.
@@ -75,7 +77,7 @@ class TestEventWindow(TestCase):
         # Second set of dates to test holiday handling.
         self.jul4_monday = datetime(2012, 7, 2, 16, tzinfo=pytz.utc)
         self.week_of_jul4 = [self.jul4_monday + i * timedelta(days=1)
-                             for i in xrange(5)]
+                             for i in range(5)]
 
     def test_market_aware_window_normal_week(self):
         window = NoopEventWindow(
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 9cb42ae5..8d5baf77 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -20,7 +20,9 @@ import numpy as np
 
 from datetime import datetime
 
-from itertools import groupby, ifilter
+from itertools import groupby
+from six.moves import filter
+from six import iteritems
 from operator import attrgetter
 
 from zipline.errors import (
@@ -194,7 +196,7 @@ class TradingAlgorithm(object):
         date_sorted = date_sorted_sources(*self.sources)
 
         if source_filter:
-            date_sorted = ifilter(source_filter, date_sorted)
+            date_sorted = filter(source_filter, date_sorted)
 
         with_tnfms = sequential_transforms(date_sorted,
                                            *self.transforms)
@@ -305,7 +307,7 @@ class TradingAlgorithm(object):
 
         # Create transforms by wrapping them into StatefulTransforms
         self.transforms = []
-        for namestring, trans_descr in self.registered_transforms.iteritems():
+        for namestring, trans_descr in iteritems(self.registered_transforms):
             sf = StatefulTransform(
                 trans_descr['class'],
                 *trans_descr['args'],
diff --git a/zipline/data/benchmarks.py b/zipline/data/benchmarks.py
index bc938c0c..9f89f47f 100644
--- a/zipline/data/benchmarks.py
+++ b/zipline/data/benchmarks.py
@@ -23,6 +23,8 @@ from functools import partial
 import requests
 import pandas as pd
 
+from six import iteritems
+
 from . loader_utils import (
     date_conversion,
     source_to_records,
@@ -50,7 +52,7 @@ _BENCHMARK_MAPPING = {
 def benchmark_mappings():
     return {key: Mapping(*value)
             for key, value
-            in _BENCHMARK_MAPPING.iteritems()}
+            in iteritems(_BENCHMARK_MAPPING)}
 
 
 def get_raw_benchmark_data(start_date, end_date, symbol):
@@ -86,7 +88,7 @@ start_date={start_date}, end_date={end_date}, url={url}""".strip().
                                                 end_date=end_date,
                                                 url=res.url))
 
-    return csv.DictReader(res.iter_lines())
+    return csv.DictReader(res.text.splitlines())
 
 
 def get_benchmark_data(symbol, start_date=None, end_date=None):
diff --git a/zipline/data/loader.py b/zipline/data/loader.py
index 64333bb3..08d724d9 100644
--- a/zipline/data/loader.py
+++ b/zipline/data/loader.py
@@ -26,6 +26,8 @@ import pandas as pd
 from pandas.io.data import DataReader
 import pytz
 
+from six import iteritems
+
 from . import benchmarks
 from . benchmarks import get_benchmark_returns
 
@@ -60,7 +62,7 @@ INDEX_MAPPING = {
 }
 
 
-def get_datafile(name, mode='r'):
+def get_data_filepath(name):
     """
     Returns a handle to data file.
 
@@ -70,7 +72,7 @@ def get_datafile(name, mode='r'):
     if not os.path.exists(DATA_PATH):
         os.makedirs(DATA_PATH)
 
-    return open(os.path.join(DATA_PATH, name), mode)
+    return os.path.join(DATA_PATH, name)
 
 
 def get_cache_filepath(name):
@@ -100,9 +102,8 @@ def dump_treasury_curves(module='treasuries', filename='treasury_curves.csv'):
 
     curves = pd.DataFrame(tr_data).T
 
-    datafile = get_datafile(filename, mode='wb')
-    curves.to_csv(datafile)
-    datafile.close()
+    data_filepath = get_data_filepath(filename)
+    curves.to_csv(data_filepath)
 
     return curves
 
@@ -119,10 +120,9 @@ def dump_benchmarks(symbol):
         benchmark = (daily_return.date, daily_return.returns)
         benchmark_data.append(benchmark)
 
-    datafile = get_datafile(get_benchmark_filename(symbol), mode='wb')
+    data_filepath = get_data_filepath(get_benchmark_filename(symbol))
     benchmark_returns = pd.Series(dict(benchmark_data))
-    benchmark_returns.to_csv(datafile)
-    datafile.close()
+    benchmark_returns.to_csv(data_filepath)
 
 
 def update_benchmarks(symbol, last_date):
@@ -133,9 +133,8 @@ def update_benchmarks(symbol, last_date):
 
     Puts source benchmark into zipline.
     """
-    datafile = get_datafile(get_benchmark_filename(symbol), mode='rb')
+    datafile = get_data_filepath(get_benchmark_filename(symbol))
     saved_benchmarks = pd.Series.from_csv(datafile)
-    datafile.close()
 
     try:
         start = last_date + timedelta(days=1)
@@ -144,9 +143,8 @@ def update_benchmarks(symbol, last_date):
             benchmark = pd.Series({daily_return.date: daily_return.returns})
             saved_benchmarks = saved_benchmarks.append(benchmark)
 
-        datafile = get_datafile(get_benchmark_filename(symbol), mode='wb')
+        datafile = get_data_filepath(get_benchmark_filename(symbol))
         saved_benchmarks.to_csv(datafile)
-        datafile.close()
     except benchmarks.BenchmarkDataNotFoundError as exc:
         logger.warn(exc)
     return saved_benchmarks
@@ -157,19 +155,18 @@ def get_benchmark_filename(symbol):
 
 
 def load_market_data(bm_symbol='^GSPC'):
+    bm_filepath = get_data_filepath(get_benchmark_filename(bm_symbol))
     try:
-        fp_bm = get_datafile(get_benchmark_filename(bm_symbol), "rb")
-    except IOError:
+        saved_benchmarks = pd.Series.from_csv(bm_filepath)
+    except OSError:
         print("""
 data files aren't distributed with source.
 Fetching data from Yahoo Finance.
 """.strip())
         dump_benchmarks(bm_symbol)
-        fp_bm = get_datafile(get_benchmark_filename(bm_symbol), "rb")
+        saved_benchmarks = pd.Series.from_csv(bm_filepath)
 
-    saved_benchmarks = pd.Series.from_csv(fp_bm)
     saved_benchmarks = saved_benchmarks.tz_localize('UTC')
-    fp_bm.close()
 
     most_recent = pd.Timestamp('today', tz='UTC') - trading_day
     most_recent_index = trading_days.searchsorted(most_recent)
@@ -205,17 +202,16 @@ Fetching data from Yahoo Finance.
     module, filename, source = INDEX_MAPPING.get(
         bm_symbol, INDEX_MAPPING['^GSPC'])
 
+    tr_filepath = get_data_filepath(filename)
     try:
-        fp_tr = get_datafile(filename, "rb")
-    except IOError:
+        saved_curves = pd.DataFrame.from_csv(tr_filepath)
+    except OSError:
         print("""
 data files aren't distributed with source.
 Fetching data from {0}
 """.format(source).strip())
         dump_treasury_curves(module, filename)
-        fp_tr = get_datafile(filename, "rb")
-
-    saved_curves = pd.DataFrame.from_csv(fp_tr)
+        saved_curves = pd.DataFrame.from_csv(tr_filepath)
 
     # Find the offset of the last date for which we have trading data in our
     # list of valid trading days
@@ -236,10 +232,8 @@ Fetching data from {0}
         #                       tzinfo=pytz.utc)
         tr_curves[tr_dt] = curve.to_dict()
 
-    fp_tr.close()
-
     tr_curves = OrderedDict(sorted(
-        ((dt, c) for dt, c in tr_curves.iteritems()),
+        ((dt, c) for dt, c in iteritems(tr_curves)),
         key=lambda t: t[0]))
 
     return benchmark_returns, tr_curves
@@ -291,7 +285,7 @@ must specify stocks or indexes"""
             data[stock] = stkd
 
     if indexes is not None:
-        for name, ticker in indexes.iteritems():
+        for name, ticker in iteritems(indexes):
             print(name)
             stkd = DataReader(ticker, 'yahoo', start, end).sort_index()
             data[name] = stkd
@@ -327,7 +321,7 @@ def load_from_yahoo(indexes=None,
         close_key = 'Adj Close'
     else:
         close_key = 'Close'
-    df = pd.DataFrame({key: d[close_key] for key, d in data.iteritems()})
+    df = pd.DataFrame({key: d[close_key] for key, d in iteritems(data)})
     df.index = df.index.tz_localize(pytz.utc)
     return df
 
diff --git a/zipline/data/loader_utils.py b/zipline/data/loader_utils.py
index 7ff58406..014a95cb 100644
--- a/zipline/data/loader_utils.py
+++ b/zipline/data/loader_utils.py
@@ -30,6 +30,8 @@ from collections import namedtuple
 
 from functools import partial
 
+from six import iteritems
+
 
 def get_utc_from_exchange_time(naive):
     local = pytz.timezone('US/Eastern')
@@ -126,7 +128,7 @@ def _row_cb(mapping, row):
     return {
         target: apply_mapping(mapping, row)
         for target, mapping
-        in mapping.iteritems()
+        in iteritems(mapping)
     }
 
 
diff --git a/zipline/data/treasuries.py b/zipline/data/treasuries.py
index a2b325e7..d0e96889 100644
--- a/zipline/data/treasuries.py
+++ b/zipline/data/treasuries.py
@@ -21,6 +21,8 @@ import requests
 from collections import OrderedDict
 import xml.etree.ElementTree as ET
 
+from six import iteritems
+
 from . loader_utils import (
     guarded_conversion,
     safe_int,
@@ -61,7 +63,7 @@ _CURVE_MAPPINGS = {
 def treasury_mappings(mappings):
     return {key: Mapping(*value)
             for key, value
-            in mappings.iteritems()}
+            in iteritems(mappings)}
 
 
 class iter_to_stream(object):
@@ -96,7 +98,7 @@ def get_treasury_source():
 http://data.treasury.gov/feed.svc/DailyTreasuryYieldCurveRateData\
 """
     res = requests.get(url, stream=True)
-    stream = iter_to_stream(res.iter_lines())
+    stream = iter_to_stream(res.text.splitlines())
 
     elements = ET.iterparse(stream, ('end', 'start-ns', 'end-ns'))
 
diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py
index 00368a39..0f3113d1 100644
--- a/zipline/finance/performance/period.py
+++ b/zipline/finance/performance/period.py
@@ -77,6 +77,8 @@ import numpy as np
 import pandas as pd
 from collections import OrderedDict, defaultdict
 
+from six import iteritems, itervalues
+
 import zipline.protocol as zp
 from . position import positiondict
 
@@ -164,7 +166,7 @@ class PerformancePeriod(object):
         payment has been disbursed.
         """
         cash_payments = 0.0
-        for sid, pos in self.positions.iteritems():
+        for sid, pos in iteritems(self.positions):
             cash_payments += pos.update_dividends(todays_date)
 
         # credit our cash balance with the dividend payments, or
@@ -307,7 +309,7 @@ class PerformancePeriod(object):
             else:
                 transactions = \
                     [y.to_dict()
-                     for x in self.processed_transactions.itervalues()
+                     for x in itervalues(self.processed_transactions)
                      for y in x]
             rval['transactions'] = transactions
 
@@ -315,9 +317,9 @@ class PerformancePeriod(object):
             if dt:
                 # only include orders modified as of the given dt.
                 orders = [x.to_dict()
-                          for x in self.orders_by_modified[dt].itervalues()]
+                          for x in itervalues(self.orders_by_modified[dt])]
             else:
-                orders = [x.to_dict() for x in self.orders_by_id.itervalues()]
+                orders = [x.to_dict() for x in itervalues(self.orders_by_id)]
             rval['orders'] = orders
 
         return rval
@@ -352,7 +354,7 @@ class PerformancePeriod(object):
 
         positions = self._positions_store
 
-        for sid, pos in self.positions.iteritems():
+        for sid, pos in iteritems(self.positions):
             if sid not in positions:
                 positions[sid] = zp.Position(sid)
             position = positions[sid]
@@ -364,7 +366,7 @@ class PerformancePeriod(object):
 
     def get_positions_list(self):
         positions = []
-        for sid, pos in self.positions.iteritems():
+        for sid, pos in iteritems(self.positions):
             if pos.amount != 0:
                 positions.append(pos.to_dict())
         return positions
diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py
index a91841da..47a12bb4 100644
--- a/zipline/finance/risk/cumulative.py
+++ b/zipline/finance/risk/cumulative.py
@@ -24,6 +24,8 @@ import zipline.utils.math_utils as zp_math
 import pandas as pd
 from pandas.tseries.tools import normalize_date
 
+from six import iteritems
+
 from . risk import (
     alpha,
     check_entry,
@@ -359,7 +361,7 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
 
         return {k: None
                 if check_entry(k, v)
-                else v for k, v in rval.iteritems()}
+                else v for k, v in iteritems(rval)}
 
     def __repr__(self):
         statements = []
diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py
index 2e7867f5..08882672 100644
--- a/zipline/finance/risk/period.py
+++ b/zipline/finance/risk/period.py
@@ -20,11 +20,13 @@ import math
 import numpy as np
 import numpy.linalg as la
 
+from six import iteritems
+
 from zipline.finance import trading
 
 import pandas as pd
 
-import risk
+from . import risk
 from . risk import (
     alpha,
     check_entry,
@@ -131,7 +133,7 @@ class RiskMetricsPeriod(object):
         }
 
         return {k: None if check_entry(k, v) else v
-                for k, v in rval.iteritems()}
+                for k, v in iteritems(rval)}
 
     def __repr__(self):
         statements = []
diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py
index 25d396f9..1a7db006 100644
--- a/zipline/finance/slippage.py
+++ b/zipline/finance/slippage.py
@@ -20,6 +20,9 @@ import math
 
 from copy import copy
 from functools import partial
+
+from six import with_metaclass
+
 from zipline.protocol import DATASOURCE_TYPE
 import zipline.utils.math_utils as zp_math
 
@@ -152,9 +155,7 @@ def create_transaction(event, order, price, amount):
     return transaction
 
 
-class SlippageModel(object):
-
-    __metaclass__ = abc.ABCMeta
+class SlippageModel(with_metaclass(abc.ABCMeta)):
 
     @property
     def volume_for_bar(self):
diff --git a/zipline/gens/composites.py b/zipline/gens/composites.py
index df2f1677..67c3bd66 100644
--- a/zipline/gens/composites.py
+++ b/zipline/gens/composites.py
@@ -15,6 +15,8 @@
 
 import heapq
 
+from six.moves import reduce
+
 
 def _decorate_source(source):
     for message in source:
diff --git a/zipline/gens/utils.py b/zipline/gens/utils.py
index 5cfdc01b..9bd8f2c5 100644
--- a/zipline/gens/utils.py
+++ b/zipline/gens/utils.py
@@ -21,23 +21,24 @@ from hashlib import md5
 from datetime import datetime
 from zipline.protocol import DATASOURCE_TYPE
 
+from six import iteritems, b
+
 
 def hash_args(*args, **kwargs):
     """Define a unique string for any set of representable args."""
     arg_string = '_'.join([str(arg) for arg in args])
     kwarg_string = '_'.join([str(key) + '=' + str(value)
-                             for key, value in kwargs.iteritems()])
+                             for key, value in iteritems(kwargs)])
     combined = ':'.join([arg_string, kwarg_string])
 
     hasher = md5()
-    hasher.update(combined)
+    hasher.update(b(combined))
     return hasher.hexdigest()
 
 
 def assert_datasource_protocol(event):
     """Assert that an event meets the protocol for datasource outputs."""
 
-    assert isinstance(event.source_id, basestring)
     assert event.type in DATASOURCE_TYPE
 
     # Done packets have no dt.
@@ -59,17 +60,14 @@ def assert_trade_protocol(event):
 
 def assert_datasource_unframe_protocol(event):
     """Assert that an event is valid output of zp.DATASOURCE_UNFRAME."""
-    assert isinstance(event.source_id, basestring)
     assert event.type in DATASOURCE_TYPE
 
 
 def assert_sort_protocol(event):
     """Assert that an event is valid input to zp.FEED_FRAME."""
-    assert isinstance(event.source_id, basestring)
     assert event.type in DATASOURCE_TYPE
 
 
 def assert_sort_unframe_protocol(event):
     """Same as above."""
-    assert isinstance(event.source_id, basestring)
     assert event.type in DATASOURCE_TYPE
diff --git a/zipline/protocol.py b/zipline/protocol.py
index d2a65f16..44825d17 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -13,6 +13,8 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
+from six import iteritems, iterkeys
+
 from . utils.protocol_utils import Enum
 
 # Datasource type should completely determine the other fields of a
@@ -171,7 +173,7 @@ class BarData(object):
         del self._data[name]
 
     def __iter__(self):
-        for sid, data in self._data.iteritems():
+        for sid, data in iteritems(self._data):
             # Allow contains override to filter out sids.
             if sid in self:
                 if len(data):
@@ -179,25 +181,25 @@ class BarData(object):
 
     def iterkeys(self):
         # Allow contains override to filter out sids.
-        return (sid for sid in self._data.iterkeys() if sid in self)
+        return (sid for sid in iterkeys(self._data) if sid in self)
 
     def keys(self):
         # Allow contains override to filter out sids.
         return list(self.iterkeys())
 
     def itervalues(self):
-        return (value for sid, value in self.iteritems())
+        return (value for sid, value in iteritems(self))
 
     def values(self):
         return list(self.itervalues())
 
     def iteritems(self):
         return ((sid, value) for sid, value
-                in self._data.iteritems()
+                in iteritems(self._data)
                 if sid in self)
 
     def items(self):
-        return list(self.iteritems())
+        return list(iteritems(self))
 
     def __len__(self):
         return len(self.keys())
diff --git a/zipline/sources/data_source.py b/zipline/sources/data_source.py
index 3b2c21ba..1b04734e 100644
--- a/zipline/sources/data_source.py
+++ b/zipline/sources/data_source.py
@@ -3,13 +3,13 @@ from abc import (
     abstractproperty
 )
 
+from six import with_metaclass
+
 from zipline.protocol import DATASOURCE_TYPE
 from zipline.protocol import Event
 
 
-class DataSource(object):
-
-    __metaclass__ = ABCMeta
+class DataSource(with_metaclass(ABCMeta)):
 
     @property
     def event_type(self):
@@ -62,3 +62,6 @@ class DataSource(object):
 
     def next(self):
         return self.mapped_data.next()
+
+    def __next__(self):
+        return next(self.mapped_data)
diff --git a/zipline/sources/test_source.py b/zipline/sources/test_source.py
index 099e31a7..a25cec90 100644
--- a/zipline/sources/test_source.py
+++ b/zipline/sources/test_source.py
@@ -19,10 +19,13 @@ A source to be used in testing.
 
 import pytz
 
-from itertools import cycle, ifilter, izip
+from itertools import cycle
+from six.moves import filter, zip
 from datetime import datetime, timedelta
 import numpy as np
 
+from six.moves import range
+
 from zipline.protocol import (
     Event,
     DATASOURCE_TYPE
@@ -68,9 +71,9 @@ def date_gen(start=datetime(2006, 6, 6, 12, tzinfo=pytz.utc),
     # during trading hours.
     # NB: Being inside of trading hours is currently dependent upon the
     # count parameter being less than the number of trading minutes in a day
-    for i in xrange(count):
+    for i in range(count):
         if repeats:
-            for j in xrange(repeats):
+            for j in range(repeats):
                 yield cur
         else:
             yield cur
@@ -90,7 +93,7 @@ def mock_prices(count):
     Utility to generate a stream of mock prices. By default
     cycles through values from 0.0 to 10.0, n times.
     """
-    return (float(i % 10) + 1.0 for i in xrange(count))
+    return (float(i % 10) + 1.0 for i in range(count))
 
 
 def mock_volumes(count):
@@ -98,7 +101,7 @@ def mock_volumes(count):
     Utility to generate a set of volumes. By default cycles
     through values from 100 to 1000, incrementing by 50.
     """
-    return ((i * 50) % 900 + 100 for i in xrange(count))
+    return ((i * 50) % 900 + 100 for i in range(count))
 
 
 class SpecificEquityTrades(object):
@@ -163,6 +166,9 @@ class SpecificEquityTrades(object):
     def next(self):
         return self.generator.next()
 
+    def __next__(self):
+        return next(self.generator)
+
     def rewind(self):
         self.generator = self.create_fresh_generator()
 
@@ -204,7 +210,7 @@ class SpecificEquityTrades(object):
             sids = cycle(self.sids)
 
             # Combine the iterators into a single iterator of arguments
-            arg_gen = izip(sids, prices, volumes, dates)
+            arg_gen = zip(sids, prices, volumes, dates)
 
             # Convert argument packages into events.
             unfiltered = (create_trade(*args, source_id=self.get_hash())
@@ -213,7 +219,7 @@ class SpecificEquityTrades(object):
         # If we specified a sid filter, filter out elements that don't
         # match the filter.
         if self.filter:
-            filtered = ifilter(
+            filtered = filter(
                 lambda event: event.sid in self.filter, unfiltered)
 
         # Otherwise just use all events.
diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py
index e4a05fdd..ab14f55b 100644
--- a/zipline/test_algorithms.py
+++ b/zipline/test_algorithms.py
@@ -74,6 +74,8 @@ The algorithm must expose methods:
 from copy import deepcopy
 import numpy as np
 
+from six.moves import range
+
 from zipline.algorithm import TradingAlgorithm
 from zipline.finance.slippage import FixedSlippage
 
@@ -191,7 +193,7 @@ class TooMuchProcessingAlgorithm(TradingAlgorithm):
     def handle_data(self, data):
         # Unless we're running on some sort of
         # supercomputer this will hit timeout.
-        for i in xrange(1000000000):
+        for i in range(1000000000):
             self.foo = i
 
 
diff --git a/zipline/transforms/batch_transform.py b/zipline/transforms/batch_transform.py
index 41bfa203..02436d83 100644
--- a/zipline/transforms/batch_transform.py
+++ b/zipline/transforms/batch_transform.py
@@ -26,6 +26,12 @@ from numbers import Integral
 
 import pandas as pd
 
+from six import (
+    string_types,
+    itervalues,
+    iteritems
+)
+
 from zipline.utils.data import RollingPanel
 from zipline.protocol import Event
 
@@ -187,7 +193,7 @@ class BatchTransform(object):
         # enter the batch transform's window IFF a sid filter is not
         # specified.
         if sids is not None:
-            if isinstance(sids, (basestring, Integral)):
+            if isinstance(sids, (string_types, Integral)):
                 self.static_sids = set([sids])
             else:
                 self.static_sids = set(sids)
@@ -195,7 +201,7 @@ class BatchTransform(object):
             self.static_sids = None
 
         self.initial_field_names = fields
-        if isinstance(self.initial_field_names, basestring):
+        if isinstance(self.initial_field_names, string_types):
             self.initial_field_names = [self.initial_field_names]
         self.field_names = set()
 
@@ -230,7 +236,7 @@ class BatchTransform(object):
         Point of entry. Process an event frame.
         """
         # extract dates
-        dts = [event.datetime for event in data._data.itervalues()]
+        dts = [event.datetime for event in itervalues(data._data)]
         # we have to provide the event with a dt. This is only for
         # checking if the event is outside the window or not so a
         # couple of seconds shouldn't matter. We don't add it to
@@ -238,7 +244,7 @@ class BatchTransform(object):
         # sid keys.
         event = Event()
         event.dt = max(dts)
-        event.data = {k: v.__dict__ for k, v in data._data.iteritems()
+        event.data = {k: v.__dict__ for k, v in iteritems(data._data)
                       # Need to check if data has a 'length' to filter
                       # out sids without trade data available.
                       # TODO: expose more of 'no trade available'
@@ -419,7 +425,7 @@ class BatchTransform(object):
         # extract field names from sids (price, volume etc), make sure
         # every sid has the same fields.
         sid_keys = []
-        for sid in event.data.itervalues():
+        for sid in itervalues(event.data):
             keys = set([name for name, value in sid.items()
                         if isinstance(value,
                                       (int,
diff --git a/zipline/transforms/mavg.py b/zipline/transforms/mavg.py
index 6168c23f..dc79bcc1 100644
--- a/zipline/transforms/mavg.py
+++ b/zipline/transforms/mavg.py
@@ -15,23 +15,24 @@
 
 from collections import defaultdict
 
+from six import string_types, with_metaclass
+
 from zipline.transforms.utils import EventWindow, TransformMeta
 from zipline.errors import WrongDataForTransform
 
 
-class MovingAverage(object):
+class MovingAverage(with_metaclass(TransformMeta)):
     """
     Class that maintains a dictionary from sids to
     MovingAverageEventWindows.  For each sid, we maintain moving
     averages over any number of distinct fields (For example, we can
     maintain a sid's average volume as well as its average price.)
     """
-    __metaclass__ = TransformMeta
 
     def __init__(self, fields='price',
                  market_aware=True, window_length=None, delta=None):
 
-        if isinstance(fields, basestring):
+        if isinstance(fields, string_types):
             fields = [fields]
         self.fields = fields
 
diff --git a/zipline/transforms/returns.py b/zipline/transforms/returns.py
index 15e8664f..be0bb8d9 100644
--- a/zipline/transforms/returns.py
+++ b/zipline/transforms/returns.py
@@ -17,13 +17,14 @@ from zipline.errors import WrongDataForTransform
 from zipline.transforms.utils import TransformMeta
 from collections import defaultdict, deque
 
+from six import with_metaclass
 
-class Returns(object):
+
+class Returns(with_metaclass(TransformMeta)):
     """
     Class that maintains a dictionary from sids to the sid's
     closing price N trading days ago.
     """
-    __metaclass__ = TransformMeta
 
     def __init__(self, window_length):
         self.window_length = window_length
diff --git a/zipline/transforms/stddev.py b/zipline/transforms/stddev.py
index dddfa745..280f98e4 100644
--- a/zipline/transforms/stddev.py
+++ b/zipline/transforms/stddev.py
@@ -16,19 +16,20 @@
 from collections import defaultdict
 from math import sqrt
 
+from six import with_metaclass
+
 from zipline.errors import WrongDataForTransform
 from zipline.transforms.utils import EventWindow, TransformMeta
 import zipline.utils.math_utils as zp_math
 
 
-class MovingStandardDev(object):
+class MovingStandardDev(with_metaclass(TransformMeta)):
     """
     Class that maintains a dictionary from sids to
     MovingStandardDevWindows.  For each sid, we maintain a the
     standard deviation of all events falling within the specified
     window.
     """
-    __metaclass__ = TransformMeta
 
     def __init__(self, market_aware=True, window_length=None, delta=None):
 
diff --git a/zipline/transforms/ta.py b/zipline/transforms/ta.py
index 54752fb8..aa1c2deb 100644
--- a/zipline/transforms/ta.py
+++ b/zipline/transforms/ta.py
@@ -19,6 +19,9 @@ import numpy as np
 import pandas as pd
 import talib
 import copy
+
+from six import iteritems
+
 from zipline.transforms import BatchTransform
 
 
@@ -45,7 +48,7 @@ def zipline_wrapper(talib_fn, key_map, data):
     for sid in data.minor_axis:
         # build talib_data from zipline data
         talib_data = dict()
-        for talib_key, zipline_key in key_map.iteritems():
+        for talib_key, zipline_key in iteritems(key_map):
             # if zipline_key is found, add it to talib_data
             if zipline_key in data:
                 values = data[zipline_key][sid].values
diff --git a/zipline/transforms/utils.py b/zipline/transforms/utils.py
index 8f6d6801..70aed99e 100644
--- a/zipline/transforms/utils.py
+++ b/zipline/transforms/utils.py
@@ -17,7 +17,6 @@
 """
 Generator versions of transforms.
 """
-import types
 import logbook
 
 
@@ -27,6 +26,8 @@ from datetime import datetime
 from collections import deque
 from abc import ABCMeta, abstractmethod
 
+from six import with_metaclass
+
 from zipline.protocol import DATASOURCE_TYPE
 from zipline.gens.utils import assert_sort_unframe_protocol, hash_args
 from zipline.finance import trading
@@ -92,8 +93,6 @@ class StatefulTransform(object):
     Otherwise only dt, tnfm_id, and tnfm_value are forwarded.
     """
     def __init__(self, tnfm_class, *args, **kwargs):
-        assert isinstance(tnfm_class, (types.ObjectType, types.ClassType)), \
-            "Stateful transform requires a class."
         assert hasattr(tnfm_class, 'update'), \
             "Stateful transform requires the class to have an update method"
 
@@ -150,7 +149,7 @@ class StatefulTransform(object):
             yield out_message
 
 
-class EventWindow(object):
+class EventWindow(with_metaclass(ABCMeta)):
     """
     Abstract base class for transform classes that calculate iterative
     metrics on events within a given timedelta.  Maintains a list of
@@ -169,7 +168,6 @@ class EventWindow(object):
     price.
     """
     # Mark this as an abstract base class.
-    __metaclass__ = ABCMeta
 
     def __init__(self, market_aware=True, window_length=None, delta=None):
 
diff --git a/zipline/transforms/vwap.py b/zipline/transforms/vwap.py
index 993896c3..48c0b3ba 100644
--- a/zipline/transforms/vwap.py
+++ b/zipline/transforms/vwap.py
@@ -15,15 +15,16 @@
 
 from collections import defaultdict
 
+from six import with_metaclass
+
 from zipline.errors import WrongDataForTransform
 from zipline.transforms.utils import EventWindow, TransformMeta
 
 
-class MovingVWAP(object):
+class MovingVWAP(with_metaclass(TransformMeta)):
     """
     Class that maintains a dictionary from sids to VWAPEventWindows.
     """
-    __metaclass__ = TransformMeta
 
     def __init__(self, market_aware=True, delta=None, window_length=None):
 
diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py
index 16b371fe..db0ae182 100644
--- a/zipline/utils/factory.py
+++ b/zipline/utils/factory.py
@@ -141,7 +141,8 @@ def create_dividend(sid, payment, declared_date, ex_date, pay_date):
         'ex_date': ex_date.replace(hour=0, minute=0, second=0, microsecond=0),
         'pay_date': pay_date.replace(hour=0, minute=0, second=0,
                                      microsecond=0),
-        'type': DATASOURCE_TYPE.DIVIDEND
+        'type': DATASOURCE_TYPE.DIVIDEND,
+        'source_id': 'MockDividendSource'
     })
 
     return div
@@ -152,7 +153,8 @@ def create_split(sid, ratio, date):
         'sid': sid,
         'ratio': ratio,
         'dt': date.replace(hour=0, minute=0, second=0, microsecond=0),
-        'type': DATASOURCE_TYPE.SPLIT
+        'type': DATASOURCE_TYPE.SPLIT,
+        'source_id': 'MockSplitSource'
     })
 
 
@@ -162,7 +164,8 @@ def create_txn(sid, price, amount, datetime):
         'amount': amount,
         'dt': datetime,
         'price': price,
-        'type': DATASOURCE_TYPE.TRANSACTION
+        'type': DATASOURCE_TYPE.TRANSACTION,
+        'source_id': 'MockTransactionSource'
     })
     return txn
 
@@ -172,7 +175,8 @@ def create_commission(sid, value, datetime):
         'dt': datetime,
         'type': DATASOURCE_TYPE.COMMISSION,
         'cost': value,
-        'sid': sid
+        'sid': sid,
+        'source_id': 'MockCommissionSource'
     })
     return txn
 
diff --git a/zipline/utils/test_utils.py b/zipline/utils/test_utils.py
index a4c679f8..9f348c3b 100644
--- a/zipline/utils/test_utils.py
+++ b/zipline/utils/test_utils.py
@@ -1,6 +1,8 @@
 from logbook import FileHandler
 from zipline.finance.blotter import ORDER_STATUS
 
+from six import itervalues
+
 
 def setup_logger(test, path='test.log'):
     test.log_handler = FileHandler(path)
@@ -57,7 +59,7 @@ def assert_single_position(test, zipline):
                 for order in update['daily_perf']['orders']:
                     orders_by_id[order['id']] = order
 
-    for order in orders_by_id.itervalues():
+    for order in itervalues(orders_by_id):
         test.assertEqual(
             order['status'],
             ORDER_STATUS.FILLED,
@@ -93,6 +95,9 @@ class ExceptionSource(object):
     def next(self):
         5 / 0
 
+    def __next__(self):
+        5 / 0
+
 
 class ExceptionTransform(object):