diff --git a/zipline/assets/asset_writer.py b/zipline/assets/asset_writer.py
index e529a660..e07be234 100644
--- a/zipline/assets/asset_writer.py
+++ b/zipline/assets/asset_writer.py
@@ -123,32 +123,66 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
         # Get the data to add to SQL
         equities, futures, exchanges, root_symbols = self.load_data()
 
-        # Write to the SQL tables
+        c = db_conn.cursor()
+        # Write to the SQL tables, using the raw SQL driver instead
+        # of the pandas.DataFrame.to_sql method, as the former
+        # allows us to create an SQL transaction
+        c.execute('BEGIN')
+        # Everything between here and the db_conn.commit()
+        # will be part of of the same SQL transaction.
         self._write_exchanges(exchanges, db_conn)
         self._write_root_symbols(root_symbols, db_conn)
         self._write_futures(futures, db_conn)
         self._write_equities(equities, db_conn)
+        db_conn.commit()
 
     def _write_exchanges(self, exchanges, db_conn):
 
-        exchanges.to_sql('futures_exchanges', db_conn, if_exists='replace',
-                         index=True, index_label='exchange_id')
+        data = [tuple(x) for x in exchanges.to_records()]
+        c = db_conn.cursor()
+        # The OR IGNORE syntax means we do not insert data
+        # which would violate an SQL constraint.
+        c.executemany("""
+            INSERT OR IGNORE INTO futures_exchanges
+            ('exchange_id', 'exchange', 'timezone')
+            VALUES (?, ?, ?)
+            """, data)
 
     def _write_root_symbols(self, root_symbols, db_conn):
 
-        root_symbols.to_sql('futures_root_symbols', db_conn,
-                            if_exists='replace', index=True,
-                            index_label='root_symbol_id')
+        data = [tuple(x) for x in root_symbols.to_records()]
+
+        c = db_conn.cursor()
+        c.executemany("""
+            INSERT OR IGNORE INTO futures_root_symbols
+            ('root_symbol_id', 'root_symbol', 'sector',
+             'description', 'exchange_id')
+            VALUES(?, ?, ?, ?, ?)
+        """, data)
 
     def _write_futures(self, futures, db_conn):
 
-        futures.to_sql('futures_contracts', db_conn, if_exists='append',
-                       index=True, index_label='sid')
+        data = [tuple(x) for x in futures.to_records()]
+
+        c = db_conn.cursor()
+        c.executemany("""
+            INSERT OR IGNORE INTO futures_contracts
+            ('sid', 'symbol', 'root_symbol', 'asset_name',
+             'start_date', 'end_date', 'first_traded', 'exchange',
+             'notice_date', 'expiration_date', 'contract_multiplier')
+            VALUES(?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """, data)
 
     def _write_equities(self, equities, db_conn):
 
-        equities.to_sql('equities', db_conn, if_exists='append',
-                        index=True, index_label='sid')
+        data = [tuple(x) for x in equities.to_records()]
+        c = db_conn.cursor()
+        c.executemany("""
+            INSERT OR IGNORE INTO equities
+            ('sid', 'symbol', 'asset_name', 'start_date',
+             'end_date', 'first_traded', 'exchange', 'fuzzy')
+            VALUES(?, ?, ?, ?, ?, ?, ?, ?)
+        """, data)
 
     def init_db(self,
                 db_conn,