CI failures on master
I retriggered a passing build on master, and it failed: https://travis-ci.org/pandas-dev/pandas/builds/588926447.

Last passing build was https://travis-ci.org/pandas-dev/pandas/builds/588919832.

@jbrockmendel do you have time to look into this today?

```
=================================== FAILURES ===================================
2294____________________________ test_with_s3_url[gzip] ____________________________
2295[gw1] linux -- Python 3.7.4 /home/travis/miniconda3/envs/pandas-dev/bin/python
2296
2297compression = 'gzip', s3_resource = s3.ServiceResource()
2298
2299    @td.skip_if_not_us_locale
2300    def test_with_s3_url(compression, s3_resource):
2301        # Bucket "pandas-test" created in tests/io/conftest.py
2302    
2303        df = pd.read_json('{"a": [1, 2, 3], "b": [4, 5, 6]}')
2304    
2305        with tm.ensure_clean() as path:
2306            df.to_json(path, compression=compression)
2307            with open(path, "rb") as f:
2308                s3_resource.Bucket("pandas-test").put_object(Key="test-1", Body=f)
2309    
2310>       roundtripped_df = pd.read_json("s3://pandas-test/test-1", compression=compression)
2311
2312pandas/tests/io/json/test_compression.py:48: 
2313_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
2314pandas/io/json/_json.py:602: in read_json
2315    compression=compression,
2316pandas/io/json/_json.py:665: in __init__
2317    self.data = self._preprocess_data(data)
2318pandas/io/json/_json.py:676: in _preprocess_data
2319    data = data.read()
2320../../../miniconda3/envs/pandas-dev/lib/python3.7/gzip.py:276: in read
2321    return self._buffer.read(size)
2322_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
2323
2324self = <gzip._GzipReader object at 0x7fb226df7450>, size = 8192
2325
2326    def read(self, size=-1):
2327        if size < 0:
2328            return self.readall()
2329        # size=0 is special because decompress(max_length=0) is not supported
2330        if not size:
2331            return b""
2332    
2333        # For certain input data, a single
2334        # call to decompress() may not return
2335        # any data. In this case, retry until we get some data or reach EOF.
2336        while True:
2337            if self._decompressor.eof:
2338                # Ending case: we've come to the end of a member in the file,
2339                # so finish up this member, and read a new gzip header.
2340                # Check the CRC and file size, and set the flag so we read
2341                # a new member
2342                self._read_eof()
2343                self._new_member = True
2344                self._decompressor = self._decomp_factory(
2345                    **self._decomp_args)
2346    
2347            if self._new_member:
2348                # If the _new_member flag is set, we have to
2349                # jump to the next member, if there is one.
2350                self._init_read()
2351                if not self._read_gzip_header():
2352                    self._size = self._pos
2353                    return b""
2354                self._new_member = False
2355    
2356            # Read a chunk of data from the file
2357            buf = self._fp.read(io.DEFAULT_BUFFER_SIZE)
2358    
2359            uncompress = self._decompressor.decompress(buf, size)
2360            if self._decompressor.unconsumed_tail != b"":
2361                self._fp.prepend(self._decompressor.unconsumed_tail)
2362            elif self._decompressor.unused_data != b"":
2363                # Prepend the already read bytes to the fileobj so they can
2364                # be seen by _read_eof() and _read_gzip_header()
2365                self._fp.prepend(self._decompressor.unused_data)
2366    
2367            if uncompress != b"":
2368                break
2369            if buf == b"":
2370>               raise EOFError("Compressed file ended before the "
2371                               "end-of-stream marker was reached")
2372E               EOFError: Compressed file ended before the end-of-stream marker was reached
2373
2374../../../miniconda3/envs/pandas-dev/lib/python3.7/gzip.py:482: EOFError
2375____________________________ test_with_s3_url[bz2] _____________________________
2376
```