Pickling on Windows raises EOFError
I am using Mac OS 10.13.6, and everything runs smoothly for me. However, I was sent a screenshot from a client running the code on Windows, and he is hitting an `EOFError` .

![program py-error](https://user-images.githubusercontent.com/32043053/49473534-2d939780-f7c7-11e8-9c2a-ab1559433ea4.jpg)

This is the code in question.

```python
if os.path.isfile(PICKLE_LOC_2):
    print('SEC pickle found')
    sec_df = pd.read_pickle(PICKLE_LOC_2)
```