Please stop relying on xlrd
#### Problem description

Guys, xlrd is unmaintained. I know, I'm the maintainer!

Please can you use [openpyxl]( https://openpyxl.readthedocs.io/en/stable/) for reading xlsx files instead.

If you really must keep support for the ancient and outdated .xls format, by all means fall back to xlrd, but warn people they're on shaky territory and should sort their data source out!
