DOC: What's New for refactored compression code

Add what's new corresponding to pandas-dev#14576.

Author: dhimmel

doc/source/whatsnew/v0.20.0.txt

@@ -44,6 +44,19 @@ fixed-width text files, and :func:`read_excel` for parsing Excel files.
    pd.read_fwf(StringIO(data)).dtypes
    pd.read_fwf(StringIO(data), dtype={'a':'float64', 'b':'object'}).dtypes
 
+Reading dataframes from URLs, in :func:`read_csv` or :func:`read_table`, now
+supports additional compression methods (`xz`, `bz2`, `zip`). Previously, only
+`gzip` compression was supported. By default, compression of URLs and paths are
+now both inferred using their file extensions.
+
+.. ipython:: python
+
+   url = ('https://github.com/pandas-dev/pandas/raw/master/' +
+          'pandas/io/tests/parser/data/salaries.csv.bz2')
+   df = pd.read_table(url, compression='infer')  # default, infer compression
+   df = pd.read_table(url, compression='bz2')  # explicitly specify compression
+   df.head(2)
+
 .. _whatsnew_0200.enhancements.other:
 
 Other enhancements