ENH: allow gzip de-compression for files specified by a url
Address #8685 .  The file in the test `test_url_gz` currently points to my fork to demonstrate that the tests pass, but should be changed to point to the real pydata master after merging.

This works for `compression="infer"` now as well by looking at the HTTP `Content-Encoding` header like @jseabold suggested.  The test `test_url_gz_infer` uses a file hosted on an s3 bucket that I own where I set it to return `Content-Encoding=gzip`.  Assuming this gets merged, we'd want to move that into the s3 bucket that pandas uses elsewhere in the tests.
 Any admins have time to look at this PR?
 at the end pls squash to a single commit. pls add a release note in whatsnew/0.17.0.

Here are the contribution guidelines for your [reference](http://pandas.pydata.org/pandas-docs/stable/contributing.html)
 @jreback Once the tests all pass, I'll squash into a single commit.  There's still the issue of changing the test url's to point to the official github repo and s3 bucket.  Not sure the best way to handle that.
 @jreback Okay.  This should be good to go.  Thanks for the comments!
 I pushed the .gz file, so you can use this as a stable address: https://github.com/pydata/pandas/blob/master/pandas/io/tests/data/salary.table.gz

pls change, squash, and ping when green
 @jreback Thanks!  What about the s3 file?  Are you able to post that too and set s3 to return the Content-Encoding gzip header?
 so is a that a public bucket you setup? any problem leaving it for now?
 Yep.  It's public.  I've got no problem leaving it.  Just didn't know if you guys wanted to have it look more "official."  I'll make that other change to the github link.
 we don't have an official s3 bucket for this ATM. But I think I can get access to one where we can do stuff like this. 
 Ah.  Okay.  I saw `s3://nyqpug/` in the tests and assumed that was official.  Happy to leave mine in there for awhile until you figure it out.
 hmm, that is some old stuff IIRC. Wll try to set this up for later today.
 ok, going to merge this then fix it with a new bucket. thanks!
 Oh shoot.  I didn't get a chance to change the regular .gz github link.
 no worries, going to merge this shortly: https://github.com/jreback/pandas/commit/2f0c344191be435b0302ad8e8af4ca3183f2fcf5

This is a public bucket for pandas (though read-only)
