DOC: Improve what's new

Reference corresponding issues in What's New.

Change code example to use string formating for improved modularity.

Add what's new id

Author: dhimmel

doc/source/whatsnew/v0.20.0.txt

@@ -64,15 +64,24 @@ Strings passed to ``DataFrame.groupby()`` as the ``by`` parameter may now refere
 
    df.groupby(['second', 'A']).sum()
 
-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.
+.. _whatsnew_0200.enhancements.compressed_urls:
 
-.. ipython:: python
+Better support for compressed URLs in ``read_csv``
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+Compression code was refactored (:issue:`12688`). As a result, reading
+dataframes from URLs in :func:`read_csv` or :func:`read_table` now supports
+additional compression methods: ``xz``, ``bz2``, and ``zip`` (:issue:`14570`).
+Previously, only ``gzip`` compression was supported. By default, compression of
+URLs and paths are now both inferred using their file extensions. Additionally,
+bz2 support for the python 2 c-engine improved (:issue:`14874`).
 
-   url = ('https://github.com/pandas-dev/pandas/raw/master/' +
-          'pandas/io/tests/parser/data/salaries.csv.bz2')
+.. ipython:: python
+   url = 'https://github.com/{repo}/raw/{branch}/{path}'.format(
+       repo = 'pandas-dev/pandas',
+       branch = 'master',
+       path = '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)