Added enhancement to 'whatsnew' file.

Author: jbschiratti

doc/source/whatsnew/v0.21.0.txt

@@ -27,6 +27,28 @@ New features
 Other Enhancements
 ^^^^^^^^^^^^^^^^^^
 
+Pickle file I/O protocol parameter
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+:func:`to_pickle` now allows to specify the protocol used by the Pickler.
+The 'protocol' parameter defaults to HIGHEST_PROTOCOL. For Python 2.x, HIGHEST_PROTOCOL is 2.
+Since Python 3.0 (respectively 3.4), HIGHEST_PROTOCOL is 3 (respectively 4).
+A negative value for the protocol parameter is equivalent to setting its value to HIGHEST_PROTOCOL.
+
+.. ipython:: python
+
+   df = pd.DataFrame({
+       'A': np.random.randn(1000),
+       'B': 'foo',
+       'C': pd.date_range('20130101', periods=1000, freq='s')})
+
+Using an explicit protocol parameter
+
+.. ipython:: python
+
+   df.to_pickle("data.pkl", protocol=2)
+   rt = pd.read_pickle("data.pkl")
+   rt
 
 
 .. _whatsnew_0210.api_breaking: