diff --git a/polygon/rest/base.py b/polygon/rest/base.py
index 3885db18..69d06dde 100644
--- a/polygon/rest/base.py
+++ b/polygon/rest/base.py
@@ -41,6 +41,7 @@ def __init__(
 
         self.headers = {
             "Authorization": "Bearer " + self.API_KEY,
+            "Accept-Encoding": "gzip",
             "User-Agent": f"Polygon.io PythonClient/{version}",
         }