diff --git a/setup.py b/setup.py
index 684f32d1e7898..3464169e8d8d1 100755
--- a/setup.py
+++ b/setup.py
@@ -758,6 +758,7 @@ def pxd(name):
                                         'parser/data/*.bz2',
                                         'parser/data/*.txt',
                                         'parser/data/*.tar',
+                                        'parser/data/*.zip',
                                         'parser/data/*.tar.gz',
                                         'sas/data/*.csv',
                                         'sas/data/*.xpt',