You need to open the file in binary mode:

file = open(fname, 'rb')
response = pickle.load(file)
file.close()

And when writing:

file = open(fname, 'wb')
pickle.dump(response, file)
file.close()

As an aside, you should use with to handle opening/closing files:

When reading:
with open(fname, 'rb') as file:
    response = pickle.load(file)

And when writing:
with open(fname, 'wb') as file:
    pickle.dump(response, file)

Fluent Python is available for free download in PDF format

Fluent Python is available for free download in PDF format

Fluent Python: Clear, Concise, and Effective Programming by Luciano Ramalho

No booshit. 

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