diff --git a/.gitignore b/.gitignore
index d0cd8e131a..934fd19861 100644
--- a/.gitignore
+++ b/.gitignore
@@ -76,3 +76,5 @@ TAGS
 .ipynb_checkpoints/
 
 .gdb_history
+
+.vscode
diff --git a/zipline/utils/run_algo.py b/zipline/utils/run_algo.py
index db33b549bb..533ca88f4e 100644
--- a/zipline/utils/run_algo.py
+++ b/zipline/utils/run_algo.py
@@ -71,7 +71,8 @@ def _run(handle_data,
          print_algo,
          metrics_set,
          local_namespace,
-         environ):
+         environ,
+         data_frame_loaders):
     """Run a backtest for the given algorithm.
 
     This is shared between the cli and :func:`zipline.run_algo`.
@@ -168,9 +169,12 @@ def _run(handle_data,
         def choose_loader(column):
             if column in USEquityPricing.columns:
                 return pipeline_loader
-            raise ValueError(
-                "No PipelineLoader registered for column %s." % column
-            )
+            elif data_frame_loaders and column in data_frame_loaders:
+                return data_frame_loaders[column]
+            else:
+                raise ValueError(
+                    "No PipelineLoader registered for column %s." % column
+                )
     else:
         env = TradingEnvironment(environ=environ)
         choose_loader = None
@@ -285,7 +289,8 @@ def run_algorithm(start,
                   default_extension=True,
                   extensions=(),
                   strict_extensions=True,
-                  environ=os.environ):
+                  environ=os.environ,
+                  data_frame_loaders=None):
     """Run a trading algorithm.
 
     Parameters
@@ -344,6 +349,9 @@ def run_algorithm(start,
     environ : mapping[str -> str], optional
         The os environment to use. Many extensions use this to get parameters.
         This defaults to ``os.environ``.
+    loaders : iterable{PipelineLoader}, optional
+        A dictionary containing custom loaders to include data from external sources
+        in a pipeline.
 
     Returns
     -------
@@ -396,4 +404,5 @@ def run_algorithm(start,
         metrics_set=metrics_set,
         local_namespace=False,
         environ=environ,
+        data_frame_loaders=data_frame_loaders
     )