diff --git a/docs/source/cache.rst b/docs/source/cache.rst
index 18464445..698ac535 100644
--- a/docs/source/cache.rst
+++ b/docs/source/cache.rst
@@ -27,12 +27,15 @@ passing a ``requests_cache.Session`` to ``DataReader`` or ``Options`` using the
 Below is an example with Yahoo! Finance. The session parameter is implemented for all datareaders.
 
 .. ipython:: python
+    :okexcept:
 
     import pandas_datareader.data as web
+    from pandas_datareader.yahoo.headers import DEFAULT_HEADERS
     import datetime
     import requests_cache
     expire_after = datetime.timedelta(days=3)
     session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)
+    session.headers = DEFAULT_HEADERS
     start = datetime.datetime(2010, 1, 1)
     end = datetime.datetime(2013, 1, 27)
     f = web.DataReader("F", 'yahoo', start, end, session=session)
diff --git a/docs/source/conf.py b/docs/source/conf.py
index 69c882f1..5a6047fd 100644
--- a/docs/source/conf.py
+++ b/docs/source/conf.py
@@ -80,7 +80,7 @@
 
 # Write version and build date
 with open("_version.txt", "w") as version_file:
-    doc_date = dt.datetime.now().strftime("%B %-d, %Y")
+    doc_date = dt.datetime.now().strftime("%B %d, %Y")
     version_file.write(f"Version: **{version}** Date: **{doc_date}**\n")
 
 # The language for content autogenerated by Sphinx. Refer to documentation
diff --git a/docs/source/remote_data.rst b/docs/source/remote_data.rst
index a82a7ba8..7d9caa7a 100644
--- a/docs/source/remote_data.rst
+++ b/docs/source/remote_data.rst
@@ -704,8 +704,8 @@ MOEX Data
 =========
 The Moscow Exchange (MOEX) provides historical data.
 
-pandas_datareader.get_data_moex(*args) is equivalent to 
-pandas_datareader.moex.MoexReader(*args).read() 
+``pandas_datareader.get_data_moex(*args)`` is equivalent to
+``pandas_datareader.moex.MoexReader(*args).read()``
 
 .. ipython:: python
 
@@ -739,7 +739,7 @@ Naver Finance Data
 
 Yahoo Finance Data
 ==================
-`Yahoo Finance provides stock market data
+Yahoo Finance provides stock market data
 
 The following endpoints are available:
 
diff --git a/docs/source/whatsnew.rst b/docs/source/whatsnew.rst
index 80c8117e..fbd15114 100644
--- a/docs/source/whatsnew.rst
+++ b/docs/source/whatsnew.rst
@@ -18,6 +18,7 @@ What's New
 
 These are new features and improvements of note in each release.
 
+.. include:: whatsnew/v0.10.0.txt
 .. include:: whatsnew/v0.9.1.txt
 .. include:: whatsnew/v0.9.0.txt
 .. include:: whatsnew/v0.8.0.txt
diff --git a/docs/source/whatsnew/v0.10.0.txt b/docs/source/whatsnew/v0.10.0.txt
new file mode 100644
index 00000000..fb464ceb
--- /dev/null
+++ b/docs/source/whatsnew/v0.10.0.txt
@@ -0,0 +1,31 @@
+.. _whatsnew_0100:
+
+v0.10.0 (July 11, 2021)
+---------------------------
+
+Highlights include:
+
+Bug Fixes
+~~~~~~~~~
+
+- Fixed Yahoo readers which now require headers
+- Fixed other reader
+- Improved compatibility with pandas
+
+Contributors
+~~~~~~~~~~~~
+Thanks to all of the contributors for the 0.10.0 release (based on git log):
+
+- Igor Molnar
+- Kevin Sheppard
+- galashour
+- David Kim
+- Kim Philipp Jablonski
+- Tim Gates
+- Jeff Hale
+- Lukas Halim
+- Simon Garisch
+- Dmitry Alekseev
+
+These lists of names are automatically generated based on git log, and may not
+be complete.
\ No newline at end of file
diff --git a/docs/source/whatsnew/v0.9.0.txt b/docs/source/whatsnew/v0.9.0.txt
index 6df97244..d72999db 100644
--- a/docs/source/whatsnew/v0.9.0.txt
+++ b/docs/source/whatsnew/v0.9.0.txt
@@ -1,39 +1,3 @@
-.. _whatsnew_091:
-
-v0.9.1 (TBD)
-------------
-
-.. contents:: What's new in v0.9.1
-    :local:
-    :backlinks: none
-
-
-.. _whatsnew_091.enhancements:
-
-Enhancements
-~~~~~~~~~~~~
-- Added the method ``test`` to the package to simplify running tests from an
-  installation using
-
-.. code-block:: shell
-
-   python -c "import pandas_datareader; pandas_datareader.test()"
-
-.. _whatsnew_091.api_breaking:
-
-Backwards incompatible API changes
-~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-
-- Immediately deprecated old symbol names for TSP to reflect the new website API
-
-.. _whatsnew_091.bug_fixes:
-
-Bug Fixes
-~~~~~~~~~
-- Update TSP web scraper to new site (:issue:`740`)
-
-.. _whatsnew_090:
-
 v0.9.0 (July 10, 2020)
 ----------------------
 
@@ -54,6 +18,12 @@ Enhancements
 - Added AlphaVantage endpoint to get historical currency exchange rates (:issue:`764`)
 - Improved logging when rate limited (:issue:`745`)
 - Added daily historical data from Naver Finance (:issue:`722`)
+- Added the method ``test`` to the package to simplify running tests from an
+  installation using
+
+.. code-block:: shell
+
+   python -c "import pandas_datareader; pandas_datareader.test()"
 
 .. _whatsnew_090.api_breaking:
 
@@ -72,6 +42,7 @@ Bug Fixes
 ~~~~~~~~~
 - Fix Yahoo Splits for change in format (:issue:`756`)
 - Fixed reading bond yields from Stooq (:issue:`752`)
+- Update TSP web scraper to new site (:issue:`740`)
 - Fixed EconDB reader to use session (:issue:`737`)
 - Fix reading futures data from Stooq (:issue:`718`)
 - Correct NASDAQ symbols fields link (:issue:`715`)
diff --git a/docs/source/whatsnew/v0.9.1.txt b/docs/source/whatsnew/v0.9.1.txt
index 3ec1cb44..d8eb333e 100644
--- a/docs/source/whatsnew/v0.9.1.txt
+++ b/docs/source/whatsnew/v0.9.1.txt
@@ -20,7 +20,7 @@ Enhancements
   from every trading board (ver. 0.9.0 behaviour)
 - Docs for MOEX reedited
 
-.. _whatsnew_080.bug_fixes:
+.. _whatsnew_091.bug_fixes:
 
 Bug Fixes
 ~~~~~~~~~
diff --git a/pandas_datareader/yahoo/daily.py b/pandas_datareader/yahoo/daily.py
index eda47402..0e8a8a7e 100644
--- a/pandas_datareader/yahoo/daily.py
+++ b/pandas_datareader/yahoo/daily.py
@@ -8,7 +8,7 @@
 
 from pandas_datareader._utils import RemoteDataError
 from pandas_datareader.base import _DailyBaseReader
-from pandas_datareader.yahoo._headers import DEFAULT_HEADERS
+from pandas_datareader.yahoo.headers import DEFAULT_HEADERS
 
 
 class YahooDailyReader(_DailyBaseReader):
diff --git a/pandas_datareader/yahoo/_headers.py b/pandas_datareader/yahoo/headers.py
similarity index 100%
rename from pandas_datareader/yahoo/_headers.py
rename to pandas_datareader/yahoo/headers.py
diff --git a/pandas_datareader/yahoo/quotes.py b/pandas_datareader/yahoo/quotes.py
index fba12548..9cb2f95b 100644
--- a/pandas_datareader/yahoo/quotes.py
+++ b/pandas_datareader/yahoo/quotes.py
@@ -5,7 +5,7 @@
 
 from pandas_datareader.base import _BaseReader
 from pandas_datareader.compat import string_types
-from pandas_datareader.yahoo._headers import DEFAULT_HEADERS
+from pandas_datareader.yahoo.headers import DEFAULT_HEADERS
 
 _DEFAULT_PARAMS = {
     "lang": "en-US",