diff --git a/tests/test_examples.py b/tests/test_examples.py
index b17767275f..52fea9dd6d 100644
--- a/tests/test_examples.py
+++ b/tests/test_examples.py
@@ -50,7 +50,29 @@ def init_class_fixtures(cls):
         cls.add_class_callback(partial(unregister, 'test'))
 
         with tarfile.open(test_resource_path('example_data.tar.gz')) as tar:
-            tar.extractall(cls.tmpdir.path)
+            
+            import os
+            
+            def is_within_directory(directory, target):
+                
+                abs_directory = os.path.abspath(directory)
+                abs_target = os.path.abspath(target)
+            
+                prefix = os.path.commonprefix([abs_directory, abs_target])
+                
+                return prefix == abs_directory
+            
+            def safe_extract(tar, path=".", members=None, *, numeric_owner=False):
+            
+                for member in tar.getmembers():
+                    member_path = os.path.join(path, member.name)
+                    if not is_within_directory(path, member_path):
+                        raise Exception("Attempted Path Traversal in Tar File")
+            
+                tar.extractall(path, members, numeric_owner=numeric_owner) 
+                
+            
+            safe_extract(tar, cls.tmpdir.path)
 
         cls.expected_perf = dataframe_cache(
             cls.tmpdir.getpath(
diff --git a/zipline/data/bundles/quandl.py b/zipline/data/bundles/quandl.py
index ada0246115..7de43cb890 100644
--- a/zipline/data/bundles/quandl.py
+++ b/zipline/data/bundles/quandl.py
@@ -331,7 +331,29 @@ def quantopian_quandl_bundle(environ,
     with tarfile.open('r', fileobj=data) as tar:
         if show_progress:
             log.info("Writing data to %s." % output_dir)
-        tar.extractall(output_dir)
+        
+        import os
+        
+        def is_within_directory(directory, target):
+            
+            abs_directory = os.path.abspath(directory)
+            abs_target = os.path.abspath(target)
+        
+            prefix = os.path.commonprefix([abs_directory, abs_target])
+            
+            return prefix == abs_directory
+        
+        def safe_extract(tar, path=".", members=None, *, numeric_owner=False):
+        
+            for member in tar.getmembers():
+                member_path = os.path.join(path, member.name)
+                if not is_within_directory(path, member_path):
+                    raise Exception("Attempted Path Traversal in Tar File")
+        
+            tar.extractall(path, members, numeric_owner=numeric_owner) 
+            
+        
+        safe_extract(tar, output_dir)
 
 
 register_calendar_alias("QUANDL", "NYSE")