diff --git a/requirements.txt b/requirements.txt
index fe720b6..e06a234 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,3 +1,4 @@
+tqdm
 numpy
 scikit-learn
 pandas
diff --git a/setup.cfg b/setup.cfg
index 5d5f94d..055e6d4 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -23,6 +23,7 @@ extend-ignore =
 
 # basic dependencies
 basic =
+    tqdm
     numpy
     scikit-learn
     pandas
diff --git a/setup.py b/setup.py
index 5e9741d..913ec2f 100644
--- a/setup.py
+++ b/setup.py
@@ -44,6 +44,7 @@
     packages=find_packages(exclude=["tests"]),
     include_package_data=True,
     install_requires=[
+        "tqdm",
         "numpy",
         "scikit-learn",
         "pandas",
diff --git a/tsdb/utils/downloading.py b/tsdb/utils/downloading.py
index 0f7a00a..451d84f 100644
--- a/tsdb/utils/downloading.py
+++ b/tsdb/utils/downloading.py
@@ -9,10 +9,12 @@
 import os
 import shutil
 import tempfile
-import urllib.request
 import warnings
 from typing import Optional
 
+import requests
+from tqdm import tqdm
+
 from .logging import logger
 from ..database import DATABASE
 
@@ -54,7 +56,27 @@ def _download_and_extract(url: str, saving_path: str) -> Optional[str]:
 
     # download and save the raw dataset
     try:
-        urllib.request.urlretrieve(url, raw_data_saving_path)
+        with requests.get(url, stream=True) as r:
+            r.raise_for_status()
+            chunk_size = 8192
+            try:
+                size = int(r.headers["Content-Length"])
+            except KeyError:
+                size = None
+
+            with tqdm(
+                unit="B",
+                unit_scale=True,
+                unit_divisor=1024,
+                miniters=1,
+                desc=f"Downloading {file_name}",
+                total=size,
+            ) as pbar:
+                with open(raw_data_saving_path, "wb") as f:
+                    for chunk in r.iter_content(chunk_size=chunk_size):
+                        f.write(chunk)
+                        pbar.update(len(chunk))
+
     except Exception as e:
         shutil.rmtree(saving_path, ignore_errors=True)
         shutil.rmtree(raw_data_saving_path, ignore_errors=True)