Pickle , read in data , unsupported pickle protocol: 3 python 2.7

Beginner here, want to read in data with the file ending p.

My code looks like this :

import pickle

training_file = "/home/sk/CarND-Traffic-Sign-Classifier-Project/train.p"
testing_file = "/home/sk/CarND-Traffic-Sign-Classifier-Project/test.p"
with open(training_file, mode='rb') as f:
    train = pickle.load(f)
with open(testing_file, mode='rb') as f:
    test = pickle.load(f)

I get the following error:

ValueError: unsupported pickle protocol: 3

Can someone point out how i can fix it, either changing protocol or reading in the data some other way ?