title: Loading JSON into a GeoDataFrame
body: <p>I'm having difficulty loading the following JSON containing GIS data (<a href="https://data.cityofnewyork.us/resource/5rqd-h5ci.json" rel="noreferrer">https://data.cityofnewyork.us/resource/5rqd-h5ci.json</a>) into a GeoDataFrame.</p>
  
  <p>The following code fails when I try to set the geometry.</p>
  
  <pre><code>import requests
  import geopandas as gpd
  data = requests.get("https://data.cityofnewyork.us/resource/5rqd-h5ci.json")
  gdf = gpd.GeoDataFrame(data.json())
  gdf = gdf.set_geometry('the_geom')
  gdf.head()
  </code></pre>