Geopandas exports corrupt shapefile

I'm trying to create a df through a geojson url, merge it with a df created out of a SQL query, and create a shapefile from the output. The shapefile output has everything (.cpg, .dbf, .prj, .shp, and .shx) but has a total size of 5kb

import geopandas as gpd
import pandas as pd
import numpy as np

pd.set_option('display.max_rows', 500)
pd.set_option('display.max_columns', 500)
pd.set_option('display.width', 1000)

url = 'https://opendata.arcgis.com/datasets/92f70ea894ef47a582bb0d656aa4aa7d_0.geojson'
df = gpd.read_file(url)
df.to_file('rentals.shp')

I've parsed it out so Pycharm doesn't even make a shapefile using this simple code. I've set it up in a conda environemnt and I'm using geopandas 0.6.1.

It prints the gdf but the shapefile gives the error code (Process finished with exit code -1073740791 (0xC0000409). When I try to open the shapefile in ArcGIS it errors out