Connection Error message got while downloading data: HTTP status of the response: 202 As we received a 202, we wait 900 seconds, then poll again (until we receive a 200) Traceback (most recent call last): File "", line 1, in runfile('R:/New Structure/QUANT/Team - files/Piyush/Desktop System Data/Desktop Data/THR_TimeZoneMapped - Integrated - DataOnly_AWS1.py', wdir='R:/New Structure/QUANT/Team - files/Piyush/Desktop System Data/Desktop Data') File "C:\ProgramData\Anaconda2\lib\site-packages\spyder\utils\site\sitecustomize.py", line 880, in runfile execfile(filename, namespace) File "C:\ProgramData\Anaconda2\lib\site-packages\spyder\utils\site\sitecustomize.py", line 87, in execfile exec(compile(scripttext, filename, 'exec'), glob, loc) File "R:/New Structure/QUANT/Team - files/Piyush/Desktop System Data/Desktop Data/THR_TimeZoneMapped - Integrated - DataOnly_AWS1.py", line 45, in uncompressedData1 = THR_TimeZoneMapped_Integrated_Modules_AWS1.requestCode(baseTicker, nContracts, FID, filepath, filename) File "THR_TimeZoneMapped_Integrated_Modules_AWS1.py", line 352, in requestCode r3 = requests.get(requestUrl,headers=requestHeaders) File "C:\ProgramData\Anaconda2\lib\site-packages\requests\api.py", line 72, in get return request('get', url, params=params, **kwargs) File "C:\ProgramData\Anaconda2\lib\site-packages\requests\api.py", line 58, in request return session.request(method=method, url=url, **kwargs) File "C:\ProgramData\Anaconda2\lib\site-packages\requests\sessions.py", line 518, in request resp = self.send(prep, **send_kwargs) File "C:\ProgramData\Anaconda2\lib\site-packages\requests\sessions.py", line 639, in send r = adapter.send(request, **kwargs) File "C:\ProgramData\Anaconda2\lib\site-packages\requests\adapters.py", line 488, in send raise ConnectionError(err, request=request) ConnectionError: ('Connection aborted.', BadStatusLine("''",))