How do I save an XML file locally from a website using Python and requests module?

I'm using Python for a web scraping project, and I bumped into this URL that downloads a XML file to my PC.

Is there a way I can access the XML file that's downloaded when you click the link? I'm ok with saving the XML locally if that's the only way, but I have no idea how to do so.

I've tried using the requests module, but I get the byte string when doing so.

import requests

r = requests.get(
    "https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601"
)

print(r.content)

Solution

You need to specify the request headers to download from that specific site.

Here is how i did it:

import requests

filename = "file.xml"
url = "https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601"
headers = {
    'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,*/*;q=0.8'
}

r = requests.get("https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601", headers=headers)

with open(filename, "wb") as file:
    file.write(r.content)