I want to download a csv file from a link with request and save it as MSFT.csv.
However, my code return error
File "< stdin >", line 1, in _csv.Error: new-line character seen in unquoted field - do you need to open the file in universal-newline mode?
import requests
import csv
data=requests.get('https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&apikey=demo&datatype=csv'
cr = csv.reader(data)
for row in cr:
    print row
How can I save it with MSFT.csv?
If you need to append row(s) to a CSV file, replace the write mode ( w ) with append mode ( a ) and skip writing the column names as a row ( writer. writerow(column_name) ). You'll see below that Python creates a new CSV file (demo_csv1.
If you're trying to write this data to a CSV file, you can first download it using requests.get, then save each line to a CSV file.
import csv
import requests
url = 'https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&apikey=demo&datatype=csv'
response = requests.get(url)        
with open('out.csv', 'w') as f:
    writer = csv.writer(f)
    for line in response.iter_lines():
        writer.writerow(line.decode('utf-8').split(','))
Alternatively, if you have pandas installed (pip install --user pandas), you can load data by passing a URL directly.
import pandas as pd
df = pd.read_csv(url)   
df.head()
    timestamp    open    high     low   close  adjusted_close    volume  dividend_amount  split_coefficient
0  2019-06-19  135.00  135.93  133.81  135.69          135.69  17946556              0.0                1.0
1  2019-06-18  134.19  135.24  133.57  135.16          135.16  25908534              0.0                1.0
2  2019-06-17  132.63  133.73  132.53  132.85          132.85  14517785              0.0                1.0
3  2019-06-14  132.26  133.79  131.64  132.45          132.45  17821703              0.0                1.0
4  2019-06-13  131.98  132.67  131.56  132.32          132.32  17200848              0.0                1.0
df.to_csv('out.csv')
                        You can achieve it via requests as
import os
import requests
def download_file(url, filename):
    ''' Downloads file from the url and save it as filename '''
    # check if file already exists
    if not os.path.isfile(filename):
        print('Downloading File')
        response = requests.get(url)
        # Check if the response is ok (200)
        if response.status_code == 200:
            # Open file and write the content
            with open(filename, 'wb') as file:
                # A chunk of 128 bytes
                for chunk in response:
                    file.write(chunk)
    else:
        print('File exists')
You can call the function with your url and filename that you want. In your case it would be:
url = 'https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&apikey=demo&datatype=csv'
filename = 'MSFT.csv'
download_file(url, filename)
Hope this helps.
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