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)

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)

Given the quoted base64-encoded message you retrieved,
you can strip " quotes and decode it if you want.

import ast
from base64 import b64decode

>>> r = requests.get("https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601")
>>> assert r.text.endswith('RPg=="')
>>>
>>> print(b64decode(ast.literal_eval(r.text)).decode()[:112])

<?xml version="1.0" encoding="UTF-8"?><DOC_ARQ xmlns="urn:fidc">
  <CAB_INFORM>
    <DT_COMPT>04/2023</DT_COMPT>

The response content will, by default, be base64 encoded.

Therefore:

import requests
import base64

with requests.get('https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601') as response:
    response.raise_for_status()
    with open('/Volumes/G-Drive/foo.xml', 'w') as output:
        output.write(base64.b64decode(response.content).decode())

However, if you add an Accept HTTP header, you can simplify the code as follows:

import requests

headers = {
    'Accept': 'text/html, application/xhtml+xml, application/xml;q=0.9, */*;q=0.8'
}

with requests.get('https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601', headers=headers) as response:
    response.raise_for_status()
    with open('/Volumes/G-Drive/foo.xml', 'w') as output:
        output.write(response.text)

If you're concerned about memory consumption (which could theoretically be an issue if the data being downloaded is very large) then you should consider streaming.

import requests

headers = {
    'Accept': 'text/html, application/xhtml+xml, application/xml;q=0.9, */*;q=0.8'
}

with requests.get('https://fnet.bmfbovespa.com.br/fnet/publico/downloadDocumento?id=465601', headers=headers, stream=True) as response:
    response.raise_for_status()
    with open('/Volumes/G-Drive/foo.xml', 'wb') as output:
        for chunk in response.iter_content(1024):
            output.write(chunk)