How to download a file from webpage by python request module?

I can directly download a file that is around 50 megabytes, but when I use python request to do so, it does not work. It returns:

 r = sss.get(url, stream=True, headers=my_headers)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/requests-2.8.1-py2.7.egg/requests/sessions.py", line 480, in get
    return self.request('GET', url, **kwargs)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/requests-2.8.1-py2.7.egg/requests/sessions.py", line 468, in request
    resp = self.send(prep, **send_kwargs)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/requests-2.8.1-py2.7.egg/requests/sessions.py", line 576, in send
    r = adapter.send(request, **kwargs)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/requests-2.8.1-py2.7.egg/requests/adapters.py", line 426, in send
    raise ConnectionError(err, request=request)
requests.exceptions.ConnectionError: ('Connection aborted.', BadStatusLine("''",))

Here is my url I used: https://aosreports2.corp.XXX.com/DOSSIER/?period=Date+Range&report_period=Current&start_date=2016-02-28&end_date=2016-03-15&data=bookings&low_val=&high_val=&search_var=none&search_vals=&run=Download&m%5B%5D=Gross+USD+Value&m%5B%5D=Attach+BTB+USD&m%5B%5D=Net+Units&r%5B%5D=Channel&r%5B%5D=Region&r%5B%5D=Country+GLOBALLOBS&r%5B%5D=Order+Method&r%5B%5D=Cancel+Reason&r%5B%5D=Cancel+Reason+Type&r%5B%5D=Product+LOB&r%5B%5D=Product+Sub+Family&r%5B%5D=Product+Class&f%5B%5D=Sales+District+Category&f%5B%5D=Channel&f%5B%5D=Finance+Region&f%5B%5D=Order+Product+Type&salesDistCat%5B%5D=Sales&chnl%5B%5D=ONL&finRgn%5B%5D=Greater+China&ordProdType%5B%5D=STANDARD+ORDER&radio%5B%5D=a_v&altTax%5B%5D=a_v&bpItem%5B%5D=a_v&bpSubItem%5B%5D=a_v&cpnId%5B%5D=a_v&createTool%5B%5D=a_v&lnecreateTool%5B%5D=a_v&crosBrdr%5B%5D=a_v&csfID%5B%5D=a_v&custGrp%5B%5D=a_v&dsCt%5B%5D=a_v&emeaShip1%5B%5D=a_v&finInd%5B%5D=a_v&giftCd%5B%5D=a_v&giftEligInd%5B%5D=a_v&multiCrdInd%5B%5D=a_v&iCustNt%5B%5D=a_v&busAdd%5B%5D=a_v&busAddItm%5B%5D=a_v&iphLk%5B%5D=a_v&itmShpcnd%5B%5D=a_v&prtlDel%5B%5D=a_v&oneClick%5B%5D=a_v&payId%5B%5D=a_v&persInd%5B%5D=a_v&preAuth%5B%5D=a_v&qotInd%5B%5D=a_v&Requote_Ind%5B%5D=a_v&refurbInd%5B%5D=a_v&replOrder%5B%5D=a_v&retailStrId%5B%5D=a_v&runRate%5B%5D=a_v&salesQuote%5B%5D=a_v&slsOrg%5B%5D=a_v&shipCondCd%5B%5D=a_v&sapNte%5B%5D=a_v&tmsFlg%5B%5D=a_v&shipFlg%5B%5D=a_v&preFlg%5B%5D=a_v&sigRsn%5B%5D=a_v&shiPlnt%5B%5D=a_v&shipQuote%5B%5D=a_v&smbTierGrp%5B%5D=a_v&soldCust%5B%5D=a_v&sftID%5B%5D=a_v&thdPtypic%5B%5D=a_v&volOrdQty%5B%5D=a_v&vatflg%5B%5D=a_v&multiAdd%5B%5D=a_v&shipCompFlg%5B%5D=a_v&woHld%5B%5D=a_v

What is the problem?