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HTTPResponse.msg is documented as a http.client.HTTPMessage object containing the headers of the response [1].
But in fact this is a string containing the status code:
>>> import urllib.request
>>> req=urllib.request.urlopen('http://heise.de')
>>> content = req.read()
>>> type(req.msg)
<class 'str'>
>>> req.msg
'OK'
This value is apparently overriden in urllib/request.py:
./urllib/request.py:1246: # This line replaces the .msg attribute of the HTTPResponse
./urllib/request.py-1247- # with .headers, because urllib clients expect the response to
./urllib/request.py:1248: # have the reason in .msg. It would be good to mark this
./urllib/request.py-1249- # attribute is deprecated and get then to use info() or
./urllib/request.py-1250- # .headers.
./urllib/request.py:1251: r.msg = r.reason
Anyhow, it should be documented, that is not safe to retrieve the headers with HTTPResponse.msg and maybe add HTTPResponse.headers to the documentation.
[1] https://docs.python.org/3/library/http.client.html