Use python requests to download CSV

To simplify these answers, and increase performance when downloading a large file, the below may work a bit more efficiently.

import requests
from contextlib import closing
import csv
from codecs import iterdecode

url = "http://download-and-process-csv-efficiently/python.csv"

with closing(requests.get(url, stream=True)) as r:
    reader = iterdecode(csv.reader(r.iter_lines(), 'utf-8'), 
                        delimiter=',', 
                        quotechar='"')
    for row in reader:
        print(row)

By setting stream=True in the GET request, when we pass r.iter_lines() to csv.reader(), we are passing a generator to csv.reader(). By doing so, we enable csv.reader() to lazily iterate over each line in the response with for row in reader.

This avoids loading the entire file into memory before we start processing it, drastically reducing memory overhead for large files.

You can also use the DictReader to iterate dictionaries of {'columnname': 'value', ...}

import csv
import requests

response = requests.get('http://example.test/foo.csv')
reader = csv.DictReader(response.iter_lines())
for record in reader:
    print(record)

This should help:

import csv
import requests

CSV_URL = 'http://samplecsvs.s3.amazonaws.com/Sacramentorealestatetransactions.csv'


with requests.Session() as s:
    download = s.get(CSV_URL)

    decoded_content = download.content.decode('utf-8')

    cr = csv.reader(decoded_content.splitlines(), delimiter=',')
    my_list = list(cr)
    for row in my_list:
        print(row)

Ouput sample:

['street', 'city', 'zip', 'state', 'beds', 'baths', 'sq__ft', 'type', 'sale_date', 'price', 'latitude', 'longitude']
['3526 HIGH ST', 'SACRAMENTO', '95838', 'CA', '2', '1', '836', 'Residential', 'Wed May 21 00:00:00 EDT 2008', '59222', '38.631913', '-121.434879']
['51 OMAHA CT', 'SACRAMENTO', '95823', 'CA', '3', '1', '1167', 'Residential', 'Wed May 21 00:00:00 EDT 2008', '68212', '38.478902', '-121.431028']
['2796 BRANCH ST', 'SACRAMENTO', '95815', 'CA', '2', '1', '796', 'Residential', 'Wed May 21 00:00:00 EDT 2008', '68880', '38.618305', '-121.443839']
['2805 JANETTE WAY', 'SACRAMENTO', '95815', 'CA', '2', '1', '852', 'Residential', 'Wed May 21 00:00:00 EDT 2008', '69307', '38.616835', '-121.439146']
[...]

Related question with answer: https://stackoverflow.com/a/33079644/295246

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Edit: Other answers are useful if you need to download large files (i.e. stream=True).

I like the answers from The Aelfinn and aheld. I can improve them only by shortening a bit more, removing superfluous pieces, using a real data source, making it 2.x & 3.x-compatible, and maintaining the high-level of memory-efficiency seen elsewhere:

import csv
import requests

CSV_URL = 'http://web.cs.wpi.edu/~cs1004/a16/Resources/SacramentoRealEstateTransactions.csv'

with requests.get(CSV_URL, stream=True) as r:
    lines = (line.decode('utf-8') for line in r.iter_lines())
    for row in csv.reader(lines):
        print(row)

Too bad 3.x is less flexible CSV-wise because the iterator must emit Unicode strings (while requests does bytes) while the 2.x-only version—for row in csv.reader(r.iter_lines()):—is more Pythonic (shorter and easier-to-read). Anyhow, note the 2.x/3.x solution above won't handle the situation described by the OP where a NEWLINE is found unquoted in the data read.

For the part of the OP's question regarding downloading (vs. processing) the actual CSV file, here's another script that does that, 2.x & 3.x-compatible, minimal, readable, and memory-efficient:

import os
import requests

CSV_URL = 'http://web.cs.wpi.edu/~cs1004/a16/Resources/SacramentoRealEstateTransactions.csv'

with open(os.path.split(CSV_URL)[1], 'wb') as f, \
        requests.get(CSV_URL, stream=True) as r:
    for line in r.iter_lines():
        f.write(line+'\n'.encode())