What's the best way to download file using urllib3

Your code snippet is close. Two things worth noting:

1. If you're using resp.data, it will consume the entire response and return the connection (you don't need to resp.release_conn() manually). This is fine if you're cool with holding the data in-memory.

2. You could use resp.read(amt) which will stream the response, but the connection will need to be returned via resp.release_conn().

This would look something like...

import urllib3
http = urllib3.PoolManager()
r = http.request('GET', url, preload_content=False)

with open(path, 'wb') as out:
    while True:
        data = r.read(chunk_size)
        if not data:
            break
        out.write(data)

r.release_conn()

The documentation might be a bit lacking on this scenario. If anyone is interested in making a pull-request to improve the urllib3 documentation, that would be greatly appreciated. :)

The most correct way to do this is probably to get a file-like object that represents the HTTP response and copy it to a real file using shutil.copyfileobj as below:

url = 'http://url_to_a_file'
c = urllib3.PoolManager()

with c.request('GET',url, preload_content=False) as resp, open(filename, 'wb') as out_file:
    shutil.copyfileobj(resp, out_file)

resp.release_conn()     # not 100% sure this is required though