def request(self, url, params={}, headers={}):
        """
        Retrieve SDMX messages.
        If needed, override in subclasses to support other data providers.

        :param url: The URL of the message.
        :type url: str
        :return: the xml data as file-like object
        """
        # Generate current config. Merge in any given headers
        cur_config = self.config.copy()
        if 'headers' in cur_config:
            cur_config['headers'] = cur_config['headers'].copy()
            cur_config['headers'].update(headers)
        else:
            cur_config['headers'] = headers

        with closing(requests.get(url, params=params, **cur_config)) as response:
            if response.status_code == requests.codes.OK:
                # Prepare the temp file. xml content will be
                # stored in a binary file, json in a textfile.
                if (response.headers.get('Content-Type')
                        and ('json' in response.headers['Content-Type'])):
                    enc, fmode = response.encoding, 'w+t'
                else:
                    enc, fmode = None, 'w+b'
                # Create temp file ensuring 2to3 compatibility
                if str_type == str:  # we are on py3
                    source = STF(
                        max_size=self.max_size, mode=fmode, encoding=enc)
                else:
                    # On py27 we must omit the 'encoding' kwarg
                    source = STF(max_size=self.max_size, mode=fmode)
                for c in response.iter_content(chunk_size=1000000,
                                               decode_unicode=bool(enc)):
                    source.write(c)

            else:
                source = None
            code = int(response.status_code)
            if 400 <= code <= 499:
                raise response.raise_for_status()
            return source, response.url, response.headers, code
Retrieve SDMX messages.
        If needed, override in subclasses to support other data providers.

        :param url: The URL of the message.
        :type url: str
        :return: the xml data as file-like object