Handling HTTP status messages and multiple returns
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Generally you shouldn't import on the inside of a function. import at the top of a file.
Your constructed URL shouldn't use a series of +. You should be using the % formatting operator or str.format(). This will also avoid calling str(0).
None of your elses are necessary. You return before each of them, so you can simply continue writing the rest of the function afterward.
If I were you, I would simply return s_details['data']. Decomposing the payload into a series of lists isn't really useful, and if it is indeed useful for your application, it should be done in a separate function.
Returning an error string to indicate an error is a bad idea. You should raise an exception instead.