Python Script to fetch data from a REST API

We have an application that just made REST API available. 

We want to extract data from here and make nice dashboards in PowerBI. So the final goal for this is to be realtime. 

Now the token for the REST API expires every 2 minutes. So we made a python script that fetches the token. Then fetches the data afterwards, using the REST API token that expires every 2 minutes. The final output is a json file. 

I'm currently getting this error when trying to run my Python Script to fetch the data:

Details: "ADO.NET: Python script error.
<pi>urllib3.exceptions.SSLError: Can't connect to HTTPS URL because the SSL module is not available.

During handling of the above exception, another exception occurred:

urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='forsi.dk', port=443): Max retries exceeded with url: /eap/external-rest-api/v2/authentication (Caused by SSLError("Can't connect to HTTPS URL because the SSL module is not available."))

During handling of the above exception, another exception occurred:

requests.exceptions.SSLError: HTTPSConnectionPool(host='forsi.dk', port=443): Max retries exceeded with url: /eap/external-rest-api/v2/authentication (Caused by SSLError("Can't connect to HTTPS URL because the SSL module is not available."))
</pi>"