import urllib.request
req = urllib.request.Request('http://www.voidspace.org.uk')
with urllib.request.urlopen(req) as response:
the_page = response.read()
try:
from urllib.request import Request, urlopen # Python 3
except ImportError:
from urllib2 import Request, urlopen # Python 2
req = Request(url)
req.add_header('apikey', 'xxx')
response = urlopen(req)