Provide more logging and raise exception when xml file is empty

[edkry]

ecb = sdmx.Client("ECB", backend="memory")
params = dict(startPeriod="2024")
data_msg = ecb.data("ICB", params=params)

This runs but gives an error:

File [~/.local/lib/python3.10/site-packages/sdmx/client.py:496](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/ek/DataLab/lsd/~/.local/lib/python3.10/site-packages/sdmx/client.py:496) in get
    msg = reader.read_message(response_content, structure=kwargs.get("dsd", None))
...
...
...
XMLSyntaxError: no element found

What happens is that ICB table is empty for 2024:
https://data-api.ecb.europa.eu/service/data/ICB?startPeriod=2024

My suggestion is to add additional check before using the reader to read message:

if len(response_content) == 0: 
    raise exception(with meaningful text)
msg = reader.read_message(response_content, structure=kwargs.get("dsd", None))

[khaeru]

Hi—thanks, this would indeed be a nice convenience feature for users. A PR would be welcome.

Could you expand a bit more about where specifically you'd like more logging? There are already many log messages created. Which code should log which information?

[edkry]

I can make a PR for sure, would be happy to.

I am thinking what would be the best approach. Logging is not that necessary, raising an exception would be nice, so you can catch it. However, it would be better to return just None if len(response_content) == 0.

What do you think?

[edkry]

Opened a PR to start a discussion on possible change.

#174