Your file isn't a CSV or an Excel file. Actual contents are an HTML table (see as follows).
Exchange in {0}, Import(+)/Export(-)
<html>
<body>
<table>
<thead>
<tr>
<td colspan="5">Exchange EE connections in MWh, MW</td>
</tr><tr>
<td colspan="5">Data was last updated 06-01-2021</td>
</tr><tr>
<td></td><td style="text-align:center;">EE net exchange</td><td style="text-align:center;">EE - FI</td><td style="text-align:center;">EE - LV</td><td style="text-align:center;">EE - RU</td>
</tr>
</thead><tbody>
<tr>
<td style="text-align:left;">01-01-2021</td><td style="text-align:right;">14575</td><td style="text-align:right;">20969,0</td><td style="text-align:right;">-4884,0</td><td style="text-align:right;">-1510,0</td>
</tr><tr>
<td style="text-align:left;">02-01-2021</td><td style="text-align:right;">12073</td><td style="text-align:right;">22479,0</td><td style="text-align:right;">-8001,0</td><td style="text-align:right;">-2405,0</td>
</tr><tr>
<td style="text-align:left;">03-01-2021</td><td style="text-align:right;">14321</td><td style="text-align:right;">22540,0</td><td style="text-align:right;">-8259,0</td><td style="text-align:right;">40,0</td>
</tr><tr>
<td style="text-align:left;">04-01-2021</td><td style="text-align:right;">14662</td><td style="text-align:right;">17653,0</td><td style="text-align:right;">-5829,0</td><td style="text-align:right;">2838,0</td>
</tr><tr>
<td style="text-align:left;">05-01-2021</td><td style="text-align:right;">13570</td><td style="text-align:right;">13779,0</td><td style="text-align:right;">-5314,0</td><td style="text-align:right;">5105,0</td>
</tr><tr>
<td style="text-align:left;">06-01-2021</td><td style="text-align:right;">6243</td><td style="text-align:right;"></td><td style="text-align:right;"></td><td style="text-align:right;"></td>
</tr>
</tbody>
</table>
</body>
</html>
Use pd.read_html like so:
import pandas as pd
url = 'https://www.nordpoolgroup.com/48d3ac/globalassets/marketdata-excel-files/exchange-ee-connections_2021_daily.xls'
dfs = pd.read_html(url)
df = dfs[0]
That you can open your file in Excel is because Excel iterates through possible formats until finding something that works. Eg you can make a tab separated values (which should have extension .tsv) file, append .xls and while it isn't an actual horrible spread sheet format (XLS), Excel will still open it normally. It also does this with HTML data.
与恶龙缠斗过久,自身亦成为恶龙；凝视深渊过久,深渊将回以凝视…
