it seems to be some error on side of Qlik, because e.g. with Power BI I am able to connect. With Qlik Sense June 2017 I am getting error ACCESS DENIED - Your request has been denied for security reasons
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It is a bit of a frig though, so could be worthwhile searching the web re User_Agent spoofing just in case Eurostat see loads of spoof requests and block them. It may be better instead of using a Value of Spoof to use your name.