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Python/Pandas How to get columns names AND values from a sql query

I try to export the result of a query from mysql to a excel sheet. I use Msqlconnector, pandas librarys and i did that.

import mysql.connector
import pandas as pd

db = mysql.connector.connect(
  host="SQLServer",
  user="sqlusr",
  password="usrpasswd",
  database="sqldb"
)

cur = db.cursor()
cur.execute("SELECT * FROM direction_prix_proxi.matrice_sigma" \
                " LEFT JOIN direction_pri.trans_int_prix_gen using(SIGMA, UV)" \
                " LEFT JOIN direction_pri.trans_int_prix_module using(SIGMA, UV)" \
                " LEFT JOIN direction_pri.trans_int_vol1an_hors_module using(SIGMA, UV)" \
                " LEFT JOIN direction_pri.trans_int_vol1an_module using(SIGMA, UV);")

df = pd.DataFrame(cur.fetchall())
df.to_excel(file_path1, index = False, header=True)

It works but the columns names are not in the excel sheet, i have numbers instead.

I found that there is a function For get the columns names but i didnt succeed to implement it in the result.

print(cur.column_names)

Other solution i found:

result = cur.fetchall()
    num_fields = len(cur.description)
    field_names = [i[0] for i in cur.description]
    print(field_names)

    for value in result:
        print(value)

It displays the result in console, i want storage it in a data frame for export it on excel. How can i do that?

thanks

I'm not sure about using a cursor, but I use the following format when doing this and it works.

import mysql.connector
import pandas as pd

db_conn = mysql.connector.connect(
  host="SQLServer",
  user="sqlusr",
  password="usrpasswd",
  database="sqldb"
)

query = """SELECT * FROM direction_prix_proxi.matrice_sigma
            LEFT JOIN direction_pri.trans_int_prix_gen using(SIGMA, UV)
            LEFT JOIN direction_pri.trans_int_prix_module using(SIGMA, UV)
            LEFT JOIN direction_pri.trans_int_vol1an_hors_module using(SIGMA, UV)
            LEFT JOIN direction_pri.trans_int_vol1an_module using(SIGMA, UV);
        """

df = pd.read_sql(query, db_conn)
df.to_excel(file_path1, index = False, header=True)

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