I kept getting this error in a python 2 environment. Installing the below modules help solve the warning.
SNIMissingWarning: An HTTPS request has been made, but the SNI (Subject Name Indication) extension to TLS is not available on this platform. This may cause the server to present an incorrect TLS certificate, which can cause validation failures. You can upgrade to a newer version of Python to solve this. For more information, see https://urllib3.readthedocs.io/en/latest/security.html#snimissingwarning.
pip install pyopenssl ndg-httpsclient pyasn1