Export Jira issues to CSV from Python

I want to query Jira issues automatically from Python and export them to csv. I am using atlassian-python-api library to query Jira and Pandas to export Json to csv. However, I cannot see csv:

import pandas as pd
from atlassian import Jira

jira = Jira(
    url='https://myserver.atlassian.net',
    username='XXXXX',
    password='XXXXX')

JQL = 'project = DEMO and created >= startOfDay()'
data = jira.jql(JQL)

df = pd.DataFrame(data)
df.to_csv('Output.csv') #if I can export to a remote address it would be great

Can anyone please tell me what am I doing wrong? Thanks