CTE queries not working using pandas backend

[med2604]

What language are you using?

Python

What version are you using?

Python 3.11.7

What database are you using?

MSSQL

What dataframe are you using?

pandas

Can you describe your bug?

I have a query that utilises CTE in order to create the resulting table which is what I am looking to retrieve from the
sql database.
Using a pandas backend, the query does not work even at its simplest form of utilising only one CTE.
Using a polars backend, when working with one cte it works but fails when more than one cte is mentioned.

What are the steps to reproduce the behavior?

Create a query with a cte.

Database setup if the error only happens on specific data or data type

Table schema and example data

Example query / code

query = (
with
main_table as(select  [UPRN]
      ,[price_estimate]
      ,[confidence]
      ,[Delta]
      ,[Price]
      ,[DateOfTransfer]
      ,[PropertyType]
      ,[postcode]
	  ,left(postcode,len(postcode)-3) as pcd_district
      ,[pc_area]
      ,[fmv_price_estimate]
      ,[fmv_offset_granularity]
      ,[fmv_price_estimate_pct_offset]
  FROM [testing].[dbo].[fmv_test]
where category != 'b'
),
Median_price as(
select pcd_district,
PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY [Price]) OVER (partition by pcd_district) AS Median_price
FROM main_table
group by pcd_district, price
),
Median_estimate as(
select pcd_district,
PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY [price_estimate]) OVER (partition by pcd_district) AS Median_price_estimate
FROM main_table
group by pcd_district, [price_estimate]
),
Median_fmv as (
select pcd_district,
PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY [fmv_price_estimate]) OVER (partition by pcd_district) AS Median_fmv
FROM main_table
group by pcd_district, [fmv_price_estimate]
),
Median_fmv_offset as(
select pcd_district,
PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY [fmv_price_estimate_pct_offset]) OVER (partition by pcd_district) AS Median_fmv_offset
FROM main_table
group by pcd_district, [fmv_price_estimate_pct_offset]
)

select distinct replace(main.pcd_district,' ','') as pcd_district, Median_price, Median_price_estimate, Median_fmv, Median_fmv_offset from main_table main
join Median_estimate on main.pcd_district = Median_estimate.pcd_district
join Median_fmv on main.pcd_district = Median_fmv.pcd_district
join Median_fmv_offset on main.pcd_district = Median_fmv_offset.pcd_district
join Median_price on main.pcd_district = median_price.pcd_district

Python code is as follows:
conn= f"mssql://{username}:{password}@{server}/{database}?driver=SQL+Server"
results = cx.read_sql(conn, query,)

What is the error?

This is the error that I am getting back:
Error connecting to the database or executing the query:
Token error: 'Incorrect syntax near the keyword 'with'.' on server X executing on line 2 (code: 156, state: 1, class: 15)
An exception has occurred, use %tb to see the full traceback.
RuntimeError: Token error: 'Incorrect syntax near the keyword 'with'.' on server X executing on line 2 (code: 156, state: 1, class: 15)

During handling of the above exception, another exception occurred:

SystemExit: 1

[2024-05-01T12:54:48Z ERROR tiberius::tds::stream::token] Incorrect syntax near the keyword 'with'. code=156