Index creation throws notFound error

I am using ES 6.2 on ElasticCloud with python ES package and trying to create an index, but keeps getting weird not Found error

>> False

  result = es_connection.indices.create(index="test_index")
except Exception as e:

>>NotFoundError(404, 'Not Found', {'statusCode': 404, 'error': 'Not Found'})   

I don't understand what notFound it is throwing error about? Any idea how to solve this issue?

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