convert curl to python
First api expects array of objects, not an object with array ( that's even invalid json) so correct is this:
data = [{"idType":"ID_WERTPAPIER","idValue":"851399","exchCode":"US"}]
Second - api expects json, so use json parameter, not data
r=requests.post('https://api.openfigi.com/v1/mapping', headers={"Content-Type": "text/json"}, json=data)