Reading values from mySQL (located on a Pi) to arduino mega using python?

Using Arduino Networking, Protocols, and Devices
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And you are not using the usb port on the Mega? The tx and rx pins are also connected to the usb port.

Are you connected to a TTL serial port on the Pi and not a RS-232 port, or are you using a device like the MAX232 to convert the signal levels from TTL to RS232?