Can I get the exception from the finally block in python?

No, at finally time sys.exc_info is all-None, whether there has been an exception
or not. Use:

try:
  whatever
except:
  here sys.exc_info is valid
  to re-raise the exception, use a bare `raise`
else:
  here you know there was no exception
finally:
  and here you can do exception-independent finalization