[Python] How to read merged cells in Excel with Python using XLRD library?

I am trying to read merged cells of Excel with Python using xlrd.

My Excel: (note that the first column is merged across the three rows)

A B C
+---+---+----+
1 | 2 | 0 | 30 |
+ +---+----+
2 | | 1 | 20 |
+ +---+----+
3 | | 5 | 52 |
+---+---+----+


I would like to read the third line of the first column as equal to 2 in this example, but it returns ''. Do you have any idea how to get to the value of the merged cell?

My code:

all_data = [[]]
excel = xlrd.open_workbook(excel_dir+ excel_file)
sheet_0 = excel.sheet_by_index(0) # Open the first tab

for row_index in range(sheet_0.nrows):
row= ""
for col_index in range(sheet_0.ncols):
value = sheet_0.cell(rowx=row_index,colx=col_index).value
row += "{0} ".format(value)
split_row = row.split()
all_data.append(split_row)


What I get:

'2', '0', '30'
'1', '20'
'5', '52'


What I would like to get:

'2', '0', '30'
'2', '1', '20'
'2', '5', '52'

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