How to represent Unicode encoded strings in Python?

I am translating a program from Java to Python.

In the source code of the Java program, the strings use the "\u000x" encoding for a few characters. As I understand, this is the unicode representation of the character and x is a hexadecimal code for that character.

In Java program the string is declared as:

data = "~\\GJ_F^A\u001eXJ]NK\u0018!"

How do I represent this in Python?

The above string has two encoded characters:

\u001e
\u0018

Thanks.