Not able to get right cookies from Jira cloud

[amandavarella]

Hi all,

I am authenticating in Jira cloud through a program in R, using: /rest/auth/1/session

I am suceeding and having the following answer:

-> HEAD /rest/auth/1/session HTTP/1.1
-> Host: XXXXXX.atlassian.net
-> Authorization: Basic YW1hbmRhdmFyZWxsYUBnbWFpbC5jb206QVRsYWIyNDU=
-> User-Agent: libcurl/7.51.0 r-curl/2.7 httr/1.2.1
-> Accept-Encoding: gzip, deflate
-> Cookie: atlassian.xsrf.token=9d557787-90ef-4098-a8b1-d06fa17285d4|8a336c865da44ff5a3c3630ccab14928e30dc3bf|lin
-> Accept: application/json
-> Content-Type: application/json
-> 
<- HTTP/1.1 200 OK
<- Server: Atlassian Proxy/0.1.130
<- Vary: Accept-Encoding
<- ATL-vTM-Backend-Time: 443
<- Cache-Control: no-cache, no-store, no-transform
<- Content-Type: application/json;charset=UTF-8
<- Content-Encoding: gzip
<- Strict-Transport-Security: max-age=315360000; includeSubDomains; preload
<- Date: Tue, 10 Oct 2017 23:14:00 GMT
<- X-AREQUESTID: 1394x85469x5
<- Transfer-Encoding: chunked
<- ATL-vTM-Time: 683
<- X-AUSERNAME: admin
<- X-Content-Type-Options: nosniff
<- Connection: Keep-Alive
<- X-Seraph-LoginReason: OK
<- ATL-vTM-Queue-Time: 0
<- 

 The only cookie returned to me is the atlassian.xsrf.token

The piece of code that I have, used to work in Jira server instances, where I used the JSESSIONID, but now, connecting to the cloud I think that JSESSIONID is not being returned anymore.
When I try to do another JQL for example, passing this cookie atlassian.xsrf.token, I am not be able to connect.

I saw in some other threads people mentioning the need of other cookies to connect to the cloud, but I am not receiving this other cookies in my authorization connection.
Could anyone help me?

Thank you!