As I write this I am downloading the European Space Agency’s Gaia Data Release 2 data files. It is going to take some time to do this as there is information on more than 1 billion stars which is in excess of 40GB of compressed csv files each between 2 and 5 MB.
I found a cool program to do this. It is called “Internet Download Manager” and it lets you walk a list of files on a website and transfer them to your computer. It’s like downloading the Universe.