I need to download a thousand csv files size: 20KB - 350KB. Here is my code so far:
Im using urllib.request.urlretrieve. And with it i download thousand files with size of all of them together: 250MB, for over an hour.
So my question is:
How can I download thousand csv files faster then one hour? 
Thank you!
You are probably not going to be able to top that speed without either a) a faster internet connection both for you and the provider or b) getting the provider to provide a zip or tar.gz format of the files that you need.  
The other possibility would be to use a cloud service such as Amazon to get the files to your cloud location, zip or compress them there and then download the zip file to your local machine.  As the cloud service is on the internet backbone it should have faster service than you.  The downside is you may end up having to pay for this depending on the service you use.
Fastest way to download thousand files using python?