To quickly get all the data from this page and all the sub pages:
You will need to run the following on a UBUNTU box
Open a terminal
mkdir finra-historical && mkdir all-years && mkdir downloads && cd finra-historical/downloads
wget -r -np -c -H https://www.finra.org/filing-reporting/trf/trf-regulation-sho-2020
after the scrape completes type
mv regsho.finra.org ../allyears
cd ../
rm -R downloads
This will move only the downloads you want, over to the directory called all-years, and it will delete all the data that is extra
