short

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