Requests with multiple connections

you could use a module called pySmartDLfor this it uses multiple threads and can do a lot more also this module gives a download bar by default. for more info check this answer

Here's a Python script that saves given url to a file and uses multiple threads to download it:

#!/usr/bin/env python
import sys
from functools import partial
from itertools import count, izip
from multiprocessing.dummy import Pool # use threads
from urllib2 import HTTPError, Request, urlopen

def download_chunk(url, byterange):
    req = Request(url, headers=dict(Range='bytes=%d-%d' % byterange))
    try:
        return urlopen(req).read()
    except HTTPError as e:
        return b''  if e.code == 416 else None  # treat range error as EOF
    except EnvironmentError:
        return None

def main():
    url, filename = sys.argv[1:]
    pool = Pool(4) # define number of concurrent connections
    chunksize = 1 << 16
    ranges = izip(count(0, chunksize), count(chunksize - 1, chunksize))
    with open(filename, 'wb') as file:
        for s in pool.imap(partial(download_part, url), ranges):
            if not s:
                break # error or EOF
            file.write(s)
            if len(s) != chunksize:
                break  # EOF (servers with no Range support end up here)

if __name__ == "__main__":
    main()

The end of file is detected if a server returns empty body, or 416 http code, or if the response size is not chunksize exactly.

It supports servers that doesn't understand Range header (everything is downloaded in a single request in this case; to support large files, change download_chunk() to save to a temporary file and return the filename to be read in the main thread instead of the file content itself).

It allows to change independently number of concurrent connections (pool size) and number of bytes requested in a single http request.

To use multiple processes instead of threads, change the import:

from multiprocessing.pool import Pool # use processes (other code unchanged)

This solution requires the linux utility named "aria2c", but it has the advantage of easily resuming downloads.

It also assumes that all the files you want to download are listed in the http directory list for location MY_HTTP_LOC. I tested this script on an instance of lighttpd/1.4.26 http server. But, you can easily modify this script so that it works for other setups.

#!/usr/bin/python

import os
import urllib
import re
import subprocess

MY_HTTP_LOC = "http://AAA.BBB.CCC.DDD/"

# retrieve webpage source code
f = urllib.urlopen(MY_HTTP_LOC)
page = f.read()
f.close

# extract relevant URL segments from source code
rgxp = '(\<td\ class="n"\>\<a\ href=")([0-9a-zA-Z\(\)\-\_\.]+)(")'
results =  re.findall(rgxp,str(page))
files = []
for match in results:
    files.append(match[1])

# download (using aria2c) files
for afile in files:
    if os.path.exists(afile) and not os.path.exists(afile+'.aria2'):
        print 'Skipping already-retrieved file: ' + afile
    else:
        print 'Downloading file: ' + afile          
        subprocess.Popen(["aria2c", "-x", "16", "-s", "20", MY_HTTP_LOC+str(afile)]).wait()

You can use HTTP Range header to fetch just part of file (already covered for python here).

Just start several threads and fetch different range with each and you're done ;)

def download(url,start):
    req = urllib2.Request('http://www.python.org/')
    req.headers['Range'] = 'bytes=%s-%s' % (start, start+chunk_size)
    f = urllib2.urlopen(req)
    parts[start] = f.read()

threads = []
parts = {}

# Initialize threads
for i in range(0,10):
    t = threading.Thread(target=download, i*chunk_size)
    t.start()
    threads.append(t)

# Join threads back (order doesn't matter, you just want them all)
for i in threads:
    i.join()

# Sort parts and you're done
result = ''.join(parts[i] for i in sorted(parts.keys()))

Also note that not every server supports Range header (and especially servers with php scripts responsible for data fetching often don't implement handling of it).