Can I download an entire data feed in one step?
Nasdaq Data Link offers both free and premium data.
Free data may not be bulk downloaded.
Premium data may be bulk download in one step. You must be subscribed to a premium data feed in order to bulk download it.
Note also that data on Nasdaq Data Link comes in two formats: time-series and tables. You can learn more about these formats here.
To bulk download premium data that is in time-series format, please see the following links:
Bulk downloading using R
To bulk download premium data that is in tables format, please see the following links: