Download files from https://pubmlst.org/bigsdb?db=pubmlst_saureus_seqdef&page=downloadAlleles

download_script.py

import urllib

def main():
    base_url = "https://pubmlst.org/bigsdb?db=pubmlst_saureus_seqdef&page=downloadAlleles&locus="

    for number in xrange(1, 2940):
        # i.e. SAUR0001
        file = "SAUR" + '{:0>4}'.format(number)
        filename = file + '.fas'
        url = base_url + file
        print('Downloading....' + filename)
        urllib.urlretrieve(url, filename)
        print(filename + ' Downloaded')
        print('-----------------')


if __name__ == '__main__':
    main()
    print('Done!!')