Python script to get JSON data from an online source. Seems to work only with Python 2.

web-api-request.py

import urllib2
import json

opener = urllib2.build_opener()

# An object to collect the results
result = {'episodes':[]}

# Iterate from 1 to 31
for i in range(1, 32):
	# Get the data
	req = urllib2.Request("https://rickandmortyapi.com/api/episode/" + str(i))
	f = opener.open(req)
	res = f.read()
	# Convert it to JSON
	obj = json.loads(res)
	# Append the data to the result 
	result['episodes'].append(obj)

# Write it to a file
writeFile = open('episodes.json', 'wb')
writeFile.write(json.dumps(result))