gistfile1.fs

let GetAsync(url : string, i : int) = 
    async {
        let req = WebRequest.Create(url)
        let! rsp = req.AsyncGetResponse()
        use stream = (rsp :?> HttpWebResponse).GetResponseStream()
        use zip = new GZipStream(stream, CompressionMode.Decompress)
        use reader = new StreamReader(zip)
        Console.WriteLine("Received page " + i.ToString())
        return reader.ReadToEnd()
    }

let FetchData(maxPage : int) : JsonValue[] =
    [1..maxPage]
    |> Seq.map( fun i -> GetAsync(UrlForPage(i), i))
    |> Async.Parallel
    |> Async.RunSynchronously
    |> Seq.map (fun json -> JsonValue.Parse(json))
...etc...

We can do better :)

let getAsync (i: int) (url: string) = 
    async {
        let req = WebRequest.Create url
        let! rsp = req.AsyncGetResponse()
        use stream = (rsp :?> HttpWebResponse).GetResponseStream()
        use zip = new GZipStream(stream, CompressionMode.Decompress)
        use reader = new StreamReader(zip)
        printfn "Received page %d" i
        return reader.ReadToEnd()
    }

let fetchData (maxPage: int) : JsonValue[] =
    seq { 1 .. maxPage }
    |> Seq.map urlForPage
    |> Seq.mapi getAsync
    |> Async.Parallel
    |> Async.RunSynchronously
    |> Seq.map JsonValue.Parse