Download data simultaneously

Closes # (if applicable).

Changes proposed in this Pull Request

[x] Code changes are sufficiently documented; i.e. new functions contain docstrings and further explanations may be given in doc.
[ ] Unit tests for new features were added (if applicable).
[ ] Newly introduced dependencies are added to environment.yaml, environment_docs.yaml and setup.py (if applicable).
[ ] A note for the release notes doc/release_notes.rst of the upcoming release is included.
[ ] I consent to the release of this PR's code under the MIT license.