Can you confirm that doing the same number of concurrent downloads without python continues to load quickly? Perhaps the problem is not with your code, but with the fact that your connection receives throttling or a site serving files.
If this is not a problem, you can try the pyprocessing library to implement a multi-processor version instead of a multi-threaded version. If you are using python 2.6, pyprocessing is included in the distribution as multiprocessing . It is very easy to convert multi-threaded code to multi-process code, so it’s worth a try, if only to confirm the problem using streaming.
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