How to download large number of files from a folder in a website?

I need to download historical data from a website (https://www.nseindia.com/products/content/equities/equities/archieve_eq.htm). It is possible to manually download data by selecting each date and then clicking on download but it seems a very tiring and time consuming job.

On the above link, I need to download (Bhavcopy (PR.zip)) for all dates. Here is what I have found out. Let us say I select (Bhavcopy PR.zip)) and date as 15-05-2012, then the link for downloading file is https://www.nseindia.com/archives/equities/bhavcopy/pr/PR150512.zip .

Now, if I simply change the date in the link to 160512 i.e. https://www.nseindia.com/archives/equities/bhavcopy/pr/PR160512.zip and paste it in the address bar, then I can get data for 16-05-12.

So it seems there are two ways to get all the zip files which I need:

1) Download all contents of folder https://www.nseindia.com/archives/equities/bhavcopy/pr/

2) Write a loop which generates all dates and get data for each date through the links generated by the loop.

Please help with either of the way above. I have very little experience of scripting and I am using Windows machine. Any code or link to code will be very useful in achieving my goal.

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