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This addresses #1016.
The changes were way simpler than I thought, but it only saves about 33% of memory. That's still quite good, I think.
Due to the streaming, I had to remove a log message, as it is no longer possible to count the downloaded data before consuming it.
Any suggestions for code improvements are welcome, and I have not run any benchmarks yet, on how much memory it is saving. The 33% come from looking at the memory usage of Python in my system monitor.