import os
import ftplib

ftp = ftplib.FTP('ssd.jpl.nasa.gov')
ftp.login()
ftp.cwd('pub/eph/planets/ascii/de431')
files = ftp.nlst()
for f in files:
    with open("E:/de431/" + f, 'wb') as h:
        ftp.retrbinary("RETR " + f, h.write)