The APIs are primarily intended for integration in application with a need to retrieve information at runtime. If you intend to use the data statically (e.g. classification using Machine Learning), please, download the data you need at once.
REST, for Representational state tranfer, is a standard in design of stateless web API.
GraphQL is a relatively new data query and manipulation language to design API. It allows to create more complex queries to retreive only the necessary data and might be more suitable for complex workflows.