How to download .m3u8 in once time

The correct way to concat multiple video files from m3u8 playlist is

ffmpeg -i "http://example.com/chunklist.m3u8" -codec copy file.mp4

• the m3u8 playlist can be on web or locally in directory
  • it contains list of file paths relative to the playlist
• -codec copy to avoid encoding (which takes time)
• container type matters:
  • *.mp4 is fine but it seems little slow to mux when playlist is fetched from web
  • *.mkv or *.ts worked best for me