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Questions about historical fundamental statistics from Yahoo Finance i.e. the intraQuarter.zip

Wonderful tutorials and wonderful speaker! I have spent half a year on all these tutorials. Thank you for your time and sharing. By the way, some comments on youtube under your videos are quite mean. They do not know how to appreciate and say thanks. Hope they do not bother you.

I have a question about the Scikit Learn Machine Learning for investing Tutorial with Python p. 4.
How did you get all the HTML files? To be more specific, how did you get the website for the fundamental statistics of firms "in the past"? I just cannot find the right page on Yahoo Finance. This is the only part in the whole Scikit Learn Machine Learning for investing Tutorial with Python that I cannot handle by myself now.

I mean the dataset on "https://pythonprogramming.net/getting-data-machine-learning/", the intraQuarter.zip. If you can give me some hint or share your code downloading them,  I would really appreciate it.

Again, thanks by all means. You are my teacher in Python, data analysis in finance, machine learning, etc. lol!