One option is to issue command LCD /QOPENSYS in the FTP session, it creates the files in the IFs with MGET (you will then have to copy the files via the CPYFRMSTMF command).
The second option is to write an FTP script with ls (the disk will produce a list with the names of the files in the remote FTP directory, you can then loop the file and transfer the files one at a time.
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