Introduced data directory for source and added script

Merged Felix Delattre requested to merge feature/add-data-dirs into master

This MR introduces a script execute the provided of each data source. It also makes sure there is a consistent data directory where all of the store their downloaded data.

This is a preparation step for the deployment of the downloaded sources:

\approve @cnievas @ds \rfc @tara

Edited by Felix Delattre

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