Quicker way to copy MP4

Quicker way to copy MP4

 

Is it possible to copy the .ts file rather than downloading mp4 files from the sites. I have the m3u8 link for a movie, that I can play directly into VLC. When I sniff, I can see the segments with .ts files. The total movie is about 1.5gb file, how do I copy them and make it into one mp4 file again?

Please help.

Thanks