Borrowing an argument from an article talking the speed of Python: focus on what's your bottleneck. If you're worried about the performance of your tool, make sure it's not actually waiting for something else (IO, network, scheduling, ...).
Here, unless you're parsing a large amount of already downloaded files (a website dump, [re]parsing of a long-standing archive etc.), you're not going to get a huge benefit from using a fast parser, because network is going to be the challenging factor.
Keep that in mind.