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I wish reddit would allow me to download all my comments.

Apparently it's not possible since they're all archived, because reddit constantly regenerate its webpages.

You can download them from google:

Run an SQL over all comments of everyone

edit: so only comments till october. 6 months old, that is when they become archived. Guess google has only the archived comments.

You can also download them from their original mirror at pushshift[1]

PS: that BQ you linked is maintained by fhoffa[2]

Original mirror? But the BQ has 2019_10 while the pushshift has only up 2019-09

Apologies let me clarify: Pushshift has a live api that mirrors reddit which you can use to compile a more recent dataset[0].

The uploader of that BQ has cited Pushshift as their source[1].

PS: In the next couple of days the batched archive data for Q4 of 2019 as well as Q1 of 2020 will be available[2]