You can subscribe for the product data feed for all or any advertisers who have approved you. i am using cj's FTP to get the feed. They send the updated data everyday as a .zip file. you have to run a script to unzip and update/insert your database. Product feed can be subscribed from Account-> services section once you have logged in. coolgadgets4u.com is using CJ product feed to list the products.
yes they will transfer the files automatically, just go to your account, and then settings, or just ask the customer service, i sometimes read "datafeed management" at FAQ. just try it..