diff --git a/examples/orderbook_data/README.md b/examples/orderbook_data/README.md
index 623d84a7c..93e649829 100644
--- a/examples/orderbook_data/README.md
+++ b/examples/orderbook_data/README.md
@@ -27,7 +27,7 @@ pip install arctic  # NOTE: pip may fail to resolve the right package dependency
 2. Please follow following steps to download example data
 ```bash
 cd examples/orderbook_data/
-python scripts/get_data.py qlib_data --target_dir "~/.qlib/orderbook_data" --name orderbook_data
+python get_data.py other_data --target_dir ~/.qlib/other_data/orderbook_data --name highfreq_orderbook_example_data.zip
 ```
 
 3. Please import the example data to your mongo db
diff --git a/qlib/tests/data.py b/qlib/tests/data.py
index 43c75c83e..bbd056522 100644
--- a/qlib/tests/data.py
+++ b/qlib/tests/data.py
@@ -130,6 +130,47 @@ class GetData:
                 logger.warning(f"delete: {_p}")
                 shutil.rmtree(_p)
 
+    def other_data(
+        self,
+        target_dir="~/.qlib/other_data",
+        name=None,
+        version=None,
+        delete_old=True,
+    ):
+        """Specifies a file name to download a file from a remote location.
+
+        Parameters
+        ----------
+        target_dir: str
+            data save directory
+        name: str
+            filename, by default None
+        version: str
+            data version, value from [v1, ...], by default None(use script to specify version)
+        delete_old: bool
+            delete an existing directory, by default True
+
+        Examples
+        ---------
+        # get orderbook data
+        python get_data.py other_data --target_dir ~/.qlib/other_data/orderbook_data --name highfreq_orderbook_example_data.zip
+        When this command is run, the data will be downloaded from this link: https://qlibpublic.blob.core.windows.net/data/default/stock_data/highfreq_orderbook_example_data.zip?{token}
+        -------
+
+        """
+        if name == None:
+            logger.warning("Specify the name of the file to be downloaded.")
+            return
+
+        file_name = f"{version}/{name}"
+        file_name = name if version == None else file_name
+
+        if not self.check_dataset(file_name):
+            logger.warning("The file you specified does not exist in the remote repository.")
+            return
+
+        self.download_data(file_name.lower(), target_dir, delete_old)
+
     def qlib_data(
         self,
         name="qlib_data",
diff --git a/tests/test_workflow.py b/tests/test_workflow.py
index 56a8e80ce..cf17b3d18 100644
--- a/tests/test_workflow.py
+++ b/tests/test_workflow.py
@@ -9,6 +9,8 @@ from qlib.tests import TestAutoData
 
 
 class WorkflowTest(TestAutoData):
+    # Creating the directory manually doesn't work with mlflow,
+    # so we add a subfolder named .trash when we create the directory.
     TMP_PATH = Path("./.mlruns_tmp/.trash")
 
     def tearDown(self) -> None: