diff --git a/docs/source/whatsnew.rst b/docs/source/whatsnew.rst
index 6c246e6..c637790 100644
--- a/docs/source/whatsnew.rst
+++ b/docs/source/whatsnew.rst
@@ -6,6 +6,8 @@ What's New
 
 New features, bug fixes, and improvements for each release.
 
+.. include:: whatsnew/v0.2.2.rst
+
 .. include:: whatsnew/v0.2.1.rst
 
 .. include:: whatsnew/v0.2.0.rst
diff --git a/docs/source/whatsnew/v0.2.2.rst b/docs/source/whatsnew/v0.2.2.rst
new file mode 100644
index 0000000..ed0bb99
--- /dev/null
+++ b/docs/source/whatsnew/v0.2.2.rst
@@ -0,0 +1,13 @@
+v0.2.1
+------
+
+Highlights
+~~~~~~~~~~
+
+* Fixes bug where ``DailyFilings`` and ``MasterFilings`` does not use correct URLs when calling `save` method (thanks to alpbozkurt!)
+
+Contributors
+~~~~~~~~~~~~
+
+- jackmoody11
+- alpbozkurt
\ No newline at end of file
diff --git a/secedgar/__init__.py b/secedgar/__init__.py
index fc79d63..020ed73 100644
--- a/secedgar/__init__.py
+++ b/secedgar/__init__.py
@@ -1,1 +1,1 @@
-__version__ = '0.2.1'
+__version__ = '0.2.2'
diff --git a/secedgar/filings/_base.py b/secedgar/filings/_base.py
index ebbe5e2..ddd526b 100644
--- a/secedgar/filings/_base.py
+++ b/secedgar/filings/_base.py
@@ -34,7 +34,8 @@ class AbstractFiling(ABC):
             kwargs: Anything to be passed to requests when making GET request.
 
         Returns:
-            urls (list): List of urls for txt files to download.
+            urls (dict): Dictionary of urls for txt files to download.
+                Keys are lookup terms and values are list of URLs.
         """
         pass  # pragma: no cover
 
@@ -69,3 +70,19 @@ class AbstractFiling(ABC):
         allowed = string.digits + string.ascii_letters + string.whitespace
         stripped = "".join(c for c in path if c in allowed)
         return stripped.replace(" ", "_")
+
+    def _check_urls_exist(self):
+        """Wrapper around `get_urls` to check if there is a positive number of URLs.
+
+        .. note:: This method will not check if the URLs are valid. Simply if they exist.
+
+        Raises:
+            ValueError: If no URLs exist, then ValueError is raised.
+
+        Returns:
+            urls (dict): Result of `get_urls` method.
+        """
+        urls = self.get_urls()
+        if all(len(urls[cik]) == 0 for cik in urls.keys()):
+            raise ValueError("No filings available.")
+        return urls
diff --git a/secedgar/filings/_index.py b/secedgar/filings/_index.py
index 10d4638..95bb216 100644
--- a/secedgar/filings/_index.py
+++ b/secedgar/filings/_index.py
@@ -27,7 +27,7 @@ class IndexFilings(AbstractFiling):
         self._master_idx_file = None
         self._filings_dict = None
         self._paths = []
-        self._urls = []
+        self._urls = {}
 
     @property
     def client(self):
@@ -115,16 +115,19 @@ class IndexFilings(AbstractFiling):
             # Will have CIK as keys and list of FilingEntry namedtuples as values
             self._filings_dict = {}
             FilingEntry = namedtuple(
-                "FilingEntry", ["cik", "company_name", "form_type", "date_filed", "file_name"])
+                "FilingEntry", ["cik", "company_name", "form_type", "date_filed", "file_name",
+                                "path"])
             # idx file will have lines of the form CIK|Company Name|Form Type|Date Filed|File Name
             entries = re.findall(r'^[0-9]+[|].+[|].+[|][0-9\-]+[|].+$', idx_file, re.MULTILINE)
             for entry in entries:
                 fields = entry.split("|")
+                path = "Archives/{file_name}".format(file_name=fields[-1])
+                entry = FilingEntry(*fields, path=path)
                 # Add new filing entry to CIK's list
                 if fields[0] in self._filings_dict:
-                    self._filings_dict[fields[0]].append(FilingEntry(*fields))
+                    self._filings_dict[fields[0]].append(entry)
                 else:
-                    self._filings_dict[fields[0]] = [FilingEntry(*fields)]
+                    self._filings_dict[fields[0]] = [entry]
         return self._filings_dict
 
     def make_url(self, path):
@@ -138,28 +141,6 @@ class IndexFilings(AbstractFiling):
         """
         return "{base}{path}".format(base=self.client._BASE, path=path)
 
-    def get_paths(self, update_cache=False):
-        """Gets all paths for given day.
-
-        Each path will look something like
-        "edgar/data/1000228/0001209191-18-064398.txt".
-
-        Args:
-            update_cache (bool, optional): Whether urls should be updated on each method call.
-                Defaults to False.
-
-        Returns:
-            urls (list of str): List of urls.
-        """
-        if len(self._paths) == 0:
-            for entries in self.get_filings_dict().values():
-                for entry in entries:
-                    # Will be of the form
-                    self._paths.append(
-                        "Archives/{file_name}".format(
-                            file_name=entry.file_name))
-        return self._paths
-
     def get_urls(self):
         """Get all URLs for day.
 
@@ -168,43 +149,38 @@ class IndexFilings(AbstractFiling):
         Returns:
             urls (list of str): List of all URLs to get.
         """
-        if len(self._urls) == 0:
-            paths = self.get_paths()
-            self._urls = [self.make_url(path) for path in paths]
+        if not self._urls:
+            filings_dict = self.get_filings_dict()
+            self._urls = {company: [self.make_url(entry.path) for entry in entries]
+                          for company, entries in filings_dict.items()}
         return self._urls
 
     def save_filings(self, directory):
         """Save all filings.
 
-        Will store all filings for each unique company name under a separate subdirectory
+        Will store all filings for each unique CIK under a separate subdirectory
         within given directory argument.
 
         Ex:
         my_directory
         |
-        ---- Apple Inc.
+        ---- CIK 1
              |
              ---- ...txt files
-        ---- Microsoft Corp.
+        ---- CIK 2
              |
              ---- ...txt files
 
         Args:
-            directory (str): Directory where filings should be stored. Will be broken down
-                further by company name and form type.
+            directory (str): Directory where filings should be stored.
         """
-        self.get_filings_dict()
-        for filings in self._filings_dict.values():
-            # take the company name from the first filing and make that the subdirectory name
-            clean_company_name = self.clean_directory_path(filings[0].company_name)
-            subdirectory = os.path.join(directory, clean_company_name)
-            # TODO: Clean company name to make valid directory name (get rid of special characters)
-            make_path(subdirectory)
-            for filing in filings:
-                filename = self.get_accession_number(filing.file_name)
-                filing_path = os.path.join(
-                    subdirectory, filename)
-                url = self.make_url(filename)
-                data = requests.get(url).text
-                with open(filing_path, 'w') as f:
+        urls = self._check_urls_exist()
+
+        for company, links in urls.items():
+            for link in links:
+                data = requests.get(link).text
+                path = os.path.join(directory, company)
+                make_path(path)
+                path = os.path.join(path, self.get_accession_number(link))
+                with open(path, "w") as f:
                     f.write(data)
diff --git a/secedgar/filings/filing.py b/secedgar/filings/filing.py
index 3af48af..7759b3a 100644
--- a/secedgar/filings/filing.py
+++ b/secedgar/filings/filing.py
@@ -191,23 +191,6 @@ class Filing(AbstractFiling):
         # Takes `count` filings at most
         return txt_urls[:self.count]
 
-    def _get_accession_numbers(self, links):
-        """Gets accession numbers given list of links.
-
-        Of the form https://www.sec.gov/Archives/edgar/data/<cik>/
-        <first part of accession number before '-'>/<accession number>-index.htm.
-
-        Args:
-            links (list): List of links to extract accession numbers from.
-
-        Returns:
-            List of accession numbers for given links.
-        """
-        self._accession_numbers = [self.get_accession_number(
-            link).replace('-index.htm', '') for link in links]
-        return self._accession_numbers
-
-    # TODO: break this method down further
     def save(self, directory):
         """Save files in specified directory.
 
@@ -223,9 +206,7 @@ class Filing(AbstractFiling):
         Raises:
             ValueError: If no text urls are available for given filing object.
         """
-        urls = self.get_urls()
-        if all(len(urls[cik]) == 0 for cik in urls.keys()):
-            raise ValueError("No filings available.")
+        urls = self._check_urls_exist()
 
         for cik, links in urls.items():
             for link in links:
diff --git a/setup.cfg b/setup.cfg
index 51b50a0..e749bba 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -1,2 +1,7 @@
 [flake8]
-max-line-length = 100
\ No newline at end of file
+max-line-length = 100
+
+[tool:pytest]
+markers =
+    smoke: marks tests as smoke tests (deselect with -m not smoke)
+    slow: marks tests as slow (deselect with -m not slow)
\ No newline at end of file

diff --git a/secedgar/tests/filings/test_daily.py b/secedgar/tests/filings/test_daily.py
index 1ae926a..a29f373 100644
--- a/secedgar/tests/filings/test_daily.py
+++ b/secedgar/tests/filings/test_daily.py
@@ -54,18 +54,18 @@ class TestDaily:
             DailyFilings(bad_date)
 
     @pytest.mark.parametrize(
-        "url",
+        "key,url",
         [
-            "http://www.sec.gov/Archives/edgar/data/1000228/0001209191-18-064398.txt",
-            "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046093.txt",
-            "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046095.txt",
-            "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046101.txt",
-            "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046102.txt"
+            ("1000228", "http://www.sec.gov/Archives/edgar/data/1000228/0001209191-18-064398.txt"),
+            ("1000275", "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046093.txt"),
+            ("1000275", "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046095.txt"),
+            ("1000275", "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046101.txt"),
+            ("1000275", "http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046102.txt")
         ]
     )
-    def test_get_urls(self, mock_daily_quarter_directory, mock_daily_idx_file, url):
+    def test_get_urls(self, mock_daily_quarter_directory, mock_daily_idx_file, key, url):
         daily_filing = DailyFilings(datetime(2018, 12, 31))
-        assert url in daily_filing.get_urls()
+        assert url in daily_filing.get_urls()[key]
 
     def test_get_listings_directory(self, mock_daily_quarter_directory):
         assert DailyFilings(datetime(2018, 12, 31)).get_listings_directory().status_code == 200
@@ -134,11 +134,11 @@ class TestDaily:
     @pytest.mark.parametrize(
         "subdir,file",
         [
-            ("HENRY_SCHEIN_INC", "0001209191-18-064398.txt"),
-            ("ROYAL_BANK_OF_CANADA", "0001140361-18-046093.txt"),
-            ("NOVAVAX_INC", "0001144204-18-066754.txt"),
-            ("BROOKFIELD_ASSET_MANAGEMENT_INC", "0001104659-18-075315.txt"),
-            ("BANK_OF_SOUTH_CAROLINA_CORP", "0001225208-18-017075.txt")
+            ("1000228", "0001209191-18-064398.txt"),
+            ("1000275", "0001140361-18-046093.txt"),
+            ("1000694", "0001144204-18-066754.txt"),
+            ("1001085", "0001104659-18-075315.txt"),
+            ("1007273", "0001225208-18-017075.txt")
         ]
     )
     def test_save(self, tmp_data_directory,
diff --git a/secedgar/tests/filings/test_master.py b/secedgar/tests/filings/test_master.py
index f08bfbd..cf90359 100644
--- a/secedgar/tests/filings/test_master.py
+++ b/secedgar/tests/filings/test_master.py
@@ -65,11 +65,11 @@ class TestMaster:
     @pytest.mark.parametrize(
         "subdir,file",
         [
-            ("SAGE_CAPITAL_LP", "9999999997-02-056978.txt"),
-            ("BETHLEHEM_STEEL_CORP_DE", "0000011860-94-000005.txt"),
-            ("CAPITAL_HOLDING_CORP", "0000017206-94-000007.txt"),
-            ("DATAPOINT_CORP", "0000205239-94-000003.txt"),
-            ("CLARK_REFINING__MARKETING_INC", "0000950131-94-000025.txt"),
+            ("1095785", "9999999997-02-056978.txt"),
+            ("11860", "0000011860-94-000005.txt"),
+            ("17206", "0000017206-94-000007.txt"),
+            ("205239", "0000205239-94-000003.txt"),
+            ("20762", "0000950131-94-000025.txt"),
         ]
     )
     def test_save(self, tmp_data_directory,

Daily filings with DailyFilings class all have "404 - Not Found" content
**Describe the bug**
With DailyFilings usage, 'save_filings' method of IndexFilings class generates wrong URLs for calls to 'requests.get', which results in "404 - Not Found" page in all downloaded files. I.e: URL: http://www.sec.gov/0001140361-20-015873.txt

Interstingly, 'get_urls' method generates correct URL list but 'save_filings' method don't use it and generates URLs in some other way, which is wrong.

Also, the accompanying tests don't check the downloaded content, so 404 page content is not caught by those tests.

**To Reproduce**
Steps to reproduce the behavior:
1. filings_client = DailyFilings(date)
2. filings_client.get_urls() # correct URLs listed
3. filings_client.save(folder) # All files have 404 page content

**Expected behavior**
'save' method for DailyFilings should generate correct URLs and download filings, not 404 page content.

**Possible Fix**
In 'save_filings' method of 'IndexFilings' class:

<< url = self.make_url(filename)

>> archive_filename = "Archives/%s" % filing.file_name # may not work with Python < 3 ?
>> url = self.make_url(archive_filename)

Tested this in Python 3.8

A better fix might be the use of 'get_urls' the way 'Filing.save' method does.

I can create a PR for whichever way you choose.

**Desktop (please complete the following information):**
Ubuntu 20.04 


secedgar/tests/filings/test_daily.py::TestDaily::test_get_urls[1000228-http://www.sec.gov/Archives/edgar/data/1000228/0001209191-18-064398.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_get_urls[1000275-http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046093.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_get_urls[1000275-http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046095.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_get_urls[1000275-http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046101.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_get_urls[1000275-http://www.sec.gov/Archives/edgar/data/1000275/0001140361-18-046102.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_save[1000228-0001209191-18-064398.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_save[1000275-0001140361-18-046093.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_save[1000694-0001144204-18-066754.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_save[1001085-0001104659-18-075315.txt] secedgar/tests/filings/test_daily.py::TestDaily::test_save[1007273-0001225208-18-017075.txt] secedgar/tests/filings/test_master.py::TestMaster::test_save[1095785-9999999997-02-056978.txt] secedgar/tests/filings/test_master.py::TestMaster::test_save[11860-0000011860-94-000005.txt] secedgar/tests/filings/test_master.py::TestMaster::test_save[17206-0000017206-94-000007.txt] secedgar/tests/filings/test_master.py::TestMaster::test_save[205239-0000205239-94-000003.txt] secedgar/tests/filings/test_master.py::TestMaster::test_save[20762-0000950131-94-000025.txt]
secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date0-1] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date1-1] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date2-2] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date3-2] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date4-3] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date5-3] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date6-4] secedgar/tests/filings/test_daily.py::TestDaily::test_quarter[date7-4] secedgar/tests/filings/test_daily.py::TestDaily::test_idx_filename[date0-master.20200101.idx] secedgar/tests/filings/test_daily.py::TestDaily::test_idx_filename[date1-master.20200331.idx] secedgar/tests/filings/test_daily.py::TestDaily::test_idx_filename[date2-master.20200401.idx] secedgar/tests/filings/test_daily.py::TestDaily::test_idx_filename[date3-master.20200630.idx] secedgar/tests/filings/test_daily.py::TestDaily::test_bad_date_format_fails[1.0] secedgar/tests/filings/test_daily.py::TestDaily::test_bad_date_format_fails[12] secedgar/tests/filings/test_daily.py::TestDaily::test_bad_date_format_fails[12/31/2018] secedgar/tests/filings/test_daily.py::TestDaily::test_get_listings_directory secedgar/tests/filings/test_daily.py::TestDaily::test_get_master_idx_file[HENRY secedgar/tests/filings/test_daily.py::TestDaily::test_get_master_idx_file[ROYAL secedgar/tests/filings/test_daily.py::TestDaily::test_get_master_idx_file[NOVAVAX secedgar/tests/filings/test_daily.py::TestDaily::test_get_master_idx_file[BROOKFIELD secedgar/tests/filings/test_daily.py::TestDaily::test_get_master_idx_file[PERUSAHAAN secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2018-1-1-1] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2017-5-1-2] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2016-6-30-2] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2015-7-1-3] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2014-9-30-3] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2013-10-1-4] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2012-11-20-4] secedgar/tests/filings/test_daily.py::TestDaily::test_path_property[2011-12-31-4] secedgar/tests/filings/test_daily.py::TestDaily::test_no_params secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple0-010294] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple1-123194] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple2-950101] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple3-950102] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple4-980101] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple5-980102] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple6-19980331] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple7-19980401] secedgar/tests/filings/test_daily.py::TestDaily::test_master_idx_date_format[date_tuple8-19990101] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[-1-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[0.0-TypeError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[1990-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[1991-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[1992-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[1993-TypeError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_year[1993.0-TypeError] secedgar/tests/filings/test_master.py::TestMaster::test_good_year secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[0.0-TypeError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[1.0-TypeError0] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[1-TypeError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[1.0-TypeError1] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[0-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[5-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[6-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_bad_quarter[2020-ValueError] secedgar/tests/filings/test_master.py::TestMaster::test_good_quarters secedgar/tests/filings/test_master.py::TestMaster::test_idx_filename_is_always_the_same[2018-1] secedgar/tests/filings/test_master.py::TestMaster::test_idx_filename_is_always_the_same[2019-2] secedgar/tests/filings/test_master.py::TestMaster::test_idx_filename_is_always_the_same[2020-3] secedgar/tests/filings/test_master.py::TestMaster::test_clean_path[Apple secedgar/tests/filings/test_master.py::TestMaster::test_clean_path[Microsoft secedgar/tests/filings/test_master.py::TestMaster::test_clean_path[Bed, secedgar/tests/filings/test_master.py::TestMaster::test_clean_path[Company