For some Waltti cities, the vehicle positions are available in GTFS-RT format through the Digitransit MQTT broker and for HSL area, the vehicle positions are available in custom format through the HSL high frequency positioning API. Through those, user doesn't have to download the whole data set but can only receive updates to the relevant vehicles in realtime.
Waltti open data provides GTFS-RT vehicle positions for many cities around Finland and for the HSL region, they are available from the HSL GTFS-RT API. These feeds provide one file per region or city that contains all the vehicles.