Chessgames provides mechanism for accessing the latest chess games. Unfortunatley, the site is reluctant to offer a single PGN file for the games without premium membership.
This project provides simple Python scripts to merge the games into a single PGN file. It is simple, quick and free.
SmallChess uses this project to generate PGN files for it's apps.
Run build.sh. Please look at build.sh for further details. You might need to install some Python dependencies. Run the script and fix the errors.