I'm a mac user. Latest yosemite and itunes installed on my mac. Want to download all data from iCloud photo library and to disable auto upload future. Is there any way to download all photos and videos all at once?
In iPhoto or Aperture preferences on your Mac, select Photos (or Photo Stream) > My Photo Stream > Automatic Import. All of your photo stream photos will import into your Events, Projects, Photos, Faces, and Places folders in iPhoto or Aperture.
From My Photo Stream FAQ
There's a way to do it documented on Tom's Guide
How to Download Your Photos From iCloud
It's also linked on this Apple Discussion
Download all your iCloud photos
If you're on a Windows PC it walks you through installing iCloud for Windows and then configuring it to include Photos, login with your AppleID
There is one very unsatisfactory aspect to the cloud solution which has to do with the file attributes. If you look at the image I just downloaded from my iCloud Photos the creating and modification dates are all wiped out to today's date. I have to instead rely on the image's internal metadata creation date to reconcile this. For video
mp4 files there is no such metadata. This wouldn't be so bad if Apple made the sensible choice to timestamp their filenames like you see on Android.