Comment by ryapric

On mobile so no idea if this a) looks good or b) runs (especially considering the command substitutions, but you could also redirect to temp files instead), but it's just something like this:

    N=0
    while read -r URL; do
      data="$(curl "$URL")" || { printf 'error fetching data\n' && exit 1 ; }
      prop="$(jq '.data[].someProp' <<< "$data" || { printf 'error parsing JSON response\n' && exit 1 ; }
      grep -v "filter" <<< "$prop" > "$N.data" || { printf 'error searching for filter text\n' && exit 1 ; }
      N="$((N+1))"
    done < ./links.txt

bash also has e.g. functions, so you could abstract that error handling out. Like I said, not that weird.

Edit: oh good, at least the formatting looks ok.