I have a combination of RIC and a timestamps called let's say 'time' from 2024-05-27 to 2024-06-07. The combination represent trades for which I want to pulled data.
I tried using the get_history() function from the RD library and find historic BID and ASK prices at 1 minutes interval.
Since I have close to 10K unique RIC for which want historic prices, I tried to divide those 10K into chunks of 50 and make a request for each individual chunk.