I am not using any API as of now. I am here to understand if an API can solve my issue.
I am using Windows.
I need to extract tick history data for a specific time window and for specific non-consecutive dates. E.g. I want to extract some fields of CLc1 between 10:00 and 11:00 ET for 11/12/2022, 01/03/2023, and 23/06/2023.
I have 800 of such dates, and the only solutions I have found so far is to create a report template for each one of the 800 dates and manually download the data.
Is there a way I can use an API to automatise the extraction?
How do I get started?
Downloading the data for all days and then discarding the ones I do not need is not a solution, as I have memory constraints.
My desired output is a csv file for each date.