I would like to extract times and sales (TAS) data for the whole history of a RIC, say HOZ5. To ultimately work with it, I need small files, say one file per day. There are two options to get that
1) make a new request for each day
2) make a single request and later split the gigantic outputfile by other means
The advantage of a single request is that goes much quicker (about 5 minutes no matter whether it is for a day or a whole history). But it is tedious to later split the file (they become too gigantic). So is there (in the context of the C# RestAPI) a third way, in which the output are already separated by, say day?