I'd like to get through the REST API historical price data (10 years) for a stock. I want the tick closest to 17:00:00. ¿Is there a way of getting just the series with "17:00 price" for the 10 years? I don't want to download every tick and I don't want to make a different request for each day and tick
@alvaro.canencia, I'm sorry to say there is no such call available.
You do not mention which type of price you want at 17:00 ?
I'm thinking maybe you could request Intraday hourly bars; this would dramatically diminish the size of data you would retrieve. That call delivers several fields that might be of use to you: Close Ask, Close Bid, Last, Open, Open Ask, Open Bid. Would that be of use ?
If not, then effectively the only way is to make a request for tick data for a time range of a few minutes around 17:00, and pick out the price closest to 17:00, but this method will take a certain time, due to the overhead of each request.