At the moment I use the Datascope rest api to retrieve historical data from which I can build models. I have the elektron websocket api set up to receive realtime data and use a combination of these to make market predictions. I have the realtime stream running through the night on most weeknights and the issue I have is that sometimes there are problems at my end, ranging from poor connectivity to poor coding on my part, that mean the machine breaks down.
I would like to be able to just do a bulk download to catch up the data that I may have missed for that day whilst I've been asleep but my historic downloads are about 5 hours behind realtime and I don't think it's possible to use the realtime api to go back in time. I'm assuming that there must be some way of using Datascope to do this but I haven't been able to find it.
Any help on this would be great.