Hi, I'm using the Python API with real-time access credentials (no problems connecting). I would like to retrieve, for a specific RIC, the complete set of bid/ask quotes for a specific time window. For example, let's say that at 1101 Tokyo time, I'd like to retrieve all ticks for JPYOIS=TKFX, all tenors, from 1040 to 1100. I don't simply want the latest values (get_snapshot), I'd like to see all of the actual activity during the window.
I do NOT want to open a streaming connection at 1040 and collect values up to 1100, because then I'd have to rely on a glitch-free connection for however many minutes the window might be. I'd like to do a single, synchronous call at 1101, and simply get all the ticks that posted in the time window of interest.
Is this possible, and if so, how would I go about it?