Retrieving Detailed History from Past Day Efficiently

[lparkh]

Suppose I want the price at a minute by minute level for a given stock for a particular time period on a particular day say 3 months back. So I want minute bars from say 9:30 am to 12:30 am, on that particular day. Right now it appears I can not simply request that data but must instead request data from 9;30 to to 12:30 for every single day back until that day. That can be a lot of data!
Put simply I would like to skip on the intervening data that history seems to want to retreive.
A related question if nothing more efficient is possible is is there a way to simply get an historic quote for a particular minute of a particular day in the past without retrieving intervening history?

Thanks, hope my question is clear enough,
Lin

[Guest]

No, currently that is not availale. Most users want all data for a specific range of days, so we have not created functions to do that.