I am trying to develop my own alert system using python (Intraday trading). The alerts are basically based on 5 min. charts , 15 mins. charts and 1 hour charts.
Is it possible to get historical data every 5 mins. and every 15 mins. and every 1 hr. instead of getting ticks data? For example, if the time now is 11:31 AM, I would like to get 5 mins. and 15 mins. data of last 100 candlesticks until 11:30 AM and 1 hr. data of last 100 candlesticks until 11:15 AM.
My question here is, is there any limit on the number of calls we make? For 5 mins. data I need to make 75 calls everyday and for 15 mins. data I need to make 25 calls and for 1 hr. I need to make 6 calls everyday for one stock. Total is 106 calls everyday for one stock. There are around 200 stocks I need to observe so that means I have to make around 2200 calls everyday.
So can you please let me know if there is any limit on these number of calls?