Data Retrieval

import datetime

startdate = datetime.datetime( 2008, 10, 1, 9, 15, 0)

while True:     
     enddate =  startdate  + datetime.timedelta(days=100)

     # fetch historical data here for 100 days from startdate to enddate.

     # This next line will set the start date for next iteration to the next date after enddate.
     startdate = enddate + datetime.timedelta(days=1)