Request Sizing

Keep individual historical responses comfortably small. Intraday endpoints cap multi-day requests at one month of data; tick-interval responses for liquid symbols can still run to millions of rows per day.

Rules of thumb:

• Use start_date / end_date windows of one day for tick-level data, one month for minute bars, and as wide as you like for EOD.
• Pin strike and right on option requests unless you genuinely need the whole chain; wildcard chains multiply row counts by the contract count.
• For bulk pulls, split the range and run requests concurrently rather than growing one giant response. Python's split_date_range(start, end) helper yields ready-to-use windows.
• In Rust and Python, switch from the buffered call to the chunk-streaming variant (.stream(handler)) when a response may exceed a few hundred thousand rows — it caps memory regardless of response size.
• Need the entire market for a day? Flat files deliver whole-universe daily archives more efficiently than any per-symbol loop.