Is your feature request related to a problem? Please describe.
A big gap in the market data API is the lack of getting "market wide" snapshot and aggregate data. You can specify a list of symbols, but there's an upper bound per request and you first need to retrieve all Assets. Having market-wide snapshots is needed for scanners / screeners.
Describe the solution you'd like
Make a single API call to get snapshots for every active symbol today.
Make a single API call to get daily aggregates for every active symbol for a given date.
Describe alternatives you've considered
Send multiple requests, covering every symbol in the market (requires retrieving all Assets first)
Is your feature request related to a problem? Please describe. A big gap in the market data API is the lack of getting "market wide" snapshot and aggregate data. You can specify a list of symbols, but there's an upper bound per request and you first need to retrieve all Assets. Having market-wide snapshots is needed for scanners / screeners.
Describe the solution you'd like
Describe alternatives you've considered
Additional context