I am working with a constantly updating universe of option underlyings.  For this reason I think for my purposes it is not suitable to use consolidated bars.  The analysis only needs to happen weekly, and each week there could be new tickers in the universe.  Inside OnData I need to access daily historical data for the underlying equities. I would like to access thousands of days of data.  

I am a little uncomfortable with the fact that is seems only Minute Resolution is available for self.History.  Using minute data I'd need to load 390,000 data points to make 1,000 daily bars.  This is a waste of resources, I hope there is a better way.

So for example, on some day, a new equity with options is added to the universe.  On that day, inside OnData, how would I access 2,000 daily bars of equity price history?