Hello, looking for some wisdom!

What I am trying to do for a couple of days is to find an efficient and lightweight way to simply request 65 30-minutes bars each monday before trading starts, make calculations on this dataset and never request any more data during the week, so no need in additional data requests and rolling windows. Btw, I don't even need the full 30min bars, just 30min closes would be enough.

One more complication is that I need to make it not for just one vehicle but for the list of symbols.

How u would approach this guys?

thank an advance, sorry I've been unable to find a solution by myself.