well it is relatively easy to write it(for last 10k data). you just need to run it ~3-4 times a day for minute or two(you could have computer that is 24 hours on if you want it automated). so if you want 14 days of data you need to wait 14 days to collect it.
where it gets complicated is if you want last 14 days of data where you run into numerous limitations. you need to run program for ~1 day to get last 14 days of data(it becomes 13 at that time). i could speed it up, but it would look like ddos attack and could get me banned.
btw i run it automated, but i dont have computer on 24 hours daily so sometimes i need to run script to fetch data that i didnt get if i notice it. that is why you may see gaps in data.