# How to get more historical data faster?

**URL:** <https://dev-forum.pyth.network/t/how-to-get-more-historical-data-faster/420>\
**Category:** Benchmarks(Historic Prices)\
**Created:** [September 27, 2025, 2:48am UTC](https://dev-forum.pyth.network/t/how-to-get-more-historical-data-faster/420 "2025-09-27T02:48:57Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![eason](https://avatars.discourse-cdn.com/v4/letter/e/9fc348/32.png) [@eason](https://dev-forum.pyth.network/u/eason)\
**Post date:** [September 27, 2025, 2:48am UTC](https://dev-forum.pyth.network/t/how-to-get-more-historical-data-faster/420/1 "2025-09-27T02:48:57Z")

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Gm, I am currently working on a novel project and would like to utilize Pyth real time price data on EVM. However, I require a large amount of historical data in order to back test my project. With the rate limit of 30 requests every 10 seconds it would take an extremely long time (around 3 weeks of 24hour collection) for me to collect the data required for my backtesting.

Is there anyway to access historical data faster (in particular I am trying to get historic data at specific timestamps), or increase the rate limit?

Thanks.

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**Author:** ![KemarTiti](https://yyz2.discourse-cdn.com/flex034/user_avatar/dev-forum.pyth.network/kemartiti/32/6_2.png) [@KemarTiti](https://dev-forum.pyth.network/u/KemarTiti)\
**Post date:** [September 28, 2025, 1:38pm UTC](https://dev-forum.pyth.network/t/how-to-get-more-historical-data-faster/420/2 "2025-09-28T13:38:09Z")

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Hey @eason

There is no easy way for you to currently do this.

Would you mind emailing your request to marc@pyth.network and mario@pyth.network ?

We should be able to extract data for you

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**Author:** ![eason](https://avatars.discourse-cdn.com/v4/letter/e/9fc348/32.png) [@eason](https://dev-forum.pyth.network/u/eason)\
**Post date:** [September 28, 2025, 4:53pm UTC](https://dev-forum.pyth.network/t/how-to-get-more-historical-data-faster/420/3 "2025-09-28T16:53:28Z")

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Thanks, I’ve emailed them, appreciate it!

Additionally I had one other question: if I wanted to update an on chain price feed on EVM once or multiple times per second, would this still be possible given the Pyth Hermes rate limits?

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**Author:** ![Aditya520](https://yyz2.discourse-cdn.com/flex034/user_avatar/dev-forum.pyth.network/aditya520/32/12_2.png) [@Aditya520](https://dev-forum.pyth.network/u/Aditya520)\
**Post date:** [September 29, 2025, 5:44am UTC](https://dev-forum.pyth.network/t/how-to-get-more-historical-data-faster/420/4 "2025-09-29T05:44:59Z")

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Yes, you can do that. Once you start fetching hermes data on a higher frequency using a dedicated [node provider](https://docs.pyth.network/price-feeds/api-instances-and-providers/hermes#node-providers), you can update prices once or multiple times per second, given the EVM chains have a blocktime \< 1 second.  
You can update multiple pricefeeds in one transaction by sending multiple price feed IDs and fetching the byte array.

For example:  
`curl -X 'GET' \ '``https://hermes.pyth.network/v2/updates/price/latest?ids%5B%5D=e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43&ids%5B%5D=e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43``' \ -H 'accept: application/json'`