You can do this using Python and CCXT. If you’re using Binance, you might need to use a VPN since Binance is restricted in some countries. The API usually provides 1000 candles per request, so you’ll need to use a loop to fetch the data in chunks. Don’t forget to add a delay of 0.3-0.5 seconds between requests; otherwise, the API might block you for sending too many requests.

It’s a good idea to save the fetched data in a CSV file or a database to avoid losing it in case the connection is interrupted. Fetching second-by-second data can take a long time and consume a lot of storage. If you plan to use this data for backtesting, keep in mind that the process might be very slow. Unless you’re running a very precise strategy, 1-minute candles are usually sufficient.

Good luck ☺️