Saving trading history from trading website using their API (history not downloadable)

not related to metatrader.

probably with python? the history for EPIC5000 cant be downloaded from their website, neither any other website is using this EPIC5000. so it has to permanently save it with a script and their API. has to be RELIABLE, chart runs 24/7. creating new file every X hours(?). every second new price. 

saving to csv or txt. you will also have set it up by teamviewer on my vps.