To gather detailed trade data daily, the speaker developed a program to download it since the required data wasn't available through the API. They faced a challenge with the short-lived login cookie, so they implemented a two-step login process using their one password integration for security. After obtaining a JSON web token, they could access the API to fetch and save the required data. For some instances, they needed to use fetch requests, adjust methods, and headers. They mentioned the 'fetch cookie on node' plugin as a helpful tool eliminating the manual cookie tracking hassle, by automatically adding the cookie to subsequent requests.

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