Tradingest, are you referring to price data? If so yes that is possible. What program are you presently using to download the data?
-FXCM API Support
I use this script using Zorro to download the data
// Update M1 price history of all assets
function run()
{
NumYears = 9;
while(loop(Assets))
assetHistory(Loop1,1);
quit();
}