I was wondering whether even in theory is possible to generally have daily history data but only for some of the days have M1 history (and use it).

The motivation is that I trade many assets, but very very infrequently and only intraday for 1 day. So instead of downloading full M1 history for all the assets which would take a month from my broker, I wanted to download just the days I needed for the backtesting. Since those are earnings, they are well defined.

I am a little bit confused if this is possible at all and how I would approach this.
Sounds like AssetFrame and TimeFrame could be useful for skipping periods with no data until the date that has M1 history, then running at 1-minute intervals (or maybe running at 1-minute intervals the whole time and skipping zero-intraday data?)

Also, does the data have to be stored as M1 with many empty periods, or can it be mixed?

Thank you for any pointers.