So, I think we are on the same page. It would be nice to have, say, a hundred days of data and each day drop the oldest day and get data for just the single latest day. Currently, the only way to do that would be to down load the 'full' data set with many days and delete all the data that does not relate to the latest day.
Given that we are getting the data at no charge, there are no money issues but there are significant time waiting and cleanup issues.
Fingers crossed that at some future data Alpha Vantage add start/end capabilities to the API.
In the meantime, I will also be looking into the JSON streaming issues.
Thank you for providing the corrected links - and good advice.