Here's how to get one day of data out of Nightscout. The trick is in realizing that the field used to define the date is different between different data types, and that different data types are stored in different places. In addition, the API itself has interesting behaviors, for example to switch between tsv, csv, and json outputs, to perform regex based searches, and in some cases bugs to work around.
Mechanics of the search syntax. The API endpoints support a query string syntax used to compose queries.