Retrieve as frequently as you wish. We don't charge by the number of batches, and smaller batches make it simpler to track down errors. I agree with Bruce that daily financial statements aren't meaningful, but it is a useful "reasonableness" check to make sure that all the transactions are flowing to the accounts you expect. Also, Ledger 9.0A will warn if an account has an unexpected balance (debit or credit).
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Andrew Bates