It appears that the price history retrieve dialog box prefills the From Date with today's date minus one day. For example, if I'm retrieving today (8/7/2011), the To Date is 8/7/2011 and the From Date is 8/6/2011 (today minus 1).
It would be nice if the From Date could determine the last date that prices were retrieved and use that date instead of today minus one.
I believe the Transaction Retrieve dialog does as I'm suggesting. Any chance of implementing that logic for retrieving prices?