Is there any way your library allows to grab the intraday delivery data as well?

I am unable to understand the question. So frame them like you are a teacher. Before framing them, have a look here → [Feature Request] Nsetools_get_quote is not fetching Delivery data and Delivery % - #12 by dexter

If you are asking multiple questions write them numerically and pointwise. Note, I reply to all the queries but I may take some time. Right now I am busy with the content strategy of something. But I will get back.