How can i sort futures historical candles for multiple pairs across multiple timeframes

I’m downloading historical candlestick data for multiple crypto pairs across different timeframes from the binance api, i would like to know how to sort this data according to pair and timeframe and check which pair on which timeframe executes my code, the following code is what i use to get historical data

 import requests

class BinanceFuturesClient:

def __init__(self):
    self.base_url = ""

def make_requests(self, method, endpoint, data):
    if method=="GET":
    response = requests.get(self.base_url + endpoint, params=data)
    return response.json()

def get_symbols(self):
    symbols = []
    exchange_info = self.make_requests("GET", "/fapi/v1/exchangeInfo", None)
    if exchange_info is not None:
        for symbol in exchange_info['symbols']:
            if symbol['contractType'] == 'PERPETUAL' and symbol['quoteAsset'] == 'USDT':

    return symbols

def initial_historical_data(self, symbol, interval):
    data = dict()
    data['symbol'] = symbol
    data['interval'] = interval
    data['limit'] = 35
    raw_candle = self.make_requests("GET", "/fapi/v1/klines", data)
    candles = []
    if raw_candle is not None:
        for c in raw_candle:
    return candles[:-1]

running this code

print(binance.initial_historical_data("BTCUSDT", "5m"))

will return this as the output

[55673.63, 55568.0, 55567.89, 55646.19, 55555.0, 55514.53, 55572.46, 55663.91, 
55792.83, 55649.43, 
55749.98, 55680.0, 55540.25, 55470.44, 55422.01, 55350.0, 55486.56, 55452.45, 
55507.03, 55390.23, 
55401.39, 55478.63, 55466.48, 55584.2, 55690.03, 55760.81, 55515.57, 55698.35, 
55709.78, 55760.42, 
55719.71, 55887.0, 55950.0, 55980.47]

which is a list of closes

i want to loop through the code in such a manner that i can return all the close prices for the pairs and timeframes i need and sort it accordingly, i did give it a try but am just stuck at this point

period = ["1m", "3m", "5m", "15m"]
binance = BinanceFuturesClient()
symbols = binance.get_symbols()
for symbol in symbols:
    for tf in period:
        historical_candles = binance.initial_historical_data(symbol, tf)
        # store values and run through strategy