Thanks for reaching out about this, and welcome to our Developer Community!
At this time, our List User Chat Messages endpoint does not support a date range, though this is a great suggestion. At the moment, you will need to query by individual day. I’m happy to share this feedback, but would also encourage you to submit this as a feature request if you’re so inclined: #feature-requests
In regards to identifying the 1st date of a channel’s messages, the best way to do so would be to check in the Zoom Client. Our API does not currently return this information unless it’s queried directly.