Data selection from BSEG

Hi All.

My requirement is to fetch data from BSEG for whole fiscal year, now problem is that for a single fiscal year there are about 170000 records. Now when i try to select this , i got time exceed error. We also cant inner join or index for BSEG. Is there any way to solve this problem? can we set internally like it will select data inslot like 100000 records at a time? Please suggest me proper solurion..

Thanks.