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for hindcastYear in hindcastYears
    for hindcastMonth in hindcastMonths        
        for hindcastDay in hindcastDays             
            hindcastDate = HindcastYear-hindcastMonth-hindcastDay               
                S2S-request(hindcastDate)

#!/usr/bin/env python
from ecmwfapi import ECMWFDataServer
modelVersionDate = "2014-05-01"
hindcastDate = "2014-04-01"  # The selected hindcast date
server = ECMWFDataServer()
server.retrieve({
    "class": "s2",
    "dataset": "s2s",
    "date": modelVersionDate,
    "expver": "prod",
    "hdate": hindcastDate, 
    "levtype": "sfc",
    "origin": "babj",
    "param": "165",
    "step": "0",
    "stream": "enfh",
    "target": "data.cf.sfc",
    "time": "00",
    "type": "cf",
})

• The objective of this example is to demonstrate how to make a MARS request efficient by iterating properly. 
• It can be used as a starting point however you need to adapt it to your needseg to set the keyword values (eg hindcastYear)  according to your needs, to check CMA availability

 Please note: use the variable "target"  to write each hindcastDate on a separate file .