@Benoit watchlists are either statically defined, or dynamically with the use of an rql lookup or with tags.
Since you're unfamiliar with scripting data sources it may be outside of your capabilities..
What I'd do is:
Use a json data store to store a list of data sources, including the total datapoints and datapoints tagged count.
Load said json stire and iterate through each datasource whilst doing a lookup with an offset.
Each time completing a batch of points, increment the number of points tagged and update the json store file as well to track
once all points tagged are equal to the total points available, move on to the next datasource
Fox