Efficiently Retrieve All Transactions?

Shopify Partner
2 0 3

I am attempting to export all transactions from my shop for external analysis. It appears that transactions are not exported with the Order record (the way you can Line Items are, for instance), but rather, you have to make a separate request per order, as described here: https://help.shopify.com/en/api/reference/orders/transaction#index

This is an extremely inefficient way to retrieve transactions given the rate limiting on the API. It's taking about 2 miuntes to retrieve the transaction of 250 orders (I'm waiting ~200ms between each request to prevent api rate limit errors). Exporting the transactions for all of my orders will take 33 hours.

Is it possible to include the Transactions array on an Order when requesting Orders? If not, is there some other way to more efficiently get these records?