I think we do NOT need as high level as API. Probably R or Python may give us a few line (without connection to company login), using program connection from google or yahoo quote. Anyone have experience with R? Please direct me a few line, possible with library() and require() in R command. Appreciated. PS) If that is done, I guess that we can get it for the last 2000 daily close of 500 equities, which is a matrix with 2000 rows and 500 columns