I used to download EOD history data with yahoo api until yahoo stopped the service last week. Now I 'm trying the IB API with which there are a lot of limitation, such like you can't send over 60 requests in 10 minutes. But I hope I can download 1000 stocks' day data one time. Has anyone any ideas to speed the day data download from ib api?
Try https://www.quandl.com/data/WIKI-Wiki-EOD-Stock-Prices for 3000 stocks free with no etf's and an api.
That was the solution to the yahoo problem until they closed it down. Search threads from the last month.
Not correct if you're downloading OHLC bars of 1 minute or longer. Read foot note #1 at the bottom of this page: http://interactivebrokers.github.io/tws-api/historical_limitations.html#gsc.tab=0