This a simple algorithm that downloads all most updated data from the stocks in the SP500 index, for as many day you want and for different frequencies (daily, weekly and monthly).

Packet : 57578850get_ticker_data_fex.zip filelist
Get_Ticker_Data_FEX/
Get_Ticker_Data_FEX/Example_Script.m
Get_Ticker_Data_FEX/Get_Tickers_Data.m
Get_Ticker_Data_FEX/sqq_msp/
Get_Ticker_Data_FEX/sqq_msp/sqq_msp.m
Get_Ticker_Data_FEX/sqq_msp/StockQuoteQuery.m
Get_Ticker_Data_FEX/tickers.txt

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