• First you need to collect all stock symbols. I scraped http://eoddata.com/ and it served me very well. I scraped for NYSE and NASDAQ and feel free to download the two lists.
  • Next is to download historical price info from Yahoo: 
    npm install yahoo-finance

    'use strict';

var util = require('util');
require('colors');
var yahooFinance = require('yahoo-finance');

var SYMBOL = 'AAPL';

yahooFinance.historical({
  symbol: SYMBOL,
  from: '2012-01-01',
  to: '2012-12-31',
  // period: 'd'
}, function (err, quotes, url, symbol) {
  if (err) { throw err; }
  console.log(util.format(
    '=== %s (%d) ===',
    symbol,
    quotes.length
  ).cyan);
  console.log(url.yellow);
  console.log(
    '%s\n...\n%s',
    JSON.stringify(quotes[0], null, 2),
    JSON.stringify(quotes[quotes.length - 1], null, 2)
  );
});