I have a large list of stocks (around 5,000)  and want to fetch the historical returns for a few single days for all of them. (Maybe 20 dates in total - non-contiguous.)

Sure, the quantmod package can do this, but yahoo or google will block me after a few requests.  It would also take forever that way.

Does anybody have any ideas on an efficient way to do this.  	

Thanks!

--
Noah Silverman
UCLA Department of Statistics
8208 Math Sciences Building
Los Angeles, CA 90095


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