Why don't you explore what your brokers platform can provide between their charting capabilities to create virtual securities and the search functions which allow the ability to sort millions of securities on both price action and fundamental data both historically and real-time. This is in all likely what you will be doing eventually once you have the data. It will be faster to use their servers than your laptop to crunch the data and their is no or little cost to access that data... This applies to brokers like TD and IB, etc...