We load the Quandl stock price datasets covering the US equity markets 2000-18 using pd.IndexSlice to perform a slice operation on the pd.MultiIndex, select the adjusted close price and unpivot the column to convert the DataFrame to wide format with tickers in the columns and timestamps in the rows:

idx = pd.IndexSlice
with pd.HDFStore('../../data/assets.h5') as store:
    prices = store['quandl/wiki/prices'].loc[idx['2000':'2018', :], 
                   'adj_close'].unstack('ticker')

prices.info()
DatetimeIndex: 4706 entries, 2000-01-03 to 2018-03-27
Columns: 3199 entries, A to ZUMZ