Quandl is a provider of alternative data products for investment professionals, and offers an easy way to download data, also via a Python library.

A good starting place for financial data would be the WIKI Prices database, which contains stock prices, dividends, and splits for 3,000 US publicly traded companies. The drawback of this database is that as of April, 2018, it is no longer supported (meaning there is no recent data). However, for purposes of getting historical data or learning how to access the databases, it is more than enough.

We use the same example that we used in the previous recipe – we download Apple's stock prices for the years 2000-2010.