nyse=FinancialData["NYSE:*","Lookup"];
nasdaq=FinancialData["NASDAQ:*","Lookup"];
symlist=Join[nyse,nasdaq];
data=FinancialData[symlist,All,Method->"Legacy"];
It takes a lot time, and about the first half of the time is the "raw retrieval" time, and then the other half is some internal processing. Do I use stupid way to retrieve that data? Can this be sped up? Probably not the first half (retrieval), but perhaps something can be done about the second half?
And yes, I rebooted and refreshed the paclets.