Hello r042wal,
Who is your data vendor?
If you are using Reuters Datalink, you have a symbol list in the symbol database.
If you want to create datasheet and download the data, take the steps below.
1. Open The Downloader
2. File - New - Security
3. This will bring you to the "New Securities" dialog box.
4. Under the heading of "Folder" is where you decide the name and location of the new folder.
5. Once you have decided on a name and location hit the look-up button.
6. This will bring you to the "Symbol Database"
7. Under Type select the proper item in this case "Stocks-Canadian"
8. Under Group select the proper item.
9. You can search by either name or symbol or in case if you want all of the symbols added you can hit the "Select All" button to select the entire list.
10. If want to add lists to the new folder all you need to do is highlight the first security in the list and while holding down the shift key highlight the last security in the list. That will highlight everything in the list.
11. Hit ok.
12. This will bring you back to the "New Security" dialog box.
13. Name and symbol will say multiple because we are adding more than one security.
14. Make sure the "First Date" is set back to first date you wish to collect data for.
15. Hit ok.
16. It will ask if you want to create the folder, yes.
17. Once you click yes, window will disappear.
18. Now, go to Tools menu and select "Download prices" This will open "Select securities window."
19. Select the folder from the Left side of the window and highlight it.
20. Click Add button in the middle.
21. Click OK in the Select securities window.
22. Click OK on the "Vendor Selection" Window.
System will now start collecting the data.
Please let us know if you have any questions. =)