This is possible by downloading it with a script. Example for Google:

Code:
void main()
{
	string MyAsset = "SPY";
	string URL = strf("https://www.google.com/finance/historical?q=%s&startdate=01-Jan-2000&output=csv",MyAsset);
	string Content = http_transfer(URL,0);
	if(!Content) return;
	file_write("History\\history.csv",Content,0);
	dataNew(1,0,7);
	if(!dataParse(1,"%d-%b-%y,f3,f1,f2,f4,f6","History\\history.csv"))
			return;
	dataSave(1,strf("History\\%s.t6",MyAsset));
}