I made this .Net exe from previous links to C# code
source code attached.

Put the exe in zorro folder.
Then call it with this in Zorro


var dataFromYahoo(string Code, int mode)
{
string Format;
if (mode == FROM_YAHOO | UNADJUSTED)
Format = "%Y-%m-%d,f3,f1,f2,,f4,f6";//UnadjAdj Close
else if (mode == FROM_YAHOO)
Format = "%Y-%m-%d,f3,f1,f2,f4,,f6";//Adj Close

exec("YahooFinanceAPI.exe", Code, 1);
//exec("YahooFinanceAPI.exe", "AAPL 1",1);
dataNew(1, 0, 7);
int numRecord = dataParse(1, Format, "Historyhistory.csv");
printf("n%s %d records read from YAHOO", Code, numRecord);
dataSave(1, strf("%s.t6", Code));
return numRecord;
}