The Zorro way:

1) In a separate script, download and convert the historical data to a dataset, and save it to t1 or t6 file. This goes in your History folder.
2) Then make an asset list with the stock data you downloaded and the asset you plan on trading.
3) In your trading script: load your asset list and call the stock asset to get its data. Then when you're ready to trade, change to the trading asset.