Dear Sean,
thanks. That was helpful! That means that
data = FinancialData[#, "Price", {{2000}, {2010}, "Day"}] & /@ {"AA", "AXP", "BA", "BAC", "CAT", "CSCO", "CVX", "DD",
"DIS", "GE", "HD", "HPQ", "IBM", "INTC", "JNJ", "JPM", "KO", "MCD",
"MMM", "MRK", "MSFT", "PFE", "PG", "T", "TRV", "UNH", "UTX", "VZ",
"WMT", "XOM"}
still works, which it does! Problem solved.
M