l van Veen,
I just tried your example. I copied and pasted your commands into M v10.0.2 one by one. After the first line:
data = FinancialData["AS:INGA", "OHLCV", {{2014, 1, 1}, {2015, 1, 1}}];
M10 quickly stated: "Initializing FinancialData Indices". I am a new user to Mathematica and have only logged about 10 hours. After the next 2 lines, I did get the chart. Here is a screen shot of the chart. The chart does work correctly.
However, I could not make the data go past 01/01/2015 even if I manually changed the date on the chart to 03/09/2015. When I changed the first command line to {{2014, 1, 1}, {2015, 3, 9}} and re-evaluated all 3 lines, I did receive the same "$Aborted" error message you received. Later, I did not force Mathematica 10 to retrieve more than approximately 11 months of stock data for a single chart, from 2014-05-01 to 2015-03-09. This was successful. Here is my initial modified first line which was successful:
data = FinancialData["NASDAQ:msft", "OHLCV", {{2014, 7, 1}, {2015, 3, 9}}];
Here is a screen shot of the above MSFT chart. Notice the data is only 9 months long. When I tried to use a 2014-01-01 start date, M10 aborted on me.
I don't know where you obtained the 3 lines of code. I don't think I could have created that chart without your example. The Mathematica language is so arcane. For anyone who is interested, the American exchange codes are AMEX,CME,NASDAQ & NYSE.