How to download all yahoo data about shares at once and filter them?

Hi there! So my problem is: Get 100 ETFs with following properties 1)Out of all ETFs in the stock market, find 400 with the biggest capitalization 2)Then from those 400, filter 300 with biggest revenue 3)Then filter another 200 with another property and so on. So i was wondering, if there is any way to get all the ETFs data into matlab, and start filtering? I would appreciate any help.