Currently we are not supporting the feature for access to Yahoo Finance. I have brought this issue to the notice of the concerned people and it might be considered for a future release.
You might also consider the following File Exchange Submission:
"Yahoo Finance and Quandl Data Downloader" is one of the several submissions in MATLAB File Exchange on MATLAB Central which is a forum for our product users to interact, exchange information and knowledge, without MathWorks' involvement. Feel free to contact the author of this submission directly for specific questions about the implementation.
Hope this helps!