I need to get historical prices of certain non-US stocks (specifically, they are traded at Prague Stock Exchange, Czech Republic) but I am not able to find the proper "name" that Mathematica would accept. For example, is there a way to look up the Mathematica name for a stock if I know the ISIN code or the exchange (but probably not the exchange's Mathematica symbol) where the stock is traded?
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While it does not exist as curated data, fortunately for you, Prague stock exchange published the data out for free in a very similar fashion to Yahoo Finance historical data feed. So you need to Import[] the stocks/dates you need as a semicolon-separated table and add headers to create a Dataset:
headers={"Date","Open","High","Low","Close","Volume","Turnover","FractionalChange"};
Dataset[AssociationThread[headers->#]& /@
Import["https://www.pse.cz/en/market-data/shares/historical-data/?ID_NOTATION=50736993&ISIN=CZ0005123620&L=1&c45275%5BDATETIME_TZ_START_RANGE%5D=01%2F01%2F2016&c45275%5BDATETIME_TZ_END_RANGE%5D=04%2F20%2F2017&c45275%5BDOWNLOAD%5D=csv"
,"Table","FieldSeparators"->";","HeaderLines"->1]]
ParallelMap over your list of ISINs and you're good to go.
For more info and stock lookup, go to PSE's site. Enjoy!
Gregory Klopper
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Data for Prague does not appear to be available from Mathematica's curated data.

Chris Degnen
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FinancialData["^PSE", "Members"]indicates that stocks on the Prague Stock Exchange are not supported. You can try using Yahoo Finance instead. – C. E. Jun 10 '14 at 09:10