It seems that Gretl got scared and started to work ;) 
I will try it with my students next week, but at least, it started to work. 
Thanks again!

versión de Gretl 2024a
Sesión actual: 2024-05-14 09:52

? include yahoo_get.gfn
 C:\Users\cristianarturo\AppData\Roaming\gretl\functions\yahoo_get.gfn
yahoo_get 3.5, 2022-08-21 (Riccardo "Jack" Lucchetti)
? nulldata 1000
periodicidad: 1, máx. obs: 1000
rango de observaciones: 1 a 1000
? setobs 7 2000-01-01 --time-series
Rango de datos completo: 2000-01-01 - 2002-09-26 (n = 1000)

? series msft = yahoo_price("MSFT", 1)
MSFT imported ok
Se ha generado la serie msft (ID 2)


El mar, 14 may 2024 a las 8:52, Riccardo (Jack) Lucchetti (<p002264@staff.univpm.it>) escribió:
On 14/05/2024 08:33, Riccardo (Jack) Lucchetti wrote:
> On 14/05/2024 08:20, Cristián Arturo Ducoing Ruiz wrote:
>> Thanks for your help Artur and Jack! Yes,  I was using the latest
>> version of Gretl and the package.
>> I tried again with two computers. One stationary, Windows 10 and my
>> Laptop with the aforementioned specification. In the spanish version I
>> got exactly the same error message and when I changed to English,
>> "MSFT imported ok"
>>
>> I will try it again with other languages and I come back to you
>>
>
> Uhm, this is weird. This is a screenshot from my Win10 VM.

Cristián, here's a thing you could do to help us understand the issue.

1) Open gretl in Spanish
2) find out the location of your temporary gretl directory by typing
"eval $dotdir" at the console
3) open that directory with the file explorer (or whatever it's called
under Windows :D)
4) go back to gretl and try to download data from yahoo
5) check if there's a file named "yg_1234.csv" (the digits will be
different) in your temporary gretl dir

If the file is there, then the download has worked and it's a data
import issue; in that case, could you please send the file to me?
Otherwise, for some reason you weren't able to grab data for Yahoo, and
we should find out why.

-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti@univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
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--
Atte.
Cristián Arturo Ducoing Ruiz