Dear Sven thanks for your time. I am sorry if I was unclear. My interest at the moment is tracking (and working with) my domestic stock index (FTSEMIB).  The first thing is downloading and storing the rough data.  But - as you knows - sometimes the composition of the index changes. So I have (at least) two ways to cover these changes.  a) [brute force] For every variation of the index I have to change every single loop of my gretl scripts.  b) [more sophisticated] creating a "list" to be called by the gretl script when it needed AND changing only once the "list" every time the composition of the index changes. Today I found this solution, but I am wondering if is optimal. So let me change the question. There is a better solution than -------------    strings P = defarray("A2A.MI", "ANIM.MI", "ATL.MI", "AZM.MI", "BMPS.MI") # Open 10 days set  nulldata 10 # Time series  setobs 5 2016-07-01 --time-series # call yahoo_get include yahoo_get.gfn # download  loop i = 1..nelem(P)       A=yahoo_full (P[i]) endloop # store store "/home/guido/gretl/prova_array.gdt" ----------- Regards Guido