Where to find financial data with set parameters?


New Member
I am working on an algorithm that will scan the financial markets for securities that are initially priced at < $20. My question is, how could I possibly import the securities data into my program? Ideally, I'd like the data to every security < $20 with weekly historical data for the last 5-10 years. Any ideas where I could grab this data on mass?

Any help would be more than appreciated!