I say Python because that is what I am using, but I suspect the issue is more universal.
Error I get when retrieving historical financial data for Yahoo.
after 3 tries, Yahoo! did not return a 200 for url
I suspect this is a similar problem to this other discussion. In it, the culprit was Yahoo who changed subdomains from ichart.yahoo.com to ichart.finance.yahoo.com.
Try the following URL instead. I've basically copied it from the historical prices link at Yahoo. http://real-chart.finance.yahoo.com/table.csv?s=GOOG&d=9&e=26&f=2014&g=d&a=2&b=27&c=2014&ignore=.csv