Unfortunately, this isn't possible with the current web data connector feature set. You would need to fetch all of the data in advanced for the stocks you want to analyze. This is a request we have heard from the community, so it is definitely something we are looking at and considering doing.
There is a related idea in our ideas forum: https://community.tableau.com/ideas/5673. If you think that Idea would work for you, feel free to vote it up!