There's a dataset for that. Look at the Morningstar fundamentals 'company reference' category ( https://www.quantopian.com/help/fundamentals#company-reference ). There's a couple of name fields. Maybe 'short_name' is what you want. So simply add another column to your pipeline.
from quantopian.pipeline.data import morningstar as mstar
pipe = Pipeline(
columns={
'Close' : USEquityPricing.close.latest,
'Name' : mstar.company_reference.short_name.latest,
},
screen=Q500US()
)
stock_500_close = run_pipeline_chunks(pipe, '2006-01-03', '2014-12-31')
If you want the names as a list you can use the 'tolist() method.
list_of_names = stock_500_close['Name'].tolist()
This list may contain duplicates. These can be eliminated by turning it into a python set or use numpy.unique(). Just depends upon what you want to do with the names.