Timeouts when calculating stock ratings using LINQ
Exception handling  

You are doing some very creative exception handling here. If an exception occurs, no matter what kind of, you are just calling the method again. Do you think there is some magic going on, cleaning the exceptions by calling the code again ?
If you need to call the method again you shouldn't do this from within the method, but from outside at the calling point.
You should also do this only in cases of exceptions where you can assume that by giving some time they could be resolved. But you shouldn't do this infinite. You should use some sort of counter and stop if it has reached a value/border.  

"Fill" exception  

The linq seems to be unrelated to the exceptions caused by the "Fill" methods. If the exceptions occur if any of the fill methods is called, then there is no linq involved. You should better check how you have implemented these methods.  

EDIT  

I guess the problems are inside the .FillBySymbol() method. Without seeing this method it is hard to tell the cause of the problems but I assume that your sql query is just returning to many data.

General  

You should extract the evaluating of the date withing 60 days from now to a separate variable.  

DateTime searchDate = DateTime.Now.Subtract(TimeSpan.FromDays(60));

var nyseQuery = from c in sandp500Table
                where c.Date &gt;= searchDate 
                join d in dailyNyseTable on c.Date equals d.Date
                select new StockMarketCompare { stockClose = d.AdjustedClose, marketClose = c.AdjustedClose };


You have some code duplication which could be removed.  

This

var sp500StockDataQuery = from c in sandp500Table
                          select new StockData { Close = c.AdjustedClose, High = c.High, Low = c.Low, Volume = c.Volume, Date = c.Date };


and this  

var nyseStockDataQuery = from c in dailyNyseTable
                         select new StockData { Close = c.AdjustedClose, High = c.High, Low = c.Low, Volume = c.Volume, Date = c.Date };  


together with the call to .AsParallel().ToList()  

If both DailyGlobalDataDataTable and DailyNyseDataDataTable share a base class or an interface whith the properties AdjustedClose, High,Low,VolumeandDate` this can be extracted like  

private static List&lt;StockData&gt; GetStockData(commonBaseOrInterface table)
{
    return (from c in table
            select new StockData { Close = c.AdjustedClose, High = c.High, Low = c.Low, Volume = c.Volume, Date = c.Date }
            ).AsParallel().ToList();;
}


this can then be called like  

calc.sp500Data = GetStockData(sandp500Table);
calc.stockData = GetStockData(dailyNyseTable);


Naming  

Based on the naming guidelines methods should be named using PascalCase casing.  

Nit picking  

Your indention of the code could be better.