How to put lists together into list holding them as 'tuples'

In Pythons SQLite documents we have the following example on how to put many values into SQL database:

purchases = [('2006-03-28', 'BUY', 'IBM', 1000, 45.00),
             ('2006-04-05', 'BUY', 'MSFT', 1000, 72.00),
             ('2006-04-06', 'SELL', 'IBM', 500, 53.00),
            ]
c.executemany('INSERT INTO stocks VALUES (?,?,?,?,?)', purchases) 

But if I have one list containing the dates, one containing the buy/sell, one containing the stock tickers, one the amount and one the price, how to I combine them at the most optimal way, before I insert? I've tried looping over each list and just inserting them in the SQLite DB one by one, but that takes to much time.

dates = ['2006-03-28', '2006-04-05', '2006-04-06']
flags = ['buy', 'buy', 'sell']
tickers = ['IBM', 'MSFT', 'IBM']
amount = [1000, 1000, 500]
price = [45.00, 72.00, 53.00]

This takes too long:

for i in range(0, len(dates)):

    c.executemany('INSERT INTO stocks VALUES (?,?,?,?,?)', dates[i], flags[i], tickers[i], amount[i], price[i])