I've done this too, but to be honest its not worth much. If you need minute by minute data then you probably need it to be real time (this is 12 minutes behind

I've done this too, but to be honest its not worth much. If you need minute by minute data then you probably need it to be real time (this is 12 minutes behind) however for most technical strategies you can use end of day data. For this I find google's data to be the most accurate, and easiest to scrape. here is an example url: The base is http://www.google.com/finance/historical?q= http://www.google.com/finance/historical?q= then the symbol such as goog then you need to specify a start date by adding the query string "startdate" to the url along with the query string "enddate" and finally you will always want to dump it as a csv: "output=csv" a note about the dates, It should be formatted in such a way that it is [Month][Day][%2C+][Year] where Month is the first 3 letters of the month. all together it would look like this: http://www.google.com/finance/historicalq=goog&startdate=Dec+13%2C+2007&enddate=Dec+7%2C+2009&output=csv http://www.google.com/finance/historicalq=goog&startdate... I should note that has been some changes since the last time I've ran the code to scrape the data, but i don't think things have changed dramatically.