Here's a neat way to download stock data from Yahoo, perhaps into a spreadsheet (so you can play with the data):

http://finance.yahoo.com/d/quotes.csv?s= a BUNCH of STOCK SYMBOLS separated by "+" &f=a bunch of special tags

for example: http://finance.yahoo.com/d/quotes.csv?s=XOM+BBDb.TO+JNJ+MSFT&f=snd1l1yr
where some special tags are (thanks to Mike):

aAska2Average Daily Volumea5Ask Size
bBidb2Ask (Real-time)b3Bid (Real-time)
b4Book Valueb6Bid SizecChange & Percent Change
c1Changec3Commissionc6Change (Real-time)
c8After Hours Change (Real-time)dDividend/Shared1Last Trade Date
d2Trade DateeEarnings/Sharee1Error Indication (returned for symbol changed / invalid)
e7EPS Estimate Current Yeare8EPS Estimate Next Yeare9EPS Estimate Next Quarter
f6Float SharesgDay's LowhDay's High
j52-week Lowk52-week Highg1Holdings Gain Percent
g3Annualized Gaing4Holdings Gaing5Holdings Gain Percent (Real-time)
g6Holdings Gain (Real-time)iMore Infoi5Order Book (Real-time)
j1Market Capitalizationj3Market Cap (Real-time)j4EBITDA
j5Change From 52-week Lowj6Percent Change From 52-week Lowk1Last Trade (Real-time) With Time
k2Change Percent (Real-time)k3Last Trade Sizek4Change From 52-week High
k5Percebt Change From 52-week HighlLast Trade (With Time)l1Last Trade (Price Only)
l2High Limitl3Low LimitmDay's Range
m2Day's Range (Real-time)m350-day Moving Averagem4200-day Moving Average
m5Change From 200-day Moving Averagem6Percent Change From 200-day Moving Averagem7Change From 50-day Moving Average
m8Percent Change From 50-day Moving AveragenNamen4Notes
oOpenpPrevious Closep1Price Paid
p2Change in Percentp5Price/Salesp6Price/Book
qEx-Dividend DaterP/E Ratior1Dividend Pay Date
r2P/E Ratio (Real-time)r5PEG Ratior6Price/EPS Estimate Current Year
r7Price/EPS Estimate Next YearsSymbols1Shares Owned
s7Short Ratiot1Last Trade Timet6Trade Links
t7Ticker Trendt81 yr Target PricevVolume
v1Holdings Valuev7Holdings Value (Real-time)w52-week Range
w1Day's Value Changew4Day's Value Change (Real-time)xStock Exchange
yDividend Yield
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For example, if y'all copy and paste this URL into your browser address:
http://finance.yahoo.com/d/quotes.csv?s=BBDB.TO+NT.TO+GE+MSFT&f=snl1d1t1ohgdr
you'll get something which looks like:

Exported image

and

http://finance.yahoo.com/d/quotes.csv?s=GE&f=nkqwxyr1l9t5p4

gives this:
"GENERAL ELEC CO",32.98,"Jun 26","21.30 - 32.98","NYSE",2.66,"Jul 25",28.55,"Jul 3","-0.21%"
whereas, to get the data already in a spreadsheet (so you can play it), you can use (for example):
http://finance.yahoo.com/d/quotes.csv?s=XOM+EK+JNJ+MSFT&f=snd1t1l1ohgvwdyr

If you'd like to play with the 500 S&P stocks, you can use the spreadsheet described here. It also uses some of these tags.

Yahoo has changed the pertinent URL

http://finance.yahoo.com/d/quotes.csv?s=

or

http://quote.yahoo.com/d/quotes.csv?s=

Yahoo has option data, too

Since Yahoo has a limit on the number of stock symbols you can use, there's another spreadsheet (Yahoo2.xls) here that gets around that limitation. It puts up to 200 stock symbols on each of several sheets and you download to each sheet in turn.

There's another spreadsheet (Yahoo3.xls) here that downloads data for up to 1000 symbols and 10 tags to a single sheet.

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