Best/Most Comprehensive API for Stocks/Financial Data [closed]

Yahoo's api provides a CSV dump:

Example: http://finance.yahoo.com/d/quotes.csv?s=msft&f=price

I'm not sure if it is documented or not, but this code sample should showcase all of the features (namely the stat types [parameter f in the query string]. I'm sure you can find documentation (official or not) if you search for it.

http://www.goldb.org/ystockquote.html

Edit

I found some unofficial documentation:

http://ilmusaham.wordpress.com/tag/stock-yahoo-data/

I usually find that ProgrammableWeb is a good place to go when looking for APIs.

Markit On Demand provides a set of free financial APIs for playing around with. Looks like there is a stock quote API, a stock ticker/company search and a charting API available. Look at http://dev.markitondemand.com

Last I looked -- a couple of years ago -- there wasn't an easy option and the "solution" (which I did not agree with) was screen-scraping a number of websites. It may be easier now but I would still be surprised to see something, well, useful.

The problem here is that the data is immensely valuable (and very expensive), so while defining a method of retrieving it would be easy, getting the trading venues to part with their data would be next to impossible. Some of the MTFs (currently) provide their data for free but I'm not sure how you would get it without paying someone else, like Reuters, for it.

I found the links and tips under this question to be helpful.