Code it by yourself or search for sample code. If you can't make it then you probably shouldn't be trading.
Good to hear from you. Someone recommends to study Python/ PANDAS+urllib+beatifulsoup and somewhere in crawling+parsing. However, my primary tool is R so searching for R helper.
I don't think you're getting the point. Crawling (web page scraping) for a serious trader is like asking a talented medical student to perform a heart bypass - sure they'll probably get it right most of the time but when it screws up, you lose. By all means, paper trade it or start out with tiny position sizes with scraping but when you are ready to play the real game, get two or more reputable data feeds.
Of course, each trader has full responsibility for his/her own choice. Furthermore, daytrader requiring tick/second price should listen your words. However, my average holding length roughly one or two weeks and therefore need only 1-min or 5-min feed. I agree that I should test comparing the yahoo/finance data with other non-free feed, for confirmation, for a while. Thanks for the good advice.