Is Yahoo ok for real-time price data these days? (I wouldn't use it for backtesting either, but thinking about getting real-time snapshots) I remember years ago it was possible to download data for a large number of stocks at once - still possible today?
Don’t think so. I pull it via Amiquote in Amibroker. Yahoo abandoned their API. Use to have historical and current via Amiquote where current was super quick and pulled last quote only. Think now it scrapes the website to get. Know some users run into issues when they try pulling thousands of stocks at once. Quandl/bar chart are other options as well.
Come on man. You first ask for high quality data where you want to get real time data for hundreds of stocks without errors, but then you discus some primitive and amateurish ways to get data by scraping some websites (NASDAQ and/or Yahoo). Wtf. This nullifies everyone’s efforts to help you and answer your questions.
It does not nullify them. I'm stupid and I need to learn. And I have, thanks to replies in this thread. By the way, Nasdaq website should be trustworthy and it seems to provide lots of data. So technically, what is wrong with thinking about scraping the site for real-time snapshots? The result would not be high quality? Why not?
The problem is that it's difficult to get high quality intraday data for free. Whatever you scrape from Yahoo(not even sure Yahoo offers intraday) or any other free sources is prone to gaps and inaccuracies. I think paying for data is better in the long run, depending on your need and budget. You already looked at Algoseek, and that is a good and affordable option.
I found IQFeed helpful as well. Don't waste your time and energy scraping free data. You get what you pay for!