Hi, I am planning to write a custom software that will go online to grab market data of all stocks' market data (e.g. stock quote) and their option data. They can be delayed quotes. Then my software will do the analysis locally. If it is possible to download the all data at once rather than doing it stock by stock, it would be even better. Does anyone know where can I get this data for free or cheap? Is there already free or cheap software that already do that for me? I don't want to reinventing the wheel if I don't have to. Thank you.
I have heard good things about DTN's IQFeed (http://www.iqfeed.net/index.cfm), but have not used it myself. When I can pony up the developer fee I probably will.