I would like to make an automated query around 9:35 am every trading day and get back the opening prices for every stock on my list (about 3,000 NYSE, NYSE, and AMEX stocks). I'll also need to know if any of them have splits or dividends, so that I can calculate the overnight return. I'm willing to pay. I'm looking for recommendations on the best (and easiest) way to do this. Using python would be nice, but not required.
Let me know if you'd like more information about NxCore by Nanex. No Python solution, but we have everything else you're looking for.