Here's a neat way to download stock data from Yahoo, perhaps into a spreadsheet (so you can play with the data):

http://finance.yahoo.com/d/quotes.csv?s= a BUNCH of STOCK SYMBOLS separated by "+" &f=a bunch of special tags

for example: http://finance.yahoo.com/d/quotes.csv?s=XOM+BBDb.TO+JNJ+MSFT&f=snd1l1yr

where some special tags are (thanks to Mike):

a	Ask	a2	Average Daily Volume	a5	Ask Size
b	Bid	b2	Ask (Real-time)	b3	Bid (Real-time)
b4	Book Value	b6	Bid Size	c	Change & Percent Change
c1	Change	c3	Commission	c6	Change (Real-time)
c8	After Hours Change (Real-time)	d	Dividend/Share	d1	Last Trade Date
d2	Trade Date	e	Earnings/Share	e1	Error Indication (returned for symbol changed / invalid)
e7	EPS Estimate Current Year	e8	EPS Estimate Next Year	e9	EPS Estimate Next Quarter
f6	Float Shares	g	Day's Low	h	Day's High
j	52-week Low	k	52-week High	g1	Holdings Gain Percent
g3	Annualized Gain	g4	Holdings Gain	g5	Holdings Gain Percent (Real-time)
g6	Holdings Gain (Real-time)	i	More Info	i5	Order Book (Real-time)
j1	Market Capitalization	j3	Market Cap (Real-time)	j4	EBITDA
j5	Change From 52-week Low	j6	Percent Change From 52-week Low	k1	Last Trade (Real-time) With Time
k2	Change Percent (Real-time)	k3	Last Trade Size	k4	Change From 52-week High
k5	Percebt Change From 52-week High	l	Last Trade (With Time)	l1	Last Trade (Price Only)
l2	High Limit	l3	Low Limit	m	Day's Range
m2	Day's Range (Real-time)	m3	50-day Moving Average	m4	200-day Moving Average
m5	Change From 200-day Moving Average	m6	Percent Change From 200-day Moving Average	m7	Change From 50-day Moving Average
m8	Percent Change From 50-day Moving Average	n	Name	n4	Notes
o	Open	p	Previous Close	p1	Price Paid
p2	Change in Percent	p5	Price/Sales	p6	Price/Book
q	Ex-Dividend Date	r	P/E Ratio	r1	Dividend Pay Date
r2	P/E Ratio (Real-time)	r5	PEG Ratio	r6	Price/EPS Estimate Current Year
r7	Price/EPS Estimate Next Year	s	Symbol	s1	Shares Owned
s7	Short Ratio	t1	Last Trade Time	t6	Trade Links
t7	Ticker Trend	t8	1 yr Target Price	v	Volume
v1	Holdings Value	v7	Holdings Value (Real-time)	w	52-week Range
w1	Day's Value Change	w4	Day's Value Change (Real-time)	x	Stock Exchange
y	Dividend Yield

For example, if y'all copy and paste this URL into your browser address:
http://finance.yahoo.com/d/quotes.csv?s=BBDB.TO+NT.TO+GE+MSFT&f=snl1d1t1ohgdr
you'll get something which looks like:

and
http://finance.yahoo.com/d/quotes.csv?s=GE&f=nkqwxyr1l9t5p4
gives this:
"GENERAL ELEC CO",32.98,"Jun 26","21.30 - 32.98","NYSE",2.66,"Jul 25",28.55,"Jul 3","-0.21%"

whereas, to get the data already in a spreadsheet (so you can play it), you can use (for example):
http://finance.yahoo.com/d/quotes.csv?s=XOM+EK+JNJ+MSFT&f=snd1t1l1ohgvwdyr

Here's a spreadsheet that'll download the Yahoo data according to the tags that you specify:

You just follow steps 1, 2, 3 then 4 (click the button).

See also Portfolio spreadsheet.

Note:

Data is downloaded in .csv format ... that's comma-separated-values.
Some stock names include commas.
The data associated with such a stock won't look good ... things gets shifted to the right. ^#$%@!&?
Solution? (as suggested by Azamul K.)
Put the name LAST ... in the right-most column.

If you'd like to play with the 500 S&P stocks, you can use the spreadsheet described here. It also uses some of these tags.

It's now Feb, 2004 and Yahoo has changed the pertinent URL
from

http://finance.yahoo.com/d/quotes.csv?s=

to

http://quote.yahoo.com/d/quotes.csv?s=

A^A_RGH!

It's now Mar, 2007 and Yahoo has changed the pertinent URL again ... to http://finance.yahoo.com/d/quotes.csv?s= AARGH!

To make the change you can try this:

1. Right-click on the Download button that calls the macro
2. Choose Assign macro then Edit
3. Look for a statement containing the phrase:   qurl = "http://quote.yahoo.com/d/quotes.csv?s="
4. Change it to read:   qurl = "http://finance.yahoo.com/d/quotes.csv?s="
5. Exit the macro, pray^** ... then try the modified spreadsheet.

Note: Any time Yahoo changes youcan try that ritual.

Downloading Yahoo Option stuff

After getting e-mail from R.K., I discover that Yahoo has option data, too

So, there's a spreadsheet that looks like this:

Click on the picture to download

Of course, ya gotta know the Yahoo option symbols !!

Downloading a BUNCH!

• Since Yahoo has a limit on the number of stock symbols you can use, there's another spreadsheet (Yahoo2.xls) here that gets around that limitation.
  It puts up to 200 stock symbols on each of several sheets and you download to each sheet in turn.
• There's another spreadsheet (Yahoo3.xls) here that downloads data for up to 1000 symbols and 10 tags to a single sheet.

You can ask for a few stock thingies * (like P/E or PEG ratios, etc. but just those things that are on the Yahoo tag list !!) ** ... then click a button to Download then move a SORT slider to select which to sort on. (In the example, it's the P/E Ratio.) * They're in cell C2, namely: n and l1 and r and r5 and d and p6 and m8 and m6 and j6 and s7 ** If'n Yahoo ain't got the data, then you won't get it either, eh? Here's the DOW sorted according to PEG Ratios ... as of April, 2008 Note that Yahoo ain't got a PEG for GM. I forgot to mention that, after downloadng, the spreadsheet automatically sorts the list according to the stock symbol. If you entered a symbol zzz, it'll appear at the bottom of the sorted list.

Historical stuff

motivated by e-mail from Richard C..

All of the above spreadsheets download a single set of data for each stock ... and that's the most recent data!
If you'd like to build a historical data base yourself (by downloading periodically and saving the downloaded data), you can use this guy:

You download as you'd normally do ... perhaps to check the latest numbers ... THEN, click the Save Data button to save that latest data.
Each stock must have it's own sheet, like so (assuming you'll want to save data to that sheet):

(That's where the data gets saved.)

Of course, each sheet must be created ... but there's an Explain sheet that says:

In other words, you may decide which stocks get their data saved, which don't and which added sheets get deleted.