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Market-data includes all questions relative to data acquisition for the different financial products. It can also include questions about how market data are computed.
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How to record tick data from Google/Yahoo Finance data streams?
You can use something like http://digitalpbk.com/stock/google-finance-get-stock-quote-realtime; lower the timer to 1 second and you have 1 second refreshes.
To get real-time quotes from Yahoo, see ht …