If you want to consume any of the numerous Yahoo RESTful web services such as Yahoo Finance you will have to use their proprietary version of SQL. If you know SQL it’s easy. You can download the data in JSON or XML. One issue I did find is that after lots of requests the server will sometimes block you or ask you to sign in with a Yahoo ID. There’s a convenient web interface you can use to format and test your requests:
Yahoo Developer Console

Happy coding!

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