I got this error message :
java.net.URISyntaxException: Illegal character in query at index 31: http://finance.yahoo.com/q/h?s=^IXIC
A general solution requires parsing the URL into a RFC 2396 compliant URI (note that this is an old version of the URI standard, which java.net.URI uses).
I have written a Java URL parsing library that makes this possible: galimatias. With this library, you can achieve your desired behaviour with this code:
String urlString = //...
URLParsingSettings settings = URLParsingSettings.create()
.withStandard(URLParsingSettings.Standard.RFC_2396);
URL url = URL.parse(settings, urlString);
Note that galimatias is in a very early stage and some features are experimental, but it is already quite solid for this use case.