Getting data from Yahoo Finance
I read about the YQL, but I didn't understand how can I get some simple data (like company ticker, market cap, stock price, etc.), for ALL COMPANIES? And an additional question, how can I get all Yahoo Finance tables and theirs fields that can be queried by YQL? To your first question, you can't really do any query through YQL to get data for all companies. It's more oriented towards obtaining data for a smaller query. (I.e., it's not going to give you a full data dump of the whole Yahoo! Finance database.) To your second question, here's how you can get started exploring the Yahoo! Finance