How Much Can I Scrape?
oakmac: I did this exact same thing a few years ago only stripping the data from nasdaq.com using Perl.  I used to hit their site once every 2 seconds times roughly 2500 stocks every day for about 6 months.  I would only grab as much data as I needed.  They never contacted me or blocked my IP address.  I also had a friend who was doing the same thing for a longer period of time.From experience, I would not recommend getting your data from Yahoo.  I looked at them first, but their data is just not as good as the source.If you would like more information or my notes on how I reverse-engineered the nasdaq.com URL scheme please send me an email.