Subject: Re: Grabbing Market Data During Day
But the Yahoo crumb thing is needed for history.
I can't remember the long thread of comments, what's the best version of that to use?

AFAIK there are perl and python, etc. scripts, but I've never used them.

I have a set of bash scripts that run on Linux or Windows under cygwin. If anybody is interested, let me know and I will upload them for downloading.