>I know how to get stock data from Yahoo! finance.
>
>However, does anyone know how to grab this data at a certain time of the day? What I means is this: let's say it's 8pm eastern time, and I need to grab the data for 2:30pm eastern time. I know they have this type of historical data, but not a clue how to get it for that prior time period.

Hi Mel,

AFAIK, You can get such data in the form of intraday chart (.PNG) only. For example, http://finance.yahoo.com/q/bc?s=MSFT&t=1d&l=on&z=m&q=l&c= . I'm not sure if it possible to extract infor from it.