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does anyone know how Google or Yahoo get the stock quotes as NASDAQ or NYSE is not providing any APIs? Can we actually replicate what they do? are they using the crawl method itself or rather is crawling actually possible to get such data realtime?
Working @financial software company I can advice you that these services are paid for. I don’t
know actual figures, but I never encountered realtime quotes available free of charge.
To get those real-time feeds you are given with credentials & connection parameters which you will use to connect to provider’s server (over FIX or propietary protocol). So, there’s simply no ‘free’ source, only paid ones.
Quote providers, in turn, are paying to ultimate source of feeds — exchanges. You can always contact NYSE to negotiate getting quotes. If you will do, please, post here negotiated price (or, at least, it’s magnitude).