Market.csv is a command line utility for loading market data for stocks, ETFs, indexes, and options to CSV on a daily basis.
You may load data from Yahoo Finance, Google Finance, and MSN Money.
The MarketData folder contains a ready-to-use solution for loading data for US markets. Use it to a quick start.
The folder also contains a solution for importing data to a Microsoft SQL Server market data database.
You may try all the features during a 15-day trial period.
You may start learning on the following topics: