The
article
is outstanding. What I would like to do is take the code discussed in the article and adjust it to access Yahoo's Stock Screener. The Stock Screener lets you filter and grab stock prices throughout the day by a bunch of different criteria. One can, for example, use it to download a CSV file of the latest price of every single stock on a particular exchange, such as the NYSE.
If anyone has code that automates the interface with Yahoo Stock Screener, I'd love to see it. Otherwise, I'll put something together and post it.