http://tradersplace.net/forum/thread/29 ... ownloader/
I have recently been looking at free stock downloaders for Yahoo, Google. If you want to write your own I have found a couple of excellent samples. Equally, there is one free standalone and ready written application which seems to work well although it does not collect dividends. I see no reason to pay for stock data these days. Wish I could say the same for futures.
Chris, sorry, I'm not sure which of the various methods you are referring to. The stand alone solution without code I assume? If that does not do what you want it to then you will have to look at the various versions which come with source code which can of course be amended to suit your purposes.
One other point - I believe Yahoo, Google etc have some limits on downloads and updating which need to be considered. If you want to daily update a few thousand stocks, you may need something like CSI.