Best/Most Comprehensive API for Stocks/Financial Data

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What is the most recommended free/public API for accessing financial market stats and stock quotes (preferrably real-time quotes)? I'm not too picky about how it's exposed (SOAP, REST, some proprietary XML setup, etc.), as long as it's got some decent documentation.

I'm planning to build a simple web dashboard in PHP with some basic data (basically a quick-n-dirty homepage), but may want to grow it into a full blown web app eventually. Any thoughts?

As I find some, I'll post a list here (feel free to comment if you've used any of them before):

Free

Not Free

6 Answers

Last I looked -- a couple of years ago -- there wasn't an easy option and the "solution" (which I did not agree with) was screen-scraping a number of websites. It may be easier now but I would still be surprised to see something, well, useful.

The problem here is that the data is immensely valuable (and very expensive), so while defining a method of retrieving it would be easy, getting the trading venues to part with their data would be next to impossible. Some of the MTFs (currently) provide their data for free but I'm not sure how you would get it without paying someone else, like Reuters, for it.

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