If you can get the stock market pricing by RSS, perhaps no scraping is necessary. Apatar http://www.apatar.com, is an open source ETL tool for mashup data integration, can read and parse RSS feeds, and move data into your database. Apatar supports MySQL, Oracle, MS SQL and a bunch of other databases, file formats and applications such as WevDAV and Salesforce.com. Apatar has a built-in scheduling app and can fetch data from your RSS feed as often as every minute. Try to download Apatar and parse your Yahoo RSS feed to see if it helps.