uh, there's some perl CPAN modules that do that. a long time ago I wrote a little thingr to simulate 'if my program had been buying/selling stocks in this manner from date x to date y, at commission z, how much would I make/lose?' - I used the CPAN modules which pulled from yahoo, I think. it was pretty simple stuff.

ah yes, here:

Finance::QuoteHist

http://search.cpan.org/~msisk/Finance-QuoteHist-1.12/lib/Fin...

check it out. if you don't like perl, I'm sure you can pull it apart and figure out where it gets the data.