Data scraping

So I've got a month off from school and wanted to dabble in web scraping. I don't know much about it (thus far I've only used kimonolabs.com for basic scraping needs), but I've taken like a year's worth of programming courses, so I'm not a total noob.

For the sake of example, let's say I wanted to scrape the price of google stock every time it's traded (or, if that's too hard, every second). How would one go about doing this, both from a programming and setup point of view? I've heard that python is the way to go, but that's really all I know. Any advice is appreciated.

 

Do you know of a site that updates the stock every time it is traded? If so you can always just write a program that gets the html every second and write a scanner to detect any change?

 

I don't know of sites that do it, though some must exist. I think there are ones for BTC, so I could always start there at first. I know nasdaq records (all?) trades in this format (http://www.nasdaq.com/symbol/goog/time-sales?time=1), but getting real-time data would be best.

But I do know of trading platforms that update every tick and show every trade (thinkOrSwim, e.g.). Is it possible to scrape from something like that? (might look something like this: http://fromzerotooptions.com/wp-con...e-Grid-with-Level-2-Quotes-in-ThinkorSwim.jpg)

 

Do you only want to use Python, or have you looked into other languages as well?

 

My background is in java, but I'm happy to use whatever. What did you have in mind?

 

I guess it really depends on the magnitude of data you are trying to scrape. If there isn't much you can probably use any language.

 

I'm not really sure what I want to do with things yet, so I'll update this when I have an idea. Thanks guys!