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Most vendors put a limit of 500 symbols watchable at the same time, this is unacceptable to me, even if one can imagine a rotation among the 500 symbols ie. I don’t know of any free data feeds other than Yahoo! 1 minute intervals with a 15 minute delay. It only saves the Open, Close, High, Low, and Volume. You can write your own data scraper with very little effort. If you write your own data scraper then you can get pretty much ANYTHING that Yahoo! REALLY simple: Yahoo allows you to download CSV files with quotes just by modifying a URL.
Construct a URL for the symbol or multiple symbols of your choice. Open, Close, Volume, Beta, 52 week high, etc, etc. Create a URLConnection with the URL you just constructed. Each row is a different symbol. Each column is a different tag.