While the Yahoo! Finance data feed is excellent in its scope (500k+ tickers) and its price (free), the live prices it provides are indicative only at best since the values provided frequently revert back to the values of some moments ago. The most likely cause of this phenomenon is the Yahoo! Finance’s server farm’s failure of a perfect price-feed synchronization.
For example, watch the prices of Volkswagen. First, they arrive with the timestamp of 02:09
and then a minute later with the timestamp of 02:08
This situation will be resolved with the Spearian’s introduction of paid market data sources.
At present, we recommend using Yahoo! Finance for historical data retrieval and Google for current data retrieval.