Automation and Web Scraping

So I want to make a neural net that learns the stock market and predicts it's behaviour. I know this has probably been done before and I don't expect it to work miracles considering how many factors determine the stock markets behaviour, but I'm interested in giving it a go. My problem is finding the data. I wonder if anyone has done this before, knows any frequently updated sources that are friendly to web scraping or if anyone could offer …

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