Google's finance API looks interesting. Unfortunately it can only be used on Google's properties. I'm sure the providers of this data have some sort of terms of use that prevent Google from making the data available on all sites.

Second, if you're a gadget developer, we've made it a lot easier to make a gadget with market data. We're releasing a gadget API for market data which provides a framework for developers to display stock market information from the American, Nasdaq and New York stock exchanges within a gadget on Google properties. We believe this is the first free gadget API for market data for developers and hope you have fun with it.

API, gadgets, and tabs, oh my!

 

The API really has only has 1 method that gets financial data (as well as an alternative version that gets quotes for an array of stocks).