I am trying to build a C++ program to get data from any kinda stocks and shares website and then tinker around with that data. Put on graphs, averages that stuff. It's mainly the streaming from web part that's bogged me down. I'm hearing a lot on http libraries and things like that and some 3rd party libraries.
It's mainly the streaming from web part that's bogged me down.
That might be because it's the wrong way to do this. RSS has been around since the 90's and it's survived this long for a reason. Pulling a text file that cached, indexed and is made publicly available for this exact purpose is a lot easier then digging through the dynamically generated code presented to the browser for the users interface.
Or instead of grepping the kitchen sink you could use the tools provided by that same site to collate a custom URL to query: http://www.nasdaq.com/services/rss.aspx
Ultimately I guess it depends on what data you really want. JLBorges suggestion isn't wrong, it's just not targeted at any specific set of data.