Use libcurl, and see this examples page.
If you want to get it to work, make it work with the command line curl too, and use the --libcurl option. I suspect the problem might be more to do with javascript, cookies, a login or whatever. All these are soluble, but play with the command line to get it to work. My diagnosis here is that your URL is missing .com after yahoo.
For instance:
curl --silent --libcurl /tmp/test.c 'http://download.finance.yahoo.com/d/quotes.csv?s=YHOO+GOOG+MSFT&f=sl1d1t1c1hgvbap2'
produces the output to screen:
"YHOO",51.04,"11/21/2014","4:00pm",-0.21,52.25,50.99,22226984,N/A,52.49,"-0.41%"
"GOOG",537.50,"11/21/2014","4:00pm",+2.67,542.14,536.56,2218249,N/A,575.00,"+0.50%"
"MSFT",47.98,"11/21/2014","4:00pm",-0.72,49.05,47.57,42884796,N/A,49.05,"-1.48%"
and produces the code:
/********* Sample code generated by the curl command line tool **********
* All curl_easy_setopt() options are documented at:
* http://curl.haxx.se/libcurl/c/curl_easy_setopt.html
************************************************************************/
#include <curl/curl.h>
int
main (int argc, char *argv[])
{
CURLcode ret;
CURL *hnd;
hnd = curl_easy_init ();
curl_easy_setopt (hnd, CURLOPT_URL,
"http://download.finance.yahoo.com/d/quotes.csv?s=YHOO+GOOG+MSFT&f=sl1d1t1c1hgvbap2");
curl_easy_setopt (hnd, CURLOPT_NOPROGRESS, 1L);
curl_easy_setopt (hnd, CURLOPT_USERAGENT, "curl/7.35.0");
curl_easy_setopt (hnd, CURLOPT_MAXREDIRS, 50L);
curl_easy_setopt (hnd, CURLOPT_TCP_KEEPALIVE, 1L);
/* Here is a list of options the curl code used that cannot get generated
as source easily. You may select to either not use them or implement
them yourself.
CURLOPT_WRITEDATA set to a objectpointer
CURLOPT_WRITEFUNCTION set to a functionpointer
CURLOPT_READDATA set to a objectpointer
CURLOPT_READFUNCTION set to a functionpointer
CURLOPT_SEEKDATA set to a objectpointer
CURLOPT_SEEKFUNCTION set to a functionpointer
CURLOPT_ERRORBUFFER set to a objectpointer
CURLOPT_STDERR set to a objectpointer
CURLOPT_HEADERFUNCTION set to a functionpointer
CURLOPT_HEADERDATA set to a objectpointer
*/
ret = curl_easy_perform (hnd);
curl_easy_cleanup (hnd);
hnd = NULL;
return (int) ret;
}
/**** End of sample code ****/