I've been working on a closely related project for about a year now. It's not worth your time to attempt scraping. The best advice I can give you is that any financial data source worth consuming is going to cost money, you might as well pay for it and focus your energy/time on building the product itself. The free data sources are unreliable and stale and scraping legit sites is problematic because of throttling issues.
I agree. The quality of data is always going to be an issue and even the paid data has several problems. Be prepared to write a lot of code to catch these data errors.
