I'm interested in accessing stock quotes directly and parsing out the information into a database and have no idea where to begin my reasearch. I have no idea if direct access is even feasable without some sort of fee. Not sure what you are planning to do or what you mean by "direct access", but it's fairly straightforward to write a
Java program that will post an HTTP request to a particular web site and parse the response. It's just a few dozen lines of code.
If you are planning to do something more professional, like programmatically keeping track of hundreds of stocks in real time, buiding portfolio, placing orders, monitoring execution, and managing risk, you may want to look at
Interactive Brokers. Essentially, they are a brokerage house that gives you a trading API (in a jar file), and you can write your own program against that API to do whatever you want.
[ November 25, 2003: Message edited by: Eugene Kononov ]