Not cheap — not necessary. There are data providers like tiingo, quandl, intrinio (just to name a few) that provide quite a lot of data for reasonable prices.
That's true, everything is relative and it also depends what scale of market data you require. I think it's quite cheap to get end of day stock prices but if you want real time market data it gets steep. The closer you get to actual real time the more expensive seems to be the trend.
There is https://www.alphavantage.co which is free now but we've stayed away from them since they were not replying to our enquiries and they do not have any ToS available.
Cheapest realtime stock prices I've seen were ~500$; don't remember where that was though.