Been a cofounder of a finance startup and working with any of the major data providers in finance is a complete nightmare. You are paying exorbitant fees, for what is essentially public information, which is delivered through the most antiquated methods, and then you still have to spend a week writing various parsers just so that you can convert that data in to something usable.
I never knew how messy the data was until I had to be the one writing those parsers and it is a huge mess.