An important requirement for automated trading is the availability of data. The success of trading depends on how you look at the data. Back testing is the most important aspect of automated trading and with out enough data, we can't make any reliable decisions from back testing.
here is few links for getting historical and current stock market data
NSE India - historical data
http://www.nseindia.com/content/equities/eq_historicaldata.htm
NSE India - daily data
http://www.nseindia.com/content/equities/eq_markettoday.htm
BSE India - daily and historical data
http://www.bseindia.com/mktlive/bhavcopy.asp
NASDAQ
http://quotes.nasdaq.com/aspx/masterdataentry.aspx?page=historical-quotes
Some NSE historical data as zip file
http://groups.google.com/group/nsebse_eod/browse_thread/thread/14a895b56769b860/468743dcdddce451?lnk=gst&q=historical+nse+data&rnum=1&pli=1
