I'd echo what a couple of ppl have said, it's super expensive and hard to get. Kind of a catch-22, hard to learn without a job that provides it but hard to get that kind of job without knowing it. I know they provide temporary access to people in between jobs, maybe they'd give you a month or two if you requested it? Their customer service # is 212-318-2000.

Interesting comment about the API, I guess it's possible for some uses like data downloads (they have a ton of xls that you can use) but not for others.

Good luck! I think it's definitely worth the effort.