That all depends on where you are in the world, your government's stance on copyright infringement.
In most places, certainly, copyright infringement is a big deal with serious repercussions. In contrast, not such a big deal in places like China.
It also depends on how you present the data that you gather. If you present it as your own you're likely to ruffle someone's feathers. It also depends on whether or not you provide the public with a mechanism to remove their data from your index.
Yahoo doesn't use spiders that I am aware of. Their search is a directory. The difference is each listing is human-reviewed instead of automatically gathered and index by a robot. Google on the other hand does use robots.
Regards,
Rich
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