From the research that I've done, there doesn't appear to be any documentation available for the API you're using. Depending on the data you're trying to get, I'd recommend using Yahoo's YQL API for accessing Yahoo Finance (An example can be found here). Alternatively, you could try using this well documented way to get CSV data from Yahoo Finance.
EDIT:
There has been some discussion on the Yahoo developer forums and it looks like there is no documentation (emphasis mine):
The reason for the lack of documentation is that we don't have a Finance API. It appears some have reverse engineered an API that they use to pull Finance data, but they are breaking our Terms of Service (no redistribution of Finance data) in doing this so I would encourage you to avoid using these webservices.
At the same time, the URL you've listed can be accessed using the YQL console, though I'm not savvy enough to know how to extract URL parameters with it.