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):
缺少文件的原因是we don't have a Finance API个.似乎有些人已经反向设计了一个用于提取金融数据的API,但他们这样做违反了我们的服务条款(没有重新分配金融数据),因此我建议您避免使用这些Web服务.
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.