If you are only showing one of a store parsing a data feed will be a pain but it's a one time effort, much like writign an API routine. In a sense you are making a script to read and record the data and then your own API to call it back up. Using their API directly is indeed simple [for coding that is] but has the drawback of having to be run on every store and load.
If you compare many stores it becomes more complex as you're now cross storing them all but is likely more powerful as you can now compare and rank all the options against each other.
Of course 2,000 calls [at the minimum] is no small number. If even 0.5% convert at a $50 order you'll get to the 25k max which would be $62,500 an hour in sales.
The trick is to call the API when needed, not every time someone loads any page on your site.