Is there a mapping doc for stat_id returned as part of the player resource (http://developer.yahoo.com/fantasysports/guide/player-resource.html) as to what they mean. Example of a response returned for a MLB player:
Hi Shane as you said , so how can I get a COLLECTION? ALL LEAGUES' DATA ? ALL TEAMS' DATA? ALL PLAYERS' DATA?
Your question is a bit vague, I think. There really isn't any such thing as "all league's data", just a variety of specific resources that give you certain pieces of data. The most important resources should be mentioned in varying levels of detail in the documentation, so I can really only suggest reading over the documentation and coming back with more specific questions about exactly what data you're looking for and what sorts of problems you're having retrieving it.