Am I missing something?
Yes, yahoo.finance.quotes is part of the community tables, so to test it in the YQL console, check the Community tables.
Your YEST REST url will be
https://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.quotes%20where%20symbol%20in%20(%22BHP.AX%22)&format=json&diagnostics=true&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&callback=
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