Kyle Willkomm has announced an update to his wonderful toolset called Baseball on a Stick. It allows you to download daily updates from the Gameday data at mlb.com into a local database. You can also use it to work with data from all affiliated minor leagues.
Be clear: this is pretty advanced stuff. It requires some knowledge of Python and MySQL, but there is enough documentation to help you learn if you are determined. There’s a support forum, and Kyle just posted a series of videos to help walk you through it.