Sentiment analysis using sources other than the IMDB data

Question

I'm curious as to whether the training data for a sentiment analysis tool needs to be specifically geared toward the domain it's being using in. For example, the IMDB movie review data makes sense if I want to gauge sentiment on movie reviews, but would it still be okay to use if I want to gauge sentiment on what the general public thinks about a company's stock?

If I want to gauge sentiment on a company's stock, should I create my own training set that uses data from financial news/social media reaction to companies?