Here's a little function I wrote to gather and chart 'pseudo-real time' data from yahoo: require(quantmod)ĬhartSeries(Data,theme='white',TA='addRSI(n=5) addBBands(n=5)') Also, and if I remember correctly, the newer and more real-time displays on the Finance pages at Google and Yahoo use something more AJAXy that is harder to milk from the outside. Real-time data is a big business and major revenue for exchanges so they tend not to give it away. But note though that most prices are 15 or 20 minute delayed-but some indices are real-time. During open market hours you will get fewer NAs and more data variability. Getting documentation for the format string is a little trickier but e.g.

If you know a little R, the code should be self-explanatory. Here is a quick and dirty example based on code Dj Padzensky wrote in the late 1990s and which I have been maintaining in the Perl module Yahoo-FinanceQuote (which is of course also on CPAN here) for almost as long. The key is simply to know how to form the URL. That is pretty easy given that R can read directly off a given URL.

Download yahoo finance live