I'd like to get the level of the Dow Jones index every 2 minutes b/w 9.30 ET and 16.00 ET (i.e from market open to market close). I particularly like the yahoo finance page: ^DJI : Summary for Dow Jones Industrial Average - Yahoo Finance (in this particular case the number captured would be 23,271.28 i.e. 11/15's close at the time of writing) but can consider other public pages if that helps.
The idea is to read the index level every two minutes and append it to a .txt file. I was considering using a std::thread for this task and then detaching it so that it continues to run in the background but am not sure how to read in the actual data first. In addition to native C++ am able to use the boost library. If someone could give me an outline how to proceed that'd be much appreciated. Many thanks,
Sean
