Pulling historical emini quotes in C++

Hi,

I know that R, MatLab, PHP etc are all better suited for pulling historical data from places like yahoo finance, but if you wanted to get daily or weekly data for the eminis into your C++ code/program, how would you do it?

(yahoo finance doesn't provide historical data on the NQ it looks like)

Thanks

 

Can you do it through Quandl?

 

Spend the money with iqfeed. It will cost you $500 all in, and maybe a couple a hundred a year after that.

 

what would you want to do it in C++ ?

C++ is so hasbeen, time to go for a real new language, this 2015, not 1995

 

http://pocoproject.org/
Poco/Net/HTTPRequest.h

 

You can download this information from the CME at the settlement ftp site. The will have 5-6 days of data. You can download text or xml files. There's more information in the xml file but in either case you will need to parse the data. The data is updated regularly at the close which makes it better than quandl.

Let me know if you need more info.