I saw an old jira ticket (http://jira.opengamma.com/browse/PLAT-1397) which requested a yahoo finance feed. Is there any work being done on this? It would be nice to have for trial purposes, that could then just be migrated to a proprietary data feed.
No, there isn’t - we did look at it, but it’s not much use outside of straight equities and I’m pretty sure there are licensing issue with scraping it for real-time data. There is some work being done on using Quandl to populate time series/snapshots though. The problem with Yahoo is that you can’t get much in the rates space which means you can’t really construct curves from it.