There are plenty of third-party plugins that do this -- Bloomberg and Reuters have them, for example. For example, the formula for the current level of the Dow Jones Industrial average is =blp("INDU Index","LAST_PX"). The equivalent Reuters formula is something like =RtGet(".INDU","PXLAST"). At work I have a sheet which pulls in real-time prices on Treasury bonds, interest rate swaps, options, stocks, futures, mortgage-backed securities, etc. and organizes them all into nice tables and charts. It's built on the Bloomberg and Reuters APIs.
