Are there any bitcoin package/librairies in popular langage that would make the recuperation of prices easy ?
I have the exemple of the Quantmod package for R that allows you to get market data from multiple sources in one line of code.
You could take API from one of many exchanges from here: http://bitcoincharts.com/about/markets-api/
There is matplotlib library for python that will work well if you provide data. For R - xts package for dealing with time series. One you will get to the point with access to single time and corresponding bitcoin price programming there is no difference if data is from bitcoin trades or just regular finance.