I'm pretty sure you can't make calls/connections to outside servers in WoW (I suspect not anyway), but would you guys consider centralizing the database per faction, per realm on a webserver? An outside application could sync the data in the central DB and repopulate your personal one with changes. Obviously this would make prices a lot more accurate, and allow users to get the benefit of others' scans.
And I should say that while I love auctioneer and cheer you guys for releasing it under the GPL (woot!), I would consider the idea of a central DB service something that I would pay some dollars for (as opposed to wow gold - heh). Paying customers would get a login, and the website could provide charting, historical analysis, etc.
it is possible that wow watcher will someday include information like this. it will definitely always be separate from the core auctioneer, though, since no standard addon can communicate with the outside world, as you surmise.