Intraday basis correlation. Not necessarily real time, just need at least based on past data... I put in symbol, the subject, then it spits back most closely correlated symbols in list, or gives me correlation data from symbols I input to compare against subject Nothing crazy, my needs are simple. Thanks.
I use Amibroker. You can see a sample here: http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/