Does anyone know of a simple realtime charting software which will plot the difference between 2 symbols? I have found lots of commercial software which is bloated for this simple requirement.
1. no 2. why don't you code this yourself it sounds very simple? 3. For pair trading, you shouldn't be looking at diff between two symbols. you should be looking at the diff between percentage change of each symbol.
you can use yahoo http://finance.yahoo.com/echarts?s=...=on;ohlcvalues=0;logscale=on;source=undefined just enter several symbols and click "get chart"
Yahoo cannot show ratio spreads or calculate the difference of say 1 GOOG - 1.25 BIDU. For futures you can use futuresource.com -> custom charts or the free access to barchart.com's charts if you visit manfutures.com and select trader support, charts, spread charts. If you're looking for cheap commercial charting software you could try sierra charts, Investor RT or perhaps Quotetracker. You could also use esignal, though it's more expensive.