Is there software that looks a stock's price in comparison with similar trading days for the stock?

I'd like to know how Nasdaq futures traded during similar trading days historically or when facing economics releases like Payrolls and FOMC.
 
Most trading software does that since the data is aligned longitudinally by security. The data set of interest to me aligns the data cross-sectionally; each trading day is a separate callable entity, not strung together as a sequence of trading days. That way I could compare NQ for all days when there was a Payroll number or an FOMC meeting. I've built that data set and suspect others have too but I wonder if some of the specialized trading services have offered such a product.
 
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