Quote from 2rosy:
i have various baskets of stocks that are related to each other by one or two stocks
1) A,B,C
2) C,D,E
3) E,F,G
4) E,G,H
whats the best structure or structures to keep track of them so when a price comes in for C i reprice basket 1 and 2, when a price comes in for E i reprice 2,3,4