I work at a equity trading firm and need some help writing a script/small program to perform some pretty simple (I think) operations. A couple times each day NASDAQ releases data about order imbalances in certain stocks. For each stock there are two values I care about, which are two different price values for each individual stock (Data A and Data B, for simplicity). I'm looking to take these two values, find the difference between the two, and then output a list sorted by absolute value of the difference. Example: Stock XYZ Data A: $10.00 Data B: $10.10 Stock ABC Data A: $20.00 Data B: $19.50 Stock LMNO Data A: $100.00 Data B: $100.05 Pretending these are the only stocks in the world, I would want output like this: ABC .....(-.50) XYZ......(.10) LMNO....(.05) I have a little programming knowledge and could probably figure out the computational stuff, but I'm completely lost as to how to call the data from NASDAQ into the program. So my main question is this: What language should I attempt to write this in, and does anyone have any suggestions of where I can learn about how to integrate the streams of data into the script? I'm guessing there isn't enough info in this post for anyone to really work with, but I can try to find out more info if there's anything you can think of that would be helpful to know. Thanks!