string filterName = "Stocks";

// Create formula & Calculate composites
Parser parser = ParserTool.CreateParser("b = GetSeries('^GSPC', close);lrule = close > 2 and close*sma(volume,10)>50000;a = comp(correl(perf(close, 1), perf(b, 1), 60), 'rank', 1, lrule);");
parser.CalculateComposites("Stocks", "", 1, true);

// Get Symbols
Symbol[] symbols = Symbols.GetSymbols("Stocks", "");
for(int i=0;i<symbols.Length;i++)
{
Symbol symbol = symbols[i];
Report report = parser.Parse(symbol.Name, 1, true);
DateTime[] dates = report.GetDateArray();
double[] compData = report.GetArray("a");

// Set database data
DatabasesData data = Databases.GetDatabasesData(symbol.Name, "correl", "sp500");
data.Date = dates;
data.Value = new object[compData.Length];
for(int j=0;j<compData.Length;j++)
{
data.Value[j] = compData[j];
}

// Save data
Databases.SaveDatabasesData(data);
}