Ideally I am looking to arrive at data something like this (I have pulled numbers from thin air for this example):

EURUSD-EURGBP correlation 1H (for x periods) 0.8, 4H 0.7, D 0.73

GBPCHF-CHFUSD correlation 1H -0.7, 4H -0.78, D -0.79

etc etc

I may also looking at catching the correlation with the the ES/NQ/TF futures contracts.

My plan was to obtain data to allow me to calculate this as from a designated Day 1, and to then update at the start of each trading session. It will then allow me to calculate how much I can risk per trade if for example I am long GBPCHF, short USDJPY and want to go short CHFJPY given the correlation across the pairs and my set risk parameters for a single trade.

Before embarking on this work, I thought I should ask whether this data is actually available somewhere already (whether free or not) or whether on the forum here has already tried to do something like this. I have done some searching already but have not found anything yet.

Appreciate any comments in advance!