Making live composite index

its not a code its an idea

the dxy = eurusd gbpusd usdyen usdcad and so on

so if i want to create COMPOSITE INDEX WHICH IS LIVE how can we do so

I WANT THE NAME() to be the new composite and it should BE live composite

.OR is there a way we can automate the ADD TO composite so that it refreshes to create new index where there is a backfill in GBPUSD AND EURUSD

kindly help .thank you