We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the hydrodynamic limit in terms of the diffusivity and the mobility. Within this hydrodynamic framework we discuss a generalization of the fluctuation dissipation relation in a non-equilibrium steady state where the response function is expressed in terms of the two-time correlations. We compare our results to an exact solution of the symmetric exclusion process. This exact solution also allows one to directly verify the fluctuating hydrodynamics equation.
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