Hi there,
I’m currently working on calculating the Greeks during a backtest and need access to data at 5-minute intervals on Blueshift. However, I’m looking for a way to obtain this information without directly using the time field. I need the backtested timestamps to calculate the Greeks during the simulation process.
I would want to know how to do the iteration when 5 timestamp of backtesting data matters like for greeks.
Ex : The underlying price of futures would change everytime , then i want to consider those dynamic changes of prices, but in blueshift i had to access every row individually.
If there’s a recommended method, I’d really appreciate your guidance.
Thanks !!