Hi, just wanted to check if we can resample minute level NSE, NYSE data to say 15min, 1H etc and daily data to weeks, months, year etc?
What I want is to be able to code my strategy, use the minute/day level dataset and within the strategy be able to resample it to the desired frequency before running the test
Sure, if you are coding in Python, you can use the Pandas resample method to down-resample to any target frequency. For example, see here.
Great, just what I was looking for. Thanks Prodipta.