Does Rally allow to parametrize index creation? I'd like to create a large number of indexes like index_001 - index_100 in a track.
yes, this is possible when you write your own track. See our track tutorial how to create a custom track. Rally uses the Jinja template language so you can use a for loop to define indices and Rally's track parameter feature to inject the upper bound of your loop. The track syntax is outdated by now but this example on an old Rally issue should get you started.
Thanks a lot for the example! May I suggest adding for loop example to Rally docs?
sure, that'd make sense. Would you be open to work on a pull request to add such an example? The best for such an example would probably be https://esrally.readthedocs.io/en/stable/adding_tracks.html#template-language.