# How to read files. For example, if you want to read `filename.h5` ```Python import pandas as pd df = pd.read_hdf("filename.h5", key="data") ``` NOTE: **key is always "data" for all hdf5 files **. # Here is a short description about the data | Filename | Description | | -------------- | -----------------------------------------------------------------| | "daily_pv.h5" | EURUSD 15-minute OHLCV intraday data. | # For different data, We have some basic knowledge for them ## EURUSD 15min intraday data $open: open price of EURUSD at the start of the 15min bar. $close: close price of EURUSD at the end of the 15min bar. $high: highest price of EURUSD during the 15min bar. $low: lowest price of EURUSD during the 15min bar. $volume: traded volume during the 15min bar. **IMPORTANT: There is NO $factor column. Use only $open, $close, $high, $low, $volume.** ## Market sessions (UTC) - Asian session: 00:00 - 08:00 (mean reversion tendencies) - London session: 08:00 - 16:00 (trending, momentum works) - NY session: 13:00 - 21:00 (high volatility) - London-NY overlap: 13:00 - 16:00 (highest volume) ## Lookback reference - 4 bars = 1 hour - 8 bars = 2 hours - 16 bars = 4 hours - 32 bars = 8 hours - 96 bars = 1 day