How to read files.

For example, if you want to read filename.h5

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

1.3 KiB Executable File Raw Blame History