alternative-data

name

alternative-data

description

Use when subscribing to a QuantConnect/LEAN alternative-data class via py`add_data(<AltClass>, symbol)`cs`AddData<AltClass>(symbol)` and reading the result from py`slice`cs`slice` in py`on_data`cs`OnData`. Triggers — "is this dataset a list or single point per bar", "why does iterating slice[dataset_symbol] fail", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after py`slice[dataset_symbol]`cs`slice[_datasetSymbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through py`add_equity`cs`AddEquity` / py`add_option`cs`AddOption` instead of py`add_data`cs`AddData`.

Alternative Data Classes

Subscribe with pyadd_data(<AltClass>, symbol)csAddData<AltClass>(symbol) and read from pyslicecsslice in pyon_datacsOnData. Indexing pyslice[dataset_symbol]csslice[_datasetSymbol] returns either a single data point or a list of data points per bar — see the tables below.

Single Data Point

Indexing pyslice[dataset_symbol]csslice[_datasetSymbol] returns a single object; read properties directly.

def on_data(self, slice: Slice) -> None:
    if slice.contains_key(self.dataset_symbol):
        data_point = slice[self.dataset_symbol]
        self.log(f"{data_point.<property>}")

public override void OnData(Slice slice)
{
    if (slice.ContainsKey(_datasetSymbol))
    {
        var dataPoint = slice[_datasetSymbol];
        Log($"{dataPoint.<Property>}");
    }
}

Class	Dataset	Properties
BenzingaNews	Benzinga News Feed	pyidcsId, pyauthorcsAuthor, pycreated_atcsCreatedAt, pyupdated_atcsUpdatedAt, pytitlecsTitle, pyteasercsTeaser, pycontentscsContents, pycategoriescsCategories, pysymbolscsSymbols, pytagscsTags
BitcoinMetadata	Bitcoin Metadata	pydifficultycsDifficulty, pymy_wallet_numberof_userscsMyWalletNumberofUsers, pyaverage_block_sizecsAverageBlockSize, pyblockchain_sizecsBlockchainSize, pymedian_transaction_confirmation_timecsMedianTransactionConfirmationTime, pyminers_revenuecsMinersRevenue, pyhash_ratecsHashRate, pycost_per_transactioncsCostPerTransaction, pycost_percentof_transaction_volumecsCostPercentofTransactionVolume, pyestimated_transaction_volume_usdcsEstimatedTransactionVolumeUSD, pyestimated_transaction_volumecsEstimatedTransactionVolume, pytotal_output_volumecsTotalOutputVolume, pynumberof_transactionper_blockcsNumberofTransactionperBlock, pynumberof_unique_bitcoin_addresses_usedcsNumberofUniqueBitcoinAddressesUsed, pynumberof_transactions_excluding_popular_addressescsNumberofTransactionsExcludingPopularAddresses, pytotal_numberof_transactionscsTotalNumberofTransactions, pynumberof_transactionscsNumberofTransactions, pytotal_transaction_fees_usdcsTotalTransactionFeesUSD, pytotal_transaction_feescsTotalTransactionFees, pymarket_capitalizationcsMarketCapitalization, pytotal_bitcoinscsTotalBitcoins, pymy_wallet_numberof_transaction_per_daycsMyWalletNumberofTransactionPerDay, pymy_wallet_transaction_volumecsMyWalletTransactionVolume
BrainCompanyFilingLanguageMetrics10K	Brain Language Metrics on Company Filings	pyreport_datecsReportDate, pyreport_categorycsReportCategory, pyreport_periodcsReportPeriod, pyprevious_report_datecsPreviousReportDate, pyprevious_report_categorycsPreviousReportCategory, pyprevious_report_periodcsPreviousReportPeriod, pyreport_sentimentcsReportSentiment, pyrisk_factors_statement_sentimentcsRiskFactorsStatementSentiment, pymanagement_discussion_analyasis_of_financial_condition_and_results_of_operationscsManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations
BrainCompanyFilingLanguageMetricsAll	Brain Language Metrics on Company Filings	pyreport_datecsReportDate, pyreport_categorycsReportCategory, pyreport_periodcsReportPeriod, pyprevious_report_datecsPreviousReportDate, pyprevious_report_categorycsPreviousReportCategory, pyprevious_report_periodcsPreviousReportPeriod, pyreport_sentimentcsReportSentiment, pyrisk_factors_statement_sentimentcsRiskFactorsStatementSentiment, pymanagement_discussion_analyasis_of_financial_condition_and_results_of_operationscsManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations
BrainStockRanking10Day	Brain ML Stock Ranking	pyrankcsRank
BrainStockRanking21Day	Brain ML Stock Ranking	pyrankcsRank
BrainStockRanking2Day	Brain ML Stock Ranking	pyrankcsRank
BrainStockRanking3Day	Brain ML Stock Ranking	pyrankcsRank
BrainStockRanking5Day	Brain ML Stock Ranking	pyrankcsRank
BrainSentimentIndicator30Day	Brain Sentiment Indicator	pytotal_article_mentionscsTotalArticleMentions, pysentimental_article_mentionscsSentimentalArticleMentions, pysentimentcsSentiment, pytotal_buzz_volumecsTotalBuzzVolume, pysentimental_buzz_volumecsSentimentalBuzzVolume
BrainSentimentIndicator7Day	Brain Sentiment Indicator	pytotal_article_mentionscsTotalArticleMentions, pysentimental_article_mentionscsSentimentalArticleMentions, pysentimentcsSentiment, pytotal_buzz_volumecsTotalBuzzVolume, pysentimental_buzz_volumecsSentimentalBuzzVolume
BrainWikipediaPageViews	Brain Wikipedia Page Views	pynumber_views_1csNumberViews1, pybuzz_1csBuzz1, pynumber_views_7csNumberViews7, pybuzz_7csBuzz7, pynumber_views_30csNumberViews30, pybuzz_30csBuzz30
KavoutCompositeFactorBundle	Composite Factor Bundle	pygrowthcsGrowth, pyvalue_factorcsValueFactor, pyqualitycsQuality, pymomentumcsMomentum, pylow_volatilitycsLowVolatility
SmartInsiderIntention	Corporate Buybacks	pyexecutioncsExecution, pyexecution_entitycsExecutionEntity, pyexecution_holdingcsExecutionHolding, pyamountcsAmount, pyvalue_currencycsValueCurrency, pyamount_valuecsAmountValue, pypercentagecsPercentage, pyauthorization_start_datecsAuthorizationStartDate, pyauthorization_end_datecsAuthorizationEndDate, pyprice_currencycsPriceCurrency, pyminimum_pricecsMinimumPrice, pymaximum_pricecsMaximumPrice, pynote_textcsNoteText, pytransaction_idcsTransactionID, pyevent_typecsEventType, pylast_updatecsLastUpdate, pylast_i_ds_updatecsLastIDsUpdate, pyisincsISIN, pyusd_market_capcsUSDMarketCap, pycompany_idcsCompanyID, pyicb_industrycsICBIndustry, pyicb_super_sectorcsICBSuperSector, pyicb_sectorcsICBSector, pyicb_sub_sectorcsICBSubSector, pyicb_codecsICBCode, pycompany_namecsCompanyName, pyprevious_results_announcement_datecsPreviousResultsAnnouncementDate, pynext_results_announcements_datecsNextResultsAnnouncementsDate, pynext_close_begincsNextCloseBegin, pylast_close_endedcsLastCloseEnded, pysecurity_descriptioncsSecurityDescription, pyticker_countrycsTickerCountry, pyticker_symbolcsTickerSymbol, pyannouncement_datecsAnnouncementDate, pytime_releasedcsTimeReleased, pytime_processedcsTimeProcessed, pytime_released_utccsTimeReleasedUtc, pytime_processed_utccsTimeProcessedUtc, pyannounced_incsAnnouncedIn
SmartInsiderTransaction	Corporate Buybacks	pybuyback_datecsBuybackDate, pyexecutioncsExecution, pyexecution_entitycsExecutionEntity, pyexecution_holdingcsExecutionHolding, pycurrencycsCurrency, pyexecution_pricecsExecutionPrice, pyamountcsAmount, pygbp_valuecsGBPValue, pyeur_valuecsEURValue, pyusd_valuecsUSDValue, pynote_textcsNoteText, pybuyback_percentagecsBuybackPercentage, pyvolume_percentagecsVolumePercentage, pyconversion_ratecsConversionRate, pyamount_adjusted_factorcsAmountAdjustedFactor, pyprice_adjusted_factorcsPriceAdjustedFactor, pytreasury_holdingcsTreasuryHolding, pytransaction_idcsTransactionID, pyevent_typecsEventType, pylast_updatecsLastUpdate, pylast_i_ds_updatecsLastIDsUpdate, pyisincsISIN, pyusd_market_capcsUSDMarketCap, pycompany_idcsCompanyID, pyicb_industrycsICBIndustry, pyicb_super_sectorcsICBSuperSector, pyicb_sectorcsICBSector, pyicb_sub_sectorcsICBSubSector, pyicb_codecsICBCode, pycompany_namecsCompanyName, pyprevious_results_announcement_datecsPreviousResultsAnnouncementDate, pynext_results_announcements_datecsNextResultsAnnouncementsDate, pynext_close_begincsNextCloseBegin, pylast_close_endedcsLastCloseEnded, pysecurity_descriptioncsSecurityDescription, pyticker_countrycsTickerCountry, pyticker_symbolcsTickerSymbol, pyannouncement_datecsAnnouncementDate, pytime_releasedcsTimeReleased, pytime_processedcsTimeProcessed, pytime_released_utccsTimeReleasedUtc, pytime_processed_utccsTimeProcessedUtc, pyannounced_incsAnnouncedIn
ExtractAlphaCrossAssetModel	Cross Asset Model	pyspreadcsSpread, pyskewcsSkew, pyvolume_componentcsVolumeComponent, pyscorecsScore, pyscore_slowcsScoreSlow
CoinGecko	Crypto Market Cap	pycoincsCoin, pyvolumecsVolume, pymarket_capcsMarketCap
NasdaqCustomColumns	Data Link	pyvaluecsValue
NasdaqDataLink	Data Link	pyperiodcsPeriod
EstimizeConsensus	Estimize	pyidcsId, pysourcecsSource, pytypecsType, pymeancsMean, pyhighcsHigh, pylowcsLow, pystandard_deviationcsStandardDeviation, pycountcsCount, pyupdated_atcsUpdatedAt, pyfiscal_yearcsFiscalYear, pyfiscal_quartercsFiscalQuarter
EstimizeEstimate	Estimize	pyidcsId, pytickercsTicker, pyfiscal_yearcsFiscalYear, pyfiscal_quartercsFiscalQuarter, pycreated_atcsCreatedAt, pyepscsEps, pyrevenuecsRevenue, pyuser_namecsUserName, pyanalyst_idcsAnalystId, pyflaggedcsFlagged
EstimizeRelease	Estimize	pyidcsId, pyfiscal_yearcsFiscalYear, pyfiscal_quartercsFiscalQuarter, pyrelease_datecsReleaseDate, pyepscsEps, pyrevenuecsRevenue, pywall_street_eps_estimatecsWallStreetEpsEstimate, pywall_street_revenue_estimatecsWallStreetRevenueEstimate, pyconsensus_eps_estimatecsConsensusEpsEstimate, pyconsensus_revenue_estimatecsConsensusRevenueEstimate, pyconsensus_weighted_eps_estimatecsConsensusWeightedEpsEstimate, pyconsensus_weighted_revenue_estimatecsConsensusWeightedRevenueEstimate
FearGreedIndex	Fear and Greed	pyspxcsSpx, pyspx_smacsSpxSma, pymarket_momentumcsMarketMomentum, pystocks_at_yearly_highscsStocksAtYearlyHighs, pystocks_at_yearly_lowscsStocksAtYearlyLows, pytotal_for_strengthcsTotalForStrength, pynet_yearly_highs_and_lowscsNetYearlyHighsAndLows, pystock_price_strengthcsStockPriceStrength, pystocks_up_dailycsStocksUpDaily, pystocks_down_dailycsStocksDownDaily, pytotal_for_breadthcsTotalForBreadth, pymc_clellan_summation_indexcsMcClellanSummationIndex, pystock_price_breadthcsStockPriceBreadth, pyput_call_ratio_dailycsPutCallRatioDaily, pyput_call_ratio_smacsPutCallRatioSma, pyput_call_ratio_normalizedcsPutCallRatioNormalized, pyvixcsVix, pyvix_smacsVixSma, pymarket_volatilitycsMarketVolatility, pystock_returnscsStockReturns, pybond_returnscsBondReturns, pystock_bond_return_differencecsStockBondReturnDifference, pysafe_haven_demandcsSafeHavenDemand, pyjunk_bond_yieldcsJunkBondYield, pyinvestment_grade_bond_yieldcsInvestmentGradeBondYield, pybond_yield_spreadcsBondYieldSpread, pyjunk_bond_demandcsJunkBondDemand, pyqc_indexcsQCIndex, pycnn_indexcsCNNIndex
QuiverInsiderTrading	Insider Trading	pydatecsDate, pyfile_datecsFileDate, pytransaction_codecsTransactionCode, pyprice_per_sharecsPricePerShare, pysharescsShares, pyshares_owned_followingcsSharesOwnedFollowing, pyacquired_disposed_codecsAcquiredDisposedCode, pydirect_or_indirect_ownershipcsDirectOrIndirectOwnership, pynamecsName, pyofficer_titlecsOfficerTitle, pyis_directorcsIsDirector, pyis_officercsIsOfficer, pyis_ten_percent_ownercsIsTenPercentOwner, pyis_othercsIsOther
ExtractAlphaTacticalModel	Tactical	pyreversalcsReversal, pyfactor_momentumcsFactorMomentum, pyliquidity_shockcsLiquidityShock, pyseasonalitycsSeasonality, pyscorecsScore
TiingoNews	Tiingo News Feed	pysourcecsSource, pycrawl_datecsCrawlDate, pyurlcsUrl, pypublished_datecsPublishedDate, pytagscsTags, pydescriptioncsDescription, pytitlecsTitle, pyarticle_idcsArticleID, pysymbolscsSymbols
EODHDUpcomingDividends	Upcoming Dividends	pydividend_datecsDividendDate, pydeclaration_datecsDeclarationDate, pyreport_datecsReportDate, pypayment_datecsPaymentDate, pydividendcsDividend
EODHDUpcomingEarnings	Upcoming Earnings	pyreport_datecsReportDate, pyreport_timecsReportTime, pyestimatecsEstimate
EODHDUpcomingIPOs	Upcoming IPOs	pynamecsName, pyexchangecsExchange, pyipo_datecsIpoDate, pyfiling_datecsFilingDate, pyamended_datecsAmendedDate, pylowest_pricecsLowestPrice, pyhighest_pricecsHighestPrice, pyoffer_pricecsOfferPrice, pysharescsShares, pydeal_typecsDealType
EODHDUpcomingSplits	Upcoming Splits	pysplit_datecsSplitDate, pyoptionablecsOptionable, pysplit_factorcsSplitFactor
BLSEconomicSurveysCes	US Bureau of Labor Statistics (BLS)	pytotal_nonfarmcsTotalNonfarm, pytotal_privatecsTotalPrivate, pyaverage_hourly_earningscsAverageHourlyEarnings, pyaverage_weekly_hourscsAverageWeeklyHours, pyaverage_weekly_earningscsAverageWeeklyEarnings, pyproduction_hourly_earningscsProductionHourlyEarnings, pyproduction_employeescsProductionEmployees, pymanufacturingcsManufacturing, pygoods_producingcsGoodsProducing, pyprivate_service_providingcsPrivateServiceProviding, pyconstructioncsConstruction, pyretail_tradecsRetailTrade, pyfinancial_activitiescsFinancialActivities, pyeducation_and_health_servicescsEducationAndHealthServices, pyleisure_and_hospitalitycsLeisureAndHospitality, pymining_and_loggingcsMiningAndLogging
BLSEconomicSurveysCpi	US Bureau of Labor Statistics (BLS)	pyall_itemscsAllItems, pycore_cpicsCoreCpi, pyfoodcsFood, pyfood_at_homecsFoodAtHome, pyfood_away_from_homecsFoodAwayFromHome, pyenergycsEnergy, pysheltercsShelter, pyrent_of_primary_residencecsRentOfPrimaryResidence, pygasolinecsGasoline, pymedical_carecsMedicalCare, pyapparelcsApparel, pyeducation_and_communicationcsEducationAndCommunication, pynew_vehiclescsNewVehicles, pyused_cars_and_truckscsUsedCarsAndTrucks, pycollege_tuition_and_feescsCollegeTuitionAndFees
BLSEconomicSurveysJolts	US Bureau of Labor Statistics (BLS)	pyjob_openingscsJobOpenings, pyjob_openings_ratecsJobOpeningsRate, pyhirescsHires, pyhires_ratecsHiresRate, pyquitscsQuits, pyquits_ratecsQuitsRate, pytotal_separationscsTotalSeparations, pylayoffs_and_dischargescsLayoffsAndDischarges
BLSEconomicSurveysPpi	US Bureau of Labor Statistics (BLS)	pyfinal_demandcsFinalDemand, pycore_ppicsCorePpi, pyfinal_demand_less_food_energy_tradecsFinalDemandLessFoodEnergyTrade, pyfinal_demand_goodscsFinalDemandGoods, pyfinal_demand_servicescsFinalDemandServices, pyfinal_demand_constructioncsFinalDemandConstruction, pyall_commoditiescsAllCommodities, pyfarm_productscsFarmProducts, pyprocessed_foods_and_feedscsProcessedFoodsAndFeeds, pycrude_petroleumcsCrudePetroleum, pyfinal_demand_goods_less_foodscsFinalDemandGoodsLessFoods
USEnergy	US Energy Information Administration (EIA)	pyvaluecsValue
Fred	US Federal Reserve (FRED)	pyvaluecsValue
QuiverGovernmentContract	US Government Contracts	pydescriptioncsDescription, pyagencycsAgency, pyamountcsAmount
SECReport10K	US SEC Filings	pyreportcsReport
SECReport10Q	US SEC Filings	pyreportcsReport
SECReport8K	US SEC Filings	pyreportcsReport
USTreasuryYieldCurveRate	US Treasury Yield Curve	pyone_monthcsOneMonth, pytwo_monthcsTwoMonth, pythree_monthcsThreeMonth, pysix_monthcsSixMonth, pyone_yearcsOneYear, pytwo_yearcsTwoYear, pythree_yearcsThreeYear, pyfive_yearcsFiveYear, pyseven_yearcsSevenYear, pyten_yearcsTenYear, pytwenty_yearcsTwentyYear, pythirty_yearcsThirtyYear
VIXCentralContango	VIX Central Contango	pyfront_monthcsFrontMonth, pyf_1csF1, pyf_2csF2, pyf_3csF3, pyf_4csF4, pyf_5csF5, pyf_6csF6, pyf_7csF7, pyf_8csF8, pyf_9csF9, pyf_10csF10, pyf_11csF11, pyf_12csF12, pycontango_f_2_minus_f_1csContango_F2_Minus_F1, pycontango_f_7_minus_f_4csContango_F7_Minus_F4, pycontango_f_7_minus_f_4_div_3csContango_F7_Minus_F4_Div_3, pyperiodcsPeriod

List Type

Indexing pyslice[dataset_symbol]csslice[_datasetSymbol] returns the listed outer class; iterate it and read properties off each element.

def on_data(self, slice: Slice) -> None:
    if slice.contains_key(self.dataset_symbol):
        for data_point in slice[self.dataset_symbol]:
            self.log(f"{data_point.<property>}")

public override void OnData(Slice slice)
{
    if (slice.ContainsKey(_datasetSymbol))
    {
        foreach (var dataPoint in slice[_datasetSymbol])
        {
            Log($"{dataPoint.<Property>}");
        }
    }
}

Class	Dataset	Properties
QuiverCNBCs->QuiverCNBC	CNBC Trading	pynotescsNotes, pydirectioncsDirection, pytraderscsTraders, pyadvice_datecsAdviceDate
QuiverLobbyings->QuiverLobbying	Corporate Lobbying	pyclientcsClient, pyissuecsIssue, pyspecific_issuecsSpecificIssue, pyamountcsAmount
EODHDEconomicEvents->EODHDEconomicEvent	Economic Events	pyevent_typecsEventType, pyevent_periodcsEventPeriod, pycountrycsCountry, pyevent_timecsEventTime, pypreviouscsPrevious, pyestimatecsEstimate
EODHDMacroIndicators->EODHDMacroIndicator	Macroeconomics Indicators	pyindicatorcsIndicator, pycountrycsCountry, pyfrequencycsFrequency
ExtractAlphaTrueBeats->ExtractAlphaTrueBeat	True Beats	pyfiscal_periodcsFiscalPeriod, pyearnings_metriccsEarningsMetric, pyanalyst_estimates_countcsAnalystEstimatesCount, pytrue_beatcsTrueBeat, pyexpert_beatcsExpertBeat, pytrend_beatcsTrendBeat, pymanagement_beatcsManagementBeat
QuiverCongress->QuiverCongressDataPoint	US Congress Trading	pyrecord_datecsRecordDate, pyupdated_atcsUpdatedAt, pyreport_datecsReportDate, pytransaction_datecsTransactionDate, pyrepresentativecsRepresentative, pytransactioncsTransaction, pyamountcsAmount, pymaximum_amountcsMaximumAmount, pyhousecsHouse, pypartycsParty, pydistrictcsDistrict, pystatecsState
RegalyticsRegulatoryArticles->RegalyticsRegulatoryArticle	US Regulatory Alerts - Financial Sector	pyidcsId, pytitlecsTitle, pysummarycsSummary, pystatuscsStatus, pyclassificationcsClassification, pyfiling_typecsFilingType, pyin_federal_registercsInFederalRegister, pyfederal_register_numbercsFederalRegisterNumber, pydocket_file_numbercsDocketFileNumber, pysec_release_numbercsSecReleaseNumber, pyproposed_comments_due_datecsProposedCommentsDueDate, pyoriginal_publication_datecsOriginalPublicationDate, pyfederal_register_publication_datecsFederalRegisterPublicationDate, pyrule_effective_datecsRuleEffectiveDate, pysourced_atcsSourcedAt, pylatest_updatecsLatestUpdate, pyalert_typecsAlertType, pystatescsStates, pyagenciescsAgencies, pysectorcsSector, pyannouncement_urlcsAnnouncementUrl, pycreated_atcsCreatedAt
USDAFruitAndVegetables->USDAFruitAndVegetable	USDA Fruit And Vegetables	pyformcsForm, pyaverage_retail_pricecsAverageRetailPrice, pyunitcsUnit, pypreparation_yield_factorcsPreparationYieldFactor, pycup_equivalent_sizecsCupEquivalentSize, pycup_equivalent_unitcsCupEquivalentUnit, pyprice_per_cup_equivalentcsPricePerCupEquivalent

Common mistakes

• Iterating a single-point class — that index returns one object; read py.propertycs.Property directly.
• Reading py.propertycs.Property on a list-class index — iterate first, then read each element.
• Skipping the pyslice.contains_keycsslice.ContainsKey guard — alt-data only lands when there's an event, so the slice may not carry the symbol every bar.
• Two list-class wrappers iterate through a sub-attribute, not the value itself: USDAFruitAndVegetables (pycollection.datacscollection.Data) and EODHDEconomicEvents (pyslice.get(EODHDEconomicEvents).get(symbol)csslice.Get<EODHDEconomicEvents>().TryGetValue(symbol, out var events)).