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alternative-data-universes

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UpdatedMay 8, 2026 at 13:40

Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with py`add_universe(<AltClass>, selector)`cs`AddUniverse<AltClass>(selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF constituents, or pure indicator-driven universes.

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Software DevelopersComputer and Mathematical Occupations·SOC 15-1252

SKILL.md

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name	alternative-data-universes
description	Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with py`add_universe(<AltClass>, selector)`cs`AddUniverse<AltClass>(selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF constituents, or pure indicator-driven universes.

Alternative Data Universe Classes

BrainCompanyFilingLanguageMetricsUniverseAll — Brain Language Metrics on Company Filings
BrainStockRankingUniverse — Brain ML Stock Ranking
BrainSentimentIndicatorUniverse — Brain Sentiment Indicator
CoinGeckoUniverse — Crypto Market Cap
EODHDUpcomingDividends — Upcoming Dividends
EODHDUpcomingEarnings — Upcoming Earnings
EODHDUpcomingIPOs — Upcoming IPOs
EODHDUpcomingSplits — Upcoming Splits
QuiverCNBCsUniverse — CNBC Trading
QuiverLobbyingUniverse — Corporate Lobbying
QuiverInsiderTradingUniverse — Insider Trading
QuiverQuantCongressUniverse — US Congress Trading
QuiverGovernmentContractUniverse — US Government Contracts
SmartInsiderIntentionUniverse — Corporate Buybacks
SmartInsiderTransactionUniverse — Corporate Buybacks

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alternative-data

QuantConnect/Documentation

Use when subscribing to a QuantConnect/LEAN alternative-data class via `AddData<AltClass>(symbol)` and reading the result from `slice` in `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 `slice[_datasetSymbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through `AddEquity` / `AddOption` instead of `AddData`.

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Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `BaseData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `AddData`, unless writing a custom reader.

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QuantConnect/Documentation

Use when subscribing to a QuantConnect/LEAN alternative-data class via `add_data(<AltClass>, symbol)` and reading the result from `slice` in `on_data`. 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 `slice[dataset_symbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through `add_equity` / `add_option` instead of `add_data`.

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Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `PythonData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `add_data`, unless writing a custom reader.

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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`.

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code-quality

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Use when writing, reviewing, or refactoring QuantConnect/LEAN algorithm code for style correctness. Triggers: new algorithm code, code review, cleanup, "fix code style", "review code quality", "clean up the algorithm", redundant imports, subscription variable usage, comment format, blank-line rules, multi-line boolean layout, or catch-all error handling. Skip when only debugging runtime behavior or performance, unless the fix also changes style.

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name	alternative-data-universes
description	Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with py`add_universe(<AltClass>, selector)`cs`AddUniverse<AltClass>(selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF constituents, or pure indicator-driven universes.

Alternative Data Universe Classes

BrainCompanyFilingLanguageMetricsUniverseAll — Brain Language Metrics on Company Filings
BrainStockRankingUniverse — Brain ML Stock Ranking
BrainSentimentIndicatorUniverse — Brain Sentiment Indicator
CoinGeckoUniverse — Crypto Market Cap
EODHDUpcomingDividends — Upcoming Dividends
EODHDUpcomingEarnings — Upcoming Earnings
EODHDUpcomingIPOs — Upcoming IPOs
EODHDUpcomingSplits — Upcoming Splits
QuiverCNBCsUniverse — CNBC Trading
QuiverLobbyingUniverse — Corporate Lobbying
QuiverInsiderTradingUniverse — Insider Trading
QuiverQuantCongressUniverse — US Congress Trading
QuiverGovernmentContractUniverse — US Government Contracts
SmartInsiderIntentionUniverse — Corporate Buybacks
SmartInsiderTransactionUniverse — Corporate Buybacks