alternative-data

name

alternative-data

description

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`.

Alternative Data Classes

Subscribe with add_data(<AltClass>, symbol) and read from slice in on_data. Indexing slice[dataset_symbol] returns either a single data point or a list of data points per bar — see the tables below.

Single Data Point

Indexing slice[dataset_symbol] 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>}")

Class	Dataset	Properties
BenzingaNews	Benzinga News Feed	id, author, created_at, updated_at, title, teaser, contents, categories, symbols, tags
BitcoinMetadata	Bitcoin Metadata	difficulty, my_wallet_numberof_users, average_block_size, blockchain_size, median_transaction_confirmation_time, miners_revenue, hash_rate, cost_per_transaction, cost_percentof_transaction_volume, estimated_transaction_volume_usd, estimated_transaction_volume, total_output_volume, numberof_transactionper_block, numberof_unique_bitcoin_addresses_used, numberof_transactions_excluding_popular_addresses, total_numberof_transactions, numberof_transactions, total_transaction_fees_usd, total_transaction_fees, market_capitalization, total_bitcoins, my_wallet_numberof_transaction_per_day, my_wallet_transaction_volume
BrainCompanyFilingLanguageMetrics10K	Brain Language Metrics on Company Filings	report_date, report_category, report_period, previous_report_date, previous_report_category, previous_report_period, report_sentiment, risk_factors_statement_sentiment, management_discussion_analyasis_of_financial_condition_and_results_of_operations
BrainCompanyFilingLanguageMetricsAll	Brain Language Metrics on Company Filings	report_date, report_category, report_period, previous_report_date, previous_report_category, previous_report_period, report_sentiment, risk_factors_statement_sentiment, management_discussion_analyasis_of_financial_condition_and_results_of_operations
BrainStockRanking10Day	Brain ML Stock Ranking	rank
BrainStockRanking21Day	Brain ML Stock Ranking	rank
BrainStockRanking2Day	Brain ML Stock Ranking	rank
BrainStockRanking3Day	Brain ML Stock Ranking	rank
BrainStockRanking5Day	Brain ML Stock Ranking	rank
BrainSentimentIndicator30Day	Brain Sentiment Indicator	total_article_mentions, sentimental_article_mentions, sentiment, total_buzz_volume, sentimental_buzz_volume
BrainSentimentIndicator7Day	Brain Sentiment Indicator	total_article_mentions, sentimental_article_mentions, sentiment, total_buzz_volume, sentimental_buzz_volume
BrainWikipediaPageViews	Brain Wikipedia Page Views	number_views_1, buzz_1, number_views_7, buzz_7, number_views_30, buzz_30
KavoutCompositeFactorBundle	Composite Factor Bundle	growth, value_factor, quality, momentum, low_volatility
SmartInsiderIntention	Corporate Buybacks	execution, execution_entity, execution_holding, amount, value_currency, amount_value, percentage, authorization_start_date, authorization_end_date, price_currency, minimum_price, maximum_price, note_text, transaction_id, event_type, last_update, last_i_ds_update, isin, usd_market_cap, company_id, icb_industry, icb_super_sector, icb_sector, icb_sub_sector, icb_code, company_name, previous_results_announcement_date, next_results_announcements_date, next_close_begin, last_close_ended, security_description, ticker_country, ticker_symbol, announcement_date, time_released, time_processed, time_released_utc, time_processed_utc, announced_in
SmartInsiderTransaction	Corporate Buybacks	buyback_date, execution, execution_entity, execution_holding, currency, execution_price, amount, gbp_value, eur_value, usd_value, note_text, buyback_percentage, volume_percentage, conversion_rate, amount_adjusted_factor, price_adjusted_factor, treasury_holding, transaction_id, event_type, last_update, last_i_ds_update, isin, usd_market_cap, company_id, icb_industry, icb_super_sector, icb_sector, icb_sub_sector, icb_code, company_name, previous_results_announcement_date, next_results_announcements_date, next_close_begin, last_close_ended, security_description, ticker_country, ticker_symbol, announcement_date, time_released, time_processed, time_released_utc, time_processed_utc, announced_in
ExtractAlphaCrossAssetModel	Cross Asset Model	spread, skew, volume_component, score, score_slow
CoinGecko	Crypto Market Cap	coin, volume, market_cap
NasdaqCustomColumns	Data Link	value
NasdaqDataLink	Data Link	period
EstimizeConsensus	Estimize	id, source, type, mean, high, low, standard_deviation, count, updated_at, fiscal_year, fiscal_quarter
EstimizeEstimate	Estimize	id, ticker, fiscal_year, fiscal_quarter, created_at, eps, revenue, user_name, analyst_id, flagged
EstimizeRelease	Estimize	id, fiscal_year, fiscal_quarter, release_date, eps, revenue, wall_street_eps_estimate, wall_street_revenue_estimate, consensus_eps_estimate, consensus_revenue_estimate, consensus_weighted_eps_estimate, consensus_weighted_revenue_estimate
FearGreedIndex	Fear and Greed	spx, spx_sma, market_momentum, stocks_at_yearly_highs, stocks_at_yearly_lows, total_for_strength, net_yearly_highs_and_lows, stock_price_strength, stocks_up_daily, stocks_down_daily, total_for_breadth, mc_clellan_summation_index, stock_price_breadth, put_call_ratio_daily, put_call_ratio_sma, put_call_ratio_normalized, vix, vix_sma, market_volatility, stock_returns, bond_returns, stock_bond_return_difference, safe_haven_demand, junk_bond_yield, investment_grade_bond_yield, bond_yield_spread, junk_bond_demand, qc_index, cnn_index
QuiverInsiderTrading	Insider Trading	date, file_date, transaction_code, price_per_share, shares, shares_owned_following, acquired_disposed_code, direct_or_indirect_ownership, name, officer_title, is_director, is_officer, is_ten_percent_owner, is_other
ExtractAlphaTacticalModel	Tactical	reversal, factor_momentum, liquidity_shock, seasonality, score
TiingoNews	Tiingo News Feed	source, crawl_date, url, published_date, tags, description, title, article_id, symbols
EODHDUpcomingDividends	Upcoming Dividends	dividend_date, declaration_date, report_date, payment_date, dividend
EODHDUpcomingEarnings	Upcoming Earnings	report_date, report_time, estimate
EODHDUpcomingIPOs	Upcoming IPOs	name, exchange, ipo_date, filing_date, amended_date, lowest_price, highest_price, offer_price, shares, deal_type
EODHDUpcomingSplits	Upcoming Splits	split_date, optionable, split_factor
BLSEconomicSurveysCes	US Bureau of Labor Statistics (BLS)	total_nonfarm, total_private, average_hourly_earnings, average_weekly_hours, average_weekly_earnings, production_hourly_earnings, production_employees, manufacturing, goods_producing, private_service_providing, construction, retail_trade, financial_activities, education_and_health_services, leisure_and_hospitality, mining_and_logging
BLSEconomicSurveysCpi	US Bureau of Labor Statistics (BLS)	all_items, core_cpi, food, food_at_home, food_away_from_home, energy, shelter, rent_of_primary_residence, gasoline, medical_care, apparel, education_and_communication, new_vehicles, used_cars_and_trucks, college_tuition_and_fees
BLSEconomicSurveysJolts	US Bureau of Labor Statistics (BLS)	job_openings, job_openings_rate, hires, hires_rate, quits, quits_rate, total_separations, layoffs_and_discharges
BLSEconomicSurveysPpi	US Bureau of Labor Statistics (BLS)	final_demand, core_ppi, final_demand_less_food_energy_trade, final_demand_goods, final_demand_services, final_demand_construction, all_commodities, farm_products, processed_foods_and_feeds, crude_petroleum, final_demand_goods_less_foods
USEnergy	US Energy Information Administration (EIA)	value
Fred	US Federal Reserve (FRED)	value
QuiverGovernmentContract	US Government Contracts	description, agency, amount
SECReport10K	US SEC Filings	report
SECReport10Q	US SEC Filings	report
SECReport8K	US SEC Filings	report
USTreasuryYieldCurveRate	US Treasury Yield Curve	one_month, two_month, three_month, six_month, one_year, two_year, three_year, five_year, seven_year, ten_year, twenty_year, thirty_year
VIXCentralContango	VIX Central Contango	front_month, f_1, f_2, f_3, f_4, f_5, f_6, f_7, f_8, f_9, f_10, f_11, f_12, contango_f_2_minus_f_1, contango_f_7_minus_f_4, contango_f_7_minus_f_4_div_3, period

List Type

Indexing slice[dataset_symbol] 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>}")

Class	Dataset	Properties
QuiverCNBCs->QuiverCNBC	CNBC Trading	notes, direction, traders, advice_date
QuiverLobbyings->QuiverLobbying	Corporate Lobbying	client, issue, specific_issue, amount
EODHDEconomicEvents->EODHDEconomicEvent	Economic Events	event_type, event_period, country, event_time, previous, estimate
EODHDMacroIndicators->EODHDMacroIndicator	Macroeconomics Indicators	indicator, country, frequency
ExtractAlphaTrueBeats->ExtractAlphaTrueBeat	True Beats	fiscal_period, earnings_metric, analyst_estimates_count, true_beat, expert_beat, trend_beat, management_beat
QuiverCongress->QuiverCongressDataPoint	US Congress Trading	record_date, updated_at, report_date, transaction_date, representative, transaction, amount, maximum_amount, house, party, district, state
RegalyticsRegulatoryArticles->RegalyticsRegulatoryArticle	US Regulatory Alerts - Financial Sector	id, title, summary, status, classification, filing_type, in_federal_register, federal_register_number, docket_file_number, sec_release_number, proposed_comments_due_date, original_publication_date, federal_register_publication_date, rule_effective_date, sourced_at, latest_update, alert_type, states, agencies, sector, announcement_url, created_at
USDAFruitAndVegetables->USDAFruitAndVegetable	USDA Fruit And Vegetables	form, average_retail_price, unit, preparation_yield_factor, cup_equivalent_size, cup_equivalent_unit, price_per_cup_equivalent

Common mistakes

• Iterating a single-point class — that index returns one object; read .property directly.
• Reading .property on a list-class index — iterate first, then read each element.
• Skipping the slice.contains_key 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 (collection.data) and EODHDEconomicEvents (slice.get(EODHDEconomicEvents).get(symbol)).