alternative-data

name

alternative-data

description

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`.

Alternative Data Classes

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

Single Data Point

Indexing slice[_datasetSymbol] returns a single object; read properties directly.

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

Class	Dataset	Properties
BenzingaNews	Benzinga News Feed	Id, Author, CreatedAt, UpdatedAt, Title, Teaser, Contents, Categories, Symbols, Tags
BitcoinMetadata	Bitcoin Metadata	Difficulty, MyWalletNumberofUsers, AverageBlockSize, BlockchainSize, MedianTransactionConfirmationTime, MinersRevenue, HashRate, CostPerTransaction, CostPercentofTransactionVolume, EstimatedTransactionVolumeUSD, EstimatedTransactionVolume, TotalOutputVolume, NumberofTransactionperBlock, NumberofUniqueBitcoinAddressesUsed, NumberofTransactionsExcludingPopularAddresses, TotalNumberofTransactions, NumberofTransactions, TotalTransactionFeesUSD, TotalTransactionFees, MarketCapitalization, TotalBitcoins, MyWalletNumberofTransactionPerDay, MyWalletTransactionVolume
BrainCompanyFilingLanguageMetrics10K	Brain Language Metrics on Company Filings	ReportDate, ReportCategory, ReportPeriod, PreviousReportDate, PreviousReportCategory, PreviousReportPeriod, ReportSentiment, RiskFactorsStatementSentiment, ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations
BrainCompanyFilingLanguageMetricsAll	Brain Language Metrics on Company Filings	ReportDate, ReportCategory, ReportPeriod, PreviousReportDate, PreviousReportCategory, , , ,

List Type

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

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	Notes, Direction, Traders, AdviceDate
QuiverLobbyings->QuiverLobbying	Corporate Lobbying	Client, Issue, SpecificIssue, Amount
EODHDEconomicEvents->EODHDEconomicEvent	Economic Events	EventType, EventPeriod, Country, EventTime, Previous, Estimate
EODHDMacroIndicators->EODHDMacroIndicator	Macroeconomics Indicators	Indicator, Country, Frequency
ExtractAlphaTrueBeats->ExtractAlphaTrueBeat	True Beats	FiscalPeriod, EarningsMetric, AnalystEstimatesCount, TrueBeat, ExpertBeat, TrendBeat, ManagementBeat
QuiverCongress->QuiverCongressDataPoint	US Congress Trading	RecordDate, UpdatedAt, ReportDate, TransactionDate, Representative, Transaction, Amount, MaximumAmount, House, Party, District, State
RegalyticsRegulatoryArticles->RegalyticsRegulatoryArticle	US Regulatory Alerts - Financial Sector	Id, , , , , , , , , , , , , , , , , , , , ,

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.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 (collection.Data) and EODHDEconomicEvents (slice.Get<EODHDEconomicEvents>().TryGetValue(symbol, out var events)).