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",…
Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with `AddUniverse<AltClass>(selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF…
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]…
Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with `add_universe(<AltClass>, selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF…
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…
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…
Use whenever placing orders, sizing positions to target weights, exiting/flattening, choosing an order type (incl. market-on-close), or deciding on fee/slippage/fill models. Prefer QuantConnect built-ins over hand-rolled order math.
Use whenever placing orders, sizing positions to target weights, exiting/flattening, choosing an order type (incl. market-on-close), or deciding on fee/slippage/fill models. Prefer QuantConnect built-ins over hand-rolled order math.