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	, , , , , , , ,

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, , , , , , , , , , , , , , , , , , , , ,

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)).