alternative-data

name

alternative-data

description

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`.

Alternative Data Classes

Subscribe with pyadd_data(<AltClass>, symbol)csAddData<AltClass>(symbol) and read from pyslicecsslice in pyon_datacsOnData. Indexing pyslice[dataset_symbol]csslice[_datasetSymbol] returns either a single data point or a list of data points per bar — see the tables below.

Single Data Point

Indexing pyslice[dataset_symbol]csslice[_datasetSymbol] 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>}")

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

Class	Dataset	Properties
BenzingaNews	Benzinga News Feed	pyidcsId, pyauthorcsAuthor, pycreated_atcsCreatedAt, pyupdated_atcsUpdatedAt, pytitlecsTitle, pyteasercsTeaser, pycontentscsContents, pycategoriescsCategories, pysymbolscsSymbols, pytagscsTags
BitcoinMetadata	Bitcoin Metadata	pydifficultycsDifficulty, pymy_wallet_numberof_userscsMyWalletNumberofUsers, pyaverage_block_sizecsAverageBlockSize, pyblockchain_sizecsBlockchainSize, pymedian_transaction_confirmation_timecsMedianTransactionConfirmationTime, pyminers_revenuecsMinersRevenue, pyhash_ratecsHashRate, pycost_per_transactioncsCostPerTransaction, pycost_percentof_transaction_volumecsCostPercentofTransactionVolume, pyestimated_transaction_volume_usdcsEstimatedTransactionVolumeUSD, pyestimated_transaction_volumecsEstimatedTransactionVolume, pytotal_output_volumecsTotalOutputVolume, pynumberof_transactionper_blockcsNumberofTransactionperBlock, pynumberof_unique_bitcoin_addresses_usedcsNumberofUniqueBitcoinAddressesUsed, pynumberof_transactions_excluding_popular_addressescsNumberofTransactionsExcludingPopularAddresses, pycs, pycs, pycs, pycs, pycs, pycs, pycs, pycs

List Type

Indexing pyslice[dataset_symbol]csslice[_datasetSymbol] 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>}")

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	pynotescsNotes, pydirectioncsDirection, pytraderscsTraders, pyadvice_datecsAdviceDate
QuiverLobbyings->QuiverLobbying	Corporate Lobbying	pyclientcsClient, pyissuecsIssue, pyspecific_issuecsSpecificIssue, pyamountcsAmount
EODHDEconomicEvents->EODHDEconomicEvent	Economic Events	pyevent_typecsEventType, pyevent_periodcsEventPeriod, pycountrycsCountry, pyevent_timecsEventTime, pypreviouscsPrevious, pyestimatecsEstimate
EODHDMacroIndicators->EODHDMacroIndicator	Macroeconomics Indicators	pyindicatorcsIndicator, pycountrycsCountry, pyfrequencycsFrequency
ExtractAlphaTrueBeats->ExtractAlphaTrueBeat	True Beats	pyfiscal_periodcsFiscalPeriod, pyearnings_metriccsEarningsMetric, pyanalyst_estimates_countcsAnalystEstimatesCount, pytrue_beatcsTrueBeat, pyexpert_beatcsExpertBeat, pytrend_beatcs, pycs

Common mistakes

• Iterating a single-point class — that index returns one object; read py.propertycs.Property directly.
• Reading py.propertycs.Property on a list-class index — iterate first, then read each element.
• Skipping the pyslice.contains_keycsslice.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 (pycollection.datacscollection.Data) and EODHDEconomicEvents (pyslice.get(EODHDEconomicEvents).get(symbol)csslice.Get<EODHDEconomicEvents>().TryGetValue(symbol, out var events)).