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, PreviousReportPeriod, ReportSentiment, RiskFactorsStatementSentiment, ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations
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	TotalArticleMentions, SentimentalArticleMentions, Sentiment, TotalBuzzVolume, SentimentalBuzzVolume
BrainSentimentIndicator7Day	Brain Sentiment Indicator	TotalArticleMentions, SentimentalArticleMentions, Sentiment, TotalBuzzVolume, SentimentalBuzzVolume
BrainWikipediaPageViews	Brain Wikipedia Page Views	NumberViews1, Buzz1, NumberViews7, Buzz7, NumberViews30, Buzz30
KavoutCompositeFactorBundle	Composite Factor Bundle	Growth, ValueFactor, Quality, Momentum, LowVolatility
SmartInsiderIntention	Corporate Buybacks	Execution, ExecutionEntity, ExecutionHolding, Amount, ValueCurrency, AmountValue, Percentage, AuthorizationStartDate, AuthorizationEndDate, PriceCurrency, MinimumPrice, MaximumPrice, NoteText, TransactionID, EventType, LastUpdate, LastIDsUpdate, ISIN, USDMarketCap, CompanyID, ICBIndustry, ICBSuperSector, ICBSector, ICBSubSector, ICBCode, CompanyName, PreviousResultsAnnouncementDate, NextResultsAnnouncementsDate, NextCloseBegin, LastCloseEnded, SecurityDescription, TickerCountry, TickerSymbol, AnnouncementDate, TimeReleased, TimeProcessed, TimeReleasedUtc, TimeProcessedUtc, AnnouncedIn
SmartInsiderTransaction	Corporate Buybacks	BuybackDate, Execution, ExecutionEntity, ExecutionHolding, Currency, ExecutionPrice, Amount, GBPValue, EURValue, USDValue, NoteText, BuybackPercentage, VolumePercentage, ConversionRate, AmountAdjustedFactor, PriceAdjustedFactor, TreasuryHolding, TransactionID, EventType, LastUpdate, LastIDsUpdate, ISIN, USDMarketCap, CompanyID, ICBIndustry, ICBSuperSector, ICBSector, ICBSubSector, ICBCode, CompanyName, PreviousResultsAnnouncementDate, NextResultsAnnouncementsDate, NextCloseBegin, LastCloseEnded, SecurityDescription, TickerCountry, TickerSymbol, AnnouncementDate, TimeReleased, TimeProcessed, TimeReleasedUtc, TimeProcessedUtc, AnnouncedIn
ExtractAlphaCrossAssetModel	Cross Asset Model	Spread, Skew, VolumeComponent, Score, ScoreSlow
CoinGecko	Crypto Market Cap	Coin, Volume, MarketCap
NasdaqCustomColumns	Data Link	Value
NasdaqDataLink	Data Link	Period
EstimizeConsensus	Estimize	Id, Source, Type, Mean, High, Low, StandardDeviation, Count, UpdatedAt, FiscalYear, FiscalQuarter
EstimizeEstimate	Estimize	Id, Ticker, FiscalYear, FiscalQuarter, CreatedAt, Eps, Revenue, UserName, AnalystId, Flagged
EstimizeRelease	Estimize	Id, FiscalYear, FiscalQuarter, ReleaseDate, Eps, Revenue, WallStreetEpsEstimate, WallStreetRevenueEstimate, ConsensusEpsEstimate, ConsensusRevenueEstimate, ConsensusWeightedEpsEstimate, ConsensusWeightedRevenueEstimate
FearGreedIndex	Fear and Greed	Spx, SpxSma, MarketMomentum, StocksAtYearlyHighs, StocksAtYearlyLows, TotalForStrength, NetYearlyHighsAndLows, StockPriceStrength, StocksUpDaily, StocksDownDaily, TotalForBreadth, McClellanSummationIndex, StockPriceBreadth, PutCallRatioDaily, PutCallRatioSma, PutCallRatioNormalized, Vix, VixSma, MarketVolatility, StockReturns, BondReturns, StockBondReturnDifference, SafeHavenDemand, JunkBondYield, InvestmentGradeBondYield, BondYieldSpread, JunkBondDemand, QCIndex, CNNIndex
QuiverInsiderTrading	Insider Trading	Date, FileDate, TransactionCode, PricePerShare, Shares, SharesOwnedFollowing, AcquiredDisposedCode, DirectOrIndirectOwnership, Name, OfficerTitle, IsDirector, IsOfficer, IsTenPercentOwner, IsOther
ExtractAlphaTacticalModel	Tactical	Reversal, FactorMomentum, LiquidityShock, Seasonality, Score
TiingoNews	Tiingo News Feed	Source, CrawlDate, Url, PublishedDate, Tags, Description, Title, ArticleID, Symbols
EODHDUpcomingDividends	Upcoming Dividends	DividendDate, DeclarationDate, ReportDate, PaymentDate, Dividend
EODHDUpcomingEarnings	Upcoming Earnings	ReportDate, ReportTime, Estimate
EODHDUpcomingIPOs	Upcoming IPOs	Name, Exchange, IpoDate, FilingDate, AmendedDate, LowestPrice, HighestPrice, OfferPrice, Shares, DealType
EODHDUpcomingSplits	Upcoming Splits	SplitDate, Optionable, SplitFactor
BLSEconomicSurveysCes	US Bureau of Labor Statistics (BLS)	TotalNonfarm, TotalPrivate, AverageHourlyEarnings, AverageWeeklyHours, AverageWeeklyEarnings, ProductionHourlyEarnings, ProductionEmployees, Manufacturing, GoodsProducing, PrivateServiceProviding, Construction, RetailTrade, FinancialActivities, EducationAndHealthServices, LeisureAndHospitality, MiningAndLogging
BLSEconomicSurveysCpi	US Bureau of Labor Statistics (BLS)	AllItems, CoreCpi, Food, FoodAtHome, FoodAwayFromHome, Energy, Shelter, RentOfPrimaryResidence, Gasoline, MedicalCare, Apparel, EducationAndCommunication, NewVehicles, UsedCarsAndTrucks, CollegeTuitionAndFees
BLSEconomicSurveysJolts	US Bureau of Labor Statistics (BLS)	JobOpenings, JobOpeningsRate, Hires, HiresRate, Quits, QuitsRate, TotalSeparations, LayoffsAndDischarges
BLSEconomicSurveysPpi	US Bureau of Labor Statistics (BLS)	FinalDemand, CorePpi, FinalDemandLessFoodEnergyTrade, FinalDemandGoods, FinalDemandServices, FinalDemandConstruction, AllCommodities, FarmProducts, ProcessedFoodsAndFeeds, CrudePetroleum, FinalDemandGoodsLessFoods
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	OneMonth, TwoMonth, ThreeMonth, SixMonth, OneYear, TwoYear, ThreeYear, FiveYear, SevenYear, TenYear, TwentyYear, ThirtyYear
VIXCentralContango	VIX Central Contango	FrontMonth, F1, F2, F3, F4, F5, F6, F7, F8, F9, F10, F11, F12, Contango_F2_Minus_F1, Contango_F7_Minus_F4, Contango_F7_Minus_F4_Div_3, Period

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, Title, Summary, Status, Classification, FilingType, InFederalRegister, FederalRegisterNumber, DocketFileNumber, SecReleaseNumber, ProposedCommentsDueDate, OriginalPublicationDate, FederalRegisterPublicationDate, RuleEffectiveDate, SourcedAt, LatestUpdate, AlertType, States, Agencies, Sector, AnnouncementUrl, CreatedAt
USDAFruitAndVegetables->USDAFruitAndVegetable	USDA Fruit And Vegetables	Form, AverageRetailPrice, Unit, PreparationYieldFactor, CupEquivalentSize, CupEquivalentUnit, PricePerCupEquivalent

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)).