alternative-data
QuantConnect/Documentation
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`.
custom-data
QuantConnect/Documentation
Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `BaseData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `AddData`, unless writing a custom reader.
alternative-data
QuantConnect/Documentation
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`.
custom-data
QuantConnect/Documentation
Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `PythonData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `add_data`, unless writing a custom reader.
alternative-data
QuantConnect/Documentation
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`.
code-quality
QuantConnect/Documentation
Use when writing, reviewing, or refactoring QuantConnect/LEAN algorithm code for style correctness. Triggers: new algorithm code, code review, cleanup, "fix code style", "review code quality", "clean up the algorithm", redundant imports, subscription variable usage, comment format, blank-line rules, multi-line boolean layout, or catch-all error handling. Skip when only debugging runtime behavior or performance, unless the fix also changes style.
