alternative-data
Use when subscribing to a QuantConnect/LEAN alternative-data class via py`add_data(<AltClass>, symbol)`cs`AddData<AltCl…
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`. A reusable SKILL.md agent skill by QuantConnect.
Author
QuantConnect
Platform
cli
Pricing model
free
Categories
Tags
Capabilities
- 256 stars
- SKILL.md package