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>}");
    }
}

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>}");
        }
    }
}

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)).