alternative-data

name: alternative-data description: 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.

Alternative Data Classes

Subscribe with add_data(<AltClass>, symbol) and read from slice in on_data. Indexing slice[dataset_symbol] returns either a single data point or a list of data points per bar — see the tables below.

Single Data Point

Indexing slice[dataset_symbol] 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>}")

List Type

Indexing slice[dataset_symbol] 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>}")

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.contains_key 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).get(symbol)).