QuantConnect.DataSource
Classes
| Class | Description |
|---|---|
| BenzingaNews | News data powered by Benzinga - https://docs.benzinga.io/benzinga/newsfeed-v2.html |
| BenzingaNewsJsonConverter | Helper json converter class used to convert Benzinga news data... |
| BitcoinMetadata | Blockchain Bitcoin Metadata dataset |
| BrainCompanyFilingLanguageMetrics | This class has no documentation. |
| BrainCompanyFilingLanguageMetrics10K | Brain sentiment on only 10-K SEC reports |
| BrainCompanyFilingLanguageMetricsAll | Brain sentiment on 10-K/10-Q SEC reports |
| BrainCompanyFilingLanguageMetricsBase | Brain sentiment on 10-K/10-Q SEC reports |
| BrainCompanyFilingLanguageMetricsSimilarityDifference | This class has no documentation. |
| BrainCompanyFilingLanguageMetricsUniverse | Universe Selection helper class for BrainCompanyFilingLanguageMetrics dataset |
| BrainCompanyFilingLanguageMetricsUniverse10K | Brain sentiment universe on only 10-K SEC reports |
| BrainCompanyFilingLanguageMetricsUniverseAll | Brain sentiment universe on 10-K/10-Q SEC reports |
| BrainSentimentIndicator30Day | Brain sentiment indicator on 30 days of news |
| BrainSentimentIndicator7Day | Brain sentiment indicator on 7 days of news |
| BrainSentimentIndicatorBase | Brain sentiment on news |
| BrainSentimentIndicatorUniverse | Universe Selection helper class for Brain Sentiment dataset |
| BrainStockRanking10Day | Brain universe stock rankings on expected returns in the next 10 days |
| BrainStockRanking21Day | Brain universe stock rankings on expected returns in the next 30 days |
| BrainStockRanking2Day | Brain universe stock rankings on expected returns in the next 2 days |
| BrainStockRanking3Day | Brain universe stock rankings on expected returns in the next 3 days |
| BrainStockRanking5Day | Brain universe stock rankings on expected returns in the next 5 days |
| BrainStockRankingBase | Brain sentiment on 10-K/10-Q SEC reports |
| BrainStockRankingUniverse | Universe Selection helper class for Brain ML Stock Ranking dataset |
| CBOE | CBOE data source |
| CoinGecko | Coin Gecko data which contains Price, Volume, and Market Cap in USD for cryptocurrencies |
| CoinGeckoUniverse | Universe Selection Data for Coin Gecko data which contains Price, Volume, and Market Cap in USD for cryptocurrencies |
| CoinGeckoUniverseSelectionModel | Universe Selection Model for Coin Gecko data which contains Price, Volume and Market Cap |
| CryptoCoarseFundamental | 'CryptoCoarseFundamental' was renamed to 'CryptoUniverse' |
| CryptoSlamNFTSales | CryptoSlam NFT Sales dataset |
| CryptoUniverse | Crypto Coarse Fundamental object for crpyto universe selection |
| EstimizeConsensus | Consensus of the specified release |
| EstimizeEstimate | Financial estimates for the specified company |
| EstimizeRelease | Financial releases for the specified company |
| ExtractAlphaFiscalPeriod | Fiscal period that the ExtractAlphaTrueBeat instance has forecasts for. |
| ExtractAlphaTrueBeat | EPS/Revenue earnings surprise forecasting for upcoming financial reports released... |
| ExtractAlphaTrueBeats | A collection of Extra Alpha True Beats for a Symbol and date |
| Fred | This class has no documentation. |
| FredApi | This class has no documentation. |
| KavoutCompositeFactorBundle | Kavout signals are machine-learning enhanced scores that capture the returns... |
| NasdaqBitfinexDownloader | Nasdaq Bitfinex Data Downloader class |
| NasdaqBitfinexDownloaderProgram | This class has no documentation. |
| NasdaqDataLink | Nasdaq Data Link dataset |
| NullData | Represents a custom data type place holder |
| QuandlBitfinexDownloader | Quandl Bitfinex Data Downloader class |
| QuandlBitfinexDownloaderProgram | This class has no documentation. |
| QuiverCNBC | Personal stock advice by CNBC |
| QuiverCNBCs | Collection of personal stock advices by CNBC |
| QuiverCNBCsUniverse | Universe Selection helper class for QuiverQuant Congress dataset |
| QuiverCongress | Personal stock transactions by U.S. Representatives |
| QuiverCongressDataPoint | Single data point for QuiverCongress data |
| QuiverGovernmentContract | Government Contract by Agencies |
| QuiverGovernmentContracts | Collection of Government Contracts by Agencies |
| QuiverGovernmentContractUniverse | Universe Selection helper class for QuiverQuant Government Contracts dataset |
| QuiverInsiderTrading | Insider Trading by private businesses |
| QuiverInsiderTradingUniverse | Universe Selection helper class for QuiverQuant InsiderTrading dataset |
| QuiverLobbying | Quiver Lobbying data |
| QuiverLobbyings | Collection of Quiver Lobbying data |
| QuiverLobbyingUniverse | Example custom data type |
| QuiverQuantCongressUniverse | Universe Selection helper class for QuiverQuant Congress dataset |
| QuiverQuantTwitterFollowers | Obsoleted QuiverQuantTwitterFollowers class |
| QuiverQuantTwitterFollowersUniverse | Obsoleted QuiverQuantTwitterFollowersUniverse class |
| QuiverTwitterFollowers | Example custom data type |
| QuiverTwitterFollowersUniverse | Universe Selection helper class for QuiverQuant Twitter Followers dataset |
| QuiverWallStreetBets | Mentions of the given company's ticker in the WallStreetBets daily discussion thread |
| QuiverWallStreetBetsUniverse | Universe Selection helper class for QuiverWallStreetBets dataset |
| QuiverWikipedia | Wikipedia Page Views for the specified company |
| QuiverWikipediaUniverse | Universe Selection helper class for QuiverWikipedia dataset |
| RegalyticsRegulatoryArticle | Regalytics Regulatory articles |
| RegalyticsRegulatoryArticles | Regalytics Regulatory articles collection |
| SmartInsiderEvent | SmartInsider Intention and Transaction events. These are fields... |
| SmartInsiderIntention | Smart Insider Intentions - Intention to execute a stock buyback and details about the future event |
| SmartInsiderIntentionUniverse | Smart Insider Intentions Universe |
| SmartInsiderTransaction | Smart Insider Transaction - Execution of a stock buyback and details about the event occurred |
| SmartInsiderTransactionUniverse | Smart Insider Transaction Universe |
| Tiingo | Helper class for Tiingo configuration |
| TiingoNews | Tiingo news data... |
| TiingoNewsJsonConverter | Helper json converter class used to convert a list of Tiingo news data... |
| TiingoSymbolMapper | Helper class to map a Lean format ticker to Tiingo format |
| TradingEconomics | TradingEconomics static class contains shortcut definitions of major Trading Economics Indicators available"); |
| TradingEconomicsCalendar | Represents the Trading Economics Calendar information:... |
| TradingEconomicsDateTimeConverter | DateTime JSON Converter that handles null value |
| TradingEconomicsEarnings | Represents the Trading Economics Earnings information.... |
| TradingEconomicsEventFilter | Provides methods to filter and standardize Trading Economics calendar event names. |
| TradingEconomicsIndicator | Represents the Trading Economics Indicator information.... |
| TransactionDirectionJsonConverter | Converts Quiver Quantitative QuiverCongressDataPoint.transaction to OrderDirection |
| USEnergy | United States Energy Information Administration (EIA). This loads U.S. Energy data from QuantConnect's cache. |
| USTreasuryYieldCurveRate | U.S. Treasury yield curve data |
| VIXCentralContango | VIXCentral Contango |
Enumerations
Bases: IntEnum
United States of America Legislative Branch House of Congress
SENATE = 0
The United States Senate
REPRESENTATIVES = 1
The United States House of Representatives
Bases: IntEnum
Earnings type: earnings, ipo, dividends
EARNINGS = 0
Earnings
IPO = 1
IPO
DIVIDENDS = 2
Dividends
SPLIT = 3
Stock Splits
Bases: IntEnum
The earnings metric/type being forecasted
EPS = 0
Earnings per share
REVENUE = 1
Revenue
Bases: IntEnum
Political Parties of the United States of America
INDEPENDENT = 0
Not affiliated with any political party.
REPUBLICAN = 1
Republican Party. https://en.wikipedia.org/wiki/Republican_Party_(United_States)
DEMOCRATIC = 2
Democratic Party. https://en.wikipedia.org/wiki/Democratic_Party_(United_States)
Bases: IntEnum
Describes what will or has taken place in an execution
AUTHORIZATION = 0
Notification that the board has gained the authority to repurchase
INTENTION = 1
Notification of the board that shares will be repurchased.
TRANSACTION = 2
Repurchase transactions that have been actioned.
UPWARDS_REVISION = 3
Increase in the scope of the existing plan (extended date, increased value, etc.)
DOWNWARDS_REVISION = 4
Decrease in the scope of the existing plan (shortened date, reduced value, etc.)
REVISED_DETAILS = 5
General change of details of the plan (max/min price alteration, etc.)
CANCELLATION = 6
Total cancellation of the plan
SEEK_AUTHORIZATION = 7
Announcement by a company that the board of directors or management will be seeking to obtain authorisation for a repurchase plan.
PLAN_SUSPENSION = 8
Announcement by a company that a plan of repurchase has been suspended. Further details of the suspension are included in the note.
PLAN_RE_STARTED = 9
Announcement by a company that a suspended plan has been re-started. Further details of the suspension are included in the note.
NOT_SPECIFIED = 10
Announcement by a company not specified and/or not documented in the other categories. Further details are included in the note.
Bases: IntEnum
Describes how the transaction was executed
MARKET = 0
Took place via the open market
TENDER_OFFER = 1
Via a companywide tender offer to all shareholders
OFF_MARKET = 2
Under a specific agreement between the issuer and shareholder
ERROR = 3
Field is not in this enum
Bases: IntEnum
Entity that intends to or executed the transaction
ISSUER = 0
Issuer of the stock
SUBSIDIARY = 1
Subsidiary of the issuer
BROKER = 2
Brokers are commonly used to repurchase shares under mandate to avoid insider information rules and to allow repurchases to carry on through close periods
EMPLOYER_BENEFIT_TRUST = 3
Unknown - Transaction
EMPLOYEE_BENEFIT_TRUST = 4
To cater for shares which will need to be transferred to employees as part of remunerative plans
THIRD_PARTY = 5
Undisclosed independent third party. Likely to be a broker.
ERROR = 6
The field was not found in this enum
Bases: IntEnum
Details regarding the way holdings will be or were processed in a buyback execution
TREASURY = 0
Held in treasury until they are sold back to the market
CANCELLATION = 1
Immediately cancelled
TRUST = 2
Held in trust, generally to cover employee renumerative plans
SATISFY_EMPLOYEE_TAX = 3
Shares will be used to satisfy employee tax liabilities
NOT_REPORTED = 4
Not disclosed by the issuer in the announcements
SATISFY_STOCK_VESTING = 5
Shares will be used to satisfy vesting of employee stock
ERROR = 6
The field was not found in the enum, or is representative of a SatisfyStockVesting entry.
Bases: IntEnum
Importance of a TradingEconomics information
LOW = 0
Low importance
MEDIUM = 1
Medium importance
HIGH = 2
High importance