QuantConnect.DataSource
Classes
| Class | Description |
|---|---|
| BEA | Readable named constants for BEA GDP-by-Industry codes, for use as the ticker in... |
| BEAGDPByIndustry | BEA GDP by Industry. The full picture for one industry per period (quarterly from 2005): its... |
| 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 |
| BrainLanguageMetricsEarningsCalls | Brain Earnings Call Language Metrics (BLMECT).... |
| BrainLanguageMetricsEarningsCallsBase | Base class for Brain Language Metrics on Earnings Calls (metrics-only version).... |
| 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 |
| BrainWikipediaPageViews | Brain Wikipedia Page Views (BWPV)... |
| CFTC | Readable named constants for CFTC contract-market codes, for use as the ticker in... |
| CFTCDisaggregated | CFTC Commitments of Traders - Disaggregated report (futures-only), for physical commodity... |
| CFTCFinancialFutures | CFTC Commitments of Traders - Traders in Financial Futures (TFF) report (futures-only),... |
| CFTCLegacy | CFTC Commitments of Traders - Legacy report (futures-only). One record per market per week,... |
| 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' |
| CryptoUniverse | Crypto Coarse Fundamental object for crpyto universe selection |
| ECB | This class has no documentation. |
| ECBPolicyRates | The rates the European Central Bank sets for the euro area, alongside the overnight rate... |
| ECBSystemicStress | The Composite Indicator of Systemic Stress, the European Central Bank's measure of how... |
| ECBYieldCurve | The euro area government bond yield curve, estimated daily by the European Central Bank... |
| EIA | Readable named constants for EIA-930 balancing authority codes, for use as the ticker in... |
| EIAElectricity | U.S. electric grid operating data from EIA Form EIA-930, one record per balancing authority... |
| EODHD | EODHD static class contains shortcut definitions |
| EODHDEconomicEvent | EODHDEconomicEvent data type |
| EODHDEconomicEvents | EODHDEconomicEvents data type |
| EODHDMacroIndicator | EODHDMacroIndicator data type |
| EODHDMacroIndicators | EODHDMacroIndicators data type |
| EODHDUpcomingDividends | EODHDUpcomingDividends data type. |
| EODHDUpcomingEarnings | EODHD Upcoming Earnings object |
| EODHDUpcomingIPOs | EODHDUpcomingIPOs data type |
| EODHDUpcomingSplits | EODHDUpcomingSplits data type. |
| EstimizeConsensus | A single consensus of a release, for one source (Wall Street or Estimize) and... |
| EstimizeConsensusCollection | Every consensus of the specified release published for the same instant, in... |
| EstimizeEstimate | A single financial estimate made by one analyst for the specified company. |
| EstimizeEstimateCollection | Every financial estimate published for the specified company at the same instant, in... |
| EstimizeRelease | Financial releases for the specified company |
| Eurostat | Eurostat helper definitions. |
| EurostatConstructionSurvey | The European Commission's monthly construction survey for a single European economy: what... |
| EurostatConsumerPrices | Harmonised Index of Consumer Prices (HICP) for a single European economy, as index levels.... |
| EurostatConsumerSurvey | The European Commission's monthly consumer survey for a single European economy: how... |
| EurostatGrossDomesticProduct | Gross domestic product and its expenditure components for a single European economy, as... |
| EurostatIndustrialProduction | Industrial production for a single European economy, as index levels. The monthly... |
| EurostatIndustrySurvey | The European Commission's monthly industry survey for a single European economy: what... |
| EurostatLabourMarket | Unemployment rates for a single European economy, as a percentage of the active population.... |
| EurostatProducerPrices | Producer prices on the domestic market for a single European economy, as index levels.... |
| EurostatRetailSurvey | The European Commission's monthly retail trade survey for a single European economy: what... |
| EurostatRetailTrade | Retail trade volumes for a single European economy, as index levels. Household... |
| EurostatServicesSurvey | The European Commission's monthly services survey for a single European economy: what... |
| ExtractAlphaCrossAssetModel | Cross-asset information flows model that ranks stocks on their likelihood to outperform. |
| ExtractAlphaFiscalPeriod | Fiscal period that the ExtractAlphaTrueBeat instance has forecasts for. |
| ExtractAlphaInnovationModel | ExtractAlpha Innovation Model - Long-term innovation intensity of U.S. equities |
| ExtractAlphaTacticalModel | ExtractAlpha Tactical Model (TM1) - Stock selection model that is designed... |
| ExtractAlphaTrueBeat | EPS/Revenue earnings surprise forecasting for upcoming financial reports released... |
| ExtractAlphaTrueBeats | A collection of Extra Alpha True Beats for a Symbol and date |
| FamaFrench | Fama-French factor returns for the US equity market, built to the definitions published by the... |
| FearGreedIndex | Example custom data type |
| FINRAMonthlySummary | FINRA OTC Transparency Non-ATS Monthly Summary. Monthly non-ATS over-the-counter trading... |
| FINRAMonthlySummaryUniverse | Universe selection data for the FINRA Non-ATS Monthly Summary dataset. One record per security... |
| FINRAShortInterest | FINRA Consolidated (Equity) Short Interest. Bi-monthly open short interest, the number of... |
| FINRAShortInterestUniverse | Universe selection data for the FINRA Consolidated Short Interest dataset. One record per... |
| FINRAShortSaleVolume | FINRA Reg SHO Daily Short Sale Volume. One record per security per trading day with the... |
| FINRAShortSaleVolumeUniverse | Universe selection data for the FINRA Reg SHO Daily Short Sale Volume dataset. One record per... |
| FINRAWeeklySummary | FINRA OTC Transparency ATS Weekly Summary (dark-pool volume). Weekly ATS (alternative trading... |
| FINRAWeeklySummaryUniverse | Universe selection data for the FINRA ATS Weekly Summary dataset. One record per security per... |
| Fred | This class has no documentation. |
| ISECReport | Base interface for all SEC report types.... |
| KavoutCompositeFactorBundle | Kavout signals are machine-learning enhanced scores that capture the returns... |
| NullData | Represents a custom data type place holder |
| QuiverCNBC | Personal stock advice by CNBC |
| QuiverCNBCs | Collection of personal stock advices by CNBC |
| QuiverCNBCsUniverse | Universe Selection helper class for QuiverQuant CNBC dataset |
| QuiverCongress | Personal stock transactions by U.S. Representatives |
| QuiverCongressDataPoint | Single data point for QuiverCongress data |
| QuiverGovernmentContract | Government Contract 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 |
| QuiverWallStreetBets | Mentions of the given company's ticker in the WallStreetBets daily discussion thread |
| QuiverWallStreetBetsUniverse | Universe Selection helper class for QuiverWallStreetBets dataset |
| RegalyticsRegulatoryArticle | Regalytics Regulatory articles |
| RegalyticsRegulatoryArticles | Regalytics Regulatory articles collection |
| SECReport10K | SEC 10-K report (annual earnings) BaseData implementation.... |
| SECReport10Q | SEC 10-Q report (quarterly earnings) BaseData implementation.... |
| SECReport8K | SEC 8-K report (important investor notices) BaseData implementation.... |
| SECReportBusinessAddress | Business Address reported to the SEC |
| SECReportCompanyData | Company Information reported to SEC |
| SECReportDateTimeConverter | Specifies format for parsing DateTime values from SEC data |
| SECReportDocument | Business documents reported to the SEC |
| SECReportFactory | SEC Report Factory for deserializing XML formatted data |
| SECReportFiler | SEC Filing |
| SECReportFilingValues | SEC Report Filing information |
| SECReportFormerCompany | SEC Name Changing Report |
| SECReportIndexDirectory | SEC Report Index Directory, contains a list of Items |
| SECReportIndexFile | SEC Report Index |
| SECReportIndexItem | SEC Report Index Item |
| SECReportMailAddress | SEC Report Mail Address |
| SECReportSubmission | SEC Report Submission |
| 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 |
| SpectralTickFlowSignal | Spectral Tick-Flow Signal: per-ticker daily signals derived from a proprietary... |
| SpectralTickFlowSignalUniverse | Universe-selection data for the Spectral Tick-Flow Signal dataset: one row per... |
| 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 |
| TransactionDirectionJsonConverter | Converts Quiver Quantitative TransactionDirection to OrderDirection |
| USDAFruitAndVegetable | USDAFruitAndVegetable - Individual data point for USDA ERS retail price estimates.... |
| USDAFruitAndVegetables | USDAFruitAndVegetables - Collection of USDA ERS retail price data for a product.... |
| USEnergy | United States Energy Information Administration (EIA). This loads U.S. Energy data from QuantConnect's cache. |
| USPTOPatentMaintenance | USPTO patent maintenance activity attributed to a listed company. Each data point covers one... |
| USPTOPatentMaintenanceUniverse | Universe selection data for the USPTO patent activity dataset. One record per company per... |
| 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
Cup equivalent unit for USDA nutritional data.
POUNDS = 0
Cup equivalent measured in pounds
PINTS = 1
Cup equivalent measured in pints
FLUID_OUNCES = 2
Cup equivalent measured in fluid ounces
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)
LIBERTARIAN = 3
Libertarian Party. https://en.wikipedia.org/wiki/Libertarian_Party_(United_States)
Bases: IntEnum
Price unit for USDA retail price data.
PER_POUND = 0
Price per pound (used for solid products)
PER_PINT = 1
Price per pint (used for juice products)
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.