Code generated by Alternative-Datasets-Code-Generator.py

03 Writing Algorithms/14 Datasets/02 QuantConnect/02 US ETF Constituents/03 Getting Started.html

@@ -1,9 +1,7 @@
 <p>The following snippet demonstrates how to request data from the US ETF Constituents dataset:</p>
 
 <div class="section-example-container">
-<pre class="python">from QuantConnect.DataSource import *
-
-def initialize(self) -&gt; None:
+<pre class="python">def initialize(self) -&gt; None:
     self.universe_settings.asynchronous = True
     # Use the following method for a Classic Algorithm
     self._universe = self.add_universe(self.universe.etf("SPY", Market.USA, self.universe_settings, self.etf_constituents_filter))
@@ -15,9 +13,7 @@
     def etf_constituents_filter(self, constituents: List[ETFConstituentUniverse]) -&gt; List[Symbol]:
         # Add all Symbols of the ETFConstituentUniverse
        return [x.symbol for x in constituents]</pre>
-<pre class="csharp">using QuantConnect.DataSource;
-
-public override void Initialize()
+<pre class="csharp">public override void Initialize()
 {
     UniverseSettings.Asynchronous = True;
     // Use the following method for a Classic Algorithm

03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/07 Requesting Data.html

@@ -6,7 +6,7 @@
         self.set_start_date(2019, 1, 1)
         security = self.add_equity("AAPL")
         security.set_shortable_provider(InteractiveBrokersShortableProvider())
-        self.symbol = security.symbol</pre>
+        self._symbol = security.symbol</pre>
 
 <pre class="csharp">using QuantConnect.Data.Shortable;
 namespace QuantConnect

03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/08 Accessing Data.html

@@ -7,20 +7,20 @@
 // Check if there are a certain quantity of shares available
 var quantity = 100;
 var isShortableQuantity = Shortable(_symbol, quantity);</pre>
-    <pre class="python">shortable_provider = self.securities[self.symbol].shortable_provider
-shortable_quantity = shortable_provider.shortable_quantity(self.symbol, self.time)
+    <pre class="python">shortable_provider = self.securities[self._symbol].shortable_provider
+shortable_quantity = shortable_provider.shortable_quantity(self._symbol, self.time)
 
 # Check if there are a certain quantity of shares available
 quantity = 100;
-is_shortable_quantity = self.shortable(self.symbol, quantity)</pre>
+is_shortable_quantity = self.shortable(self._symbol, quantity)</pre>
 </div>
 
 <p>To check borrowing cost, call the <b class="csharp">FeeRate</b><b class="python">fee_rate</b> or <b class="csharp">RebateRate</b><b class="python">rebate_rate</b> method of the <b class="csharp">ShortableProvider</b><b class="python">shortable_provider</b></p>
 <div class="section-example-container">
     <pre class="csharp">var feeRate = shortableProvider.FeeRate(_symbol, Time);
 var rebateRate = shortableProvider.RebateRate(_symbol, Time);</pre>
-    <pre class="python">fee_rate = shortable_provider.fee_rate(self.symbol, self.time);
-rebate_rate = shortable_provider.rebate_rate(self.symbol, self.time);</pre>
+    <pre class="python">fee_rate = shortable_provider.fee_rate(self._symbol, self.time);
+rebate_rate = shortable_provider.rebate_rate(self._symbol, self.time);</pre>
 </div>
 
 To get valid borrowing rates, use the <a href="/docs/v2/writing-algorithms/reality-modeling/short-availability/supported-providers#05-Interactive-Brokers-Provider">InteractiveBrokersShortableProvider</a><a>.</a>

03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/08 Accessing Splits.html

@@ -2,8 +2,8 @@
 
 <div class="section-example-container">
 <pre class="python">def on_data(self, slice: Slice) -&gt; None:
-    if slice.splits.contains_key(self.symbol):
-        split = slice.splits[self.symbol]
+    if slice.splits.contains_key(self._symbol):
+        split = slice.splits[self._symbol]
         split_type = {0: "Warning", 1: "SplitOccurred"}.get(split.type)
         self.log(f"Split: {split.symbol}\t{split.split_factor}\t{split.reference_price}\t{split_type}")</pre>
 <pre class="csharp">public override void OnData(Slice slice)

03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/09 Accessing Dividends.html

@@ -2,8 +2,8 @@
 
 <div class="section-example-container">
 <pre class="python">def on_data(self, slice: Slice) -&gt; None:
-    if slice.dividends.contains_key(self.symbol):
-        dividend = slice.dividends[self.symbol]
+    if slice.dividends.contains_key(self._symbol):
+        dividend = slice.dividends[self._symbol]
         self.log(f'Dividend: {dividend.symbol}\t{dividend.distribution}\t{dividend.reference_price}')</pre>
 <pre class="csharp">public override void OnData(Slice slice)
 {

03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/10 Accessing Delistings.html

@@ -2,8 +2,8 @@
 
 <div class="section-example-container">
 <pre class="python">def on_data(self, slice: Slice) -&gt; None:
-    if slice.delistings.contains_key(self.symbol):
-        delisting = slice.delistings[self.symbol]
+    if slice.delistings.contains_key(self._symbol):
+        delisting = slice.delistings[self._symbol]
         delisting_type = {0: "Warning", 1: "Delisted"}.get(delisting.type)
         self.log(f'Delistings: {delisting_type}')</pre>
 <pre class="csharp">public override void OnData(Slice slice)

03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/11 Accessing Symbol Change Events.html

@@ -1,8 +1,8 @@
 <p>To get the current Symbol change events, index the <b class="csharp">SymbolChangedEvents</b><b class="python">symbol_changed_events</b> property of the current <b>Slice</b> with the Equity <b>Symbol</b>. Slice objects deliver unique events to your algorithm as they happen, but the <b>Slice</b> may not contain data for your security at every time step. To avoid issues, check if the <b>Slice</b> contains the data you want before you index it.</p>
 <div class="section-example-container">
 <pre class="python">def on_data(self, slice: Slice) -&gt; None:
-    if slice.symbol_changed_events.contains_key(self.symbol):
-        symbol_changed_event = slice.symbol_changed_events[self.symbol]
+    if slice.symbol_changed_events.contains_key(self._symbol):
+        symbol_changed_event = slice.symbol_changed_events[self._symbol]
         self.log(f"Symbol changed: {symbol_changed_event.old_symbol} -&gt; {symbol_changed_event.new_symbol}")
 </pre>
 <pre class="csharp">

03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/01 Introduction.html

@@ -1,4 +1,4 @@
-<p>The US Futures Security Master dataset by QuantConnect provides mapping reference data for the most liquid contracts of the CME Group exchanges, calculated with popular rolling techniques. The data covers 75 root Future contracts, starts in 2012, and is delivered on a daily frequency with a zip file with all the contract mappings. This dataset is created by daily processing of the US historical Future chains.</p>
+<p>The US Futures Security Master dataset by QuantConnect provides mapping reference data for the most liquid contracts of the CME Group exchanges, calculated with popular rolling techniques. The data covers 162 root Future contracts, starts in 2012, and is delivered on a daily frequency with a zip file with all the contract mappings. This dataset is created by daily processing of the US historical Future chains.</p>
 
 <p>This dataset, paired the US Futures dataset, supports the following rolling techniques: ForwardPanamaCanal, BackwardsPanamaCanal, and Backwards Ratio. You can set the specific date of rolling to occur on the LastTradingDay, FirstDayMonth, or on the day where the contract with the greatest OpenInterest changes.</p>
 

03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/04 Data Summary.html

@@ -5,7 +5,7 @@
         </tr></thead><tbody><tr><td>Start Date</td>
             <td>January 2012</td>
         </tr><tr><td>Asset Coverage</td>
-            <td>75 Liquid Futures</td>
+            <td>162 Liquid Futures</td>
         </tr><tr><td>Data Density</td>
             <td>Regular</td>
         </tr><tr><td>Resolution</td>