From 6bc0c83634e9b10487beb2b593dca5c5b31687b5 Mon Sep 17 00:00:00 2001 From: GitHub Date: Thu, 9 May 2024 12:15:52 +0000 Subject: [PATCH] Code generated by Alternative-Datasets-Code-Generator.py --- .../03 Getting Started.html | 8 +- .../07 Requesting Data.html | 2 +- .../08 Accessing Data.html | 10 +- .../08 Accessing Splits.html | 4 +- .../09 Accessing Dividends.html | 4 +- .../10 Accessing Delistings.html | 4 +- .../11 Accessing Symbol Change Events.html | 4 +- .../01 Introduction.html | 2 +- .../04 Data Summary.html | 2 +- .../07 Supported Assets.html | 164 +++++++++ ...7 Key Concept.html => 08 Key Concept.html} | 0 ....html => 09 Data Normalization Modes.html} | 2 +- ... Modes.html => 10 Data Mapping Modes.html} | 0 ...html => 11 Tracking Contract Changes.html} | 0 ...ml => 12 Live Trading Considerations.html} | 0 ...2 Data Format.html => 13 Data Format.html} | 0 .../01 US Equities/03 Getting Started.html | 12 +- .../03 Getting Started.html | 11 +- .../07 Supported Assets.html | 30 +- .../04 US Futures/01 Introduction.html | 2 +- .../04 US Futures/04 Data Summary.html | 2 +- .../04 US Futures/08 Supported Assets.html | 324 +++++++++--------- .../04 US Futures/11 Historical Data.html | 12 +- .../03 Getting Started.html | 12 +- .../11 Universe Selection.html | 2 +- .../12 Universe History.html | 2 +- .../03 Getting Started.html | 12 +- .../11 Universe Selection.html | 10 +- .../12 Universe History.html | 2 +- .../03 Getting Started.html | 12 +- .../11 Universe Selection.html | 10 +- .../12 Universe History.html | 2 +- .../03 Getting Started.html | 12 +- .../11 Universe Selection.html | 2 +- .../12 Universe History.html | 2 +- .../03 Getting Started.html | 12 +- .../11 Universe Selection.html | 2 +- .../12 Universe History.html | 2 +- .../03 Getting Started.html | 12 +- .../11 Universe Selection.html | 2 +- .../12 Universe History.html | 2 +- .../01 CFD Data/03 Getting Started.html | 9 +- .../02 FOREX Data/03 Getting Started.html | 8 +- .../03 Getting Started.html | 8 +- .../10 Universe Selection.html | 2 +- .../11 Universe History.html | 2 +- .../03 Getting Started.html | 10 +- .../11 Universe History.html | 2 +- .../03 Getting Started.html | 8 +- .../07 Requesting Data.html | 14 +- .../10 Universe Selection.html | 2 +- .../11 Universe History.html | 2 +- .../11 Universe Selection.html | 2 +- .../12 Universe History.html | 2 +- .../01 CNBC Trading/03 Getting Started.html | 8 +- .../10 Universe Selection.html | 35 +- .../01 CNBC Trading/11 Universe History.html | 2 +- .../03 Getting Started.html | 7 +- .../07 Requesting Data.html | 10 +- .../10 Universe Selection.html | 33 +- .../11 Universe History.html | 2 +- .../03 Getting Started.html | 10 +- .../07 Requesting Data.html | 10 +- .../10 Universe Selection.html | 33 +- .../11 Universe History.html | 2 +- .../03 Getting Started.html | 10 +- .../07 Requesting Data.html | 13 +- .../03 Getting Started.html | 10 +- .../07 Requesting Data.html | 10 +- .../10 Universe Selection.html | 33 +- .../11 Universe History.html | 2 +- .../06 WallStreetBets/03 Getting Started.html | 8 +- .../11 Universe History.html | 2 +- .../03 Getting Started.html | 10 +- .../07 Requesting Data.html | 10 +- .../10 Universe Selection.html | 2 +- .../11 Universe History.html | 2 +- .../03 Getting Started.html | 8 +- .../03 Getting Started.html | 8 +- 79 files changed, 565 insertions(+), 497 deletions(-) create mode 100644 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/07 Supported Assets.html rename 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/{07 Key Concept.html => 08 Key Concept.html} (100%) rename 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/{08 Data Normalization Modes.html => 09 Data Normalization Modes.html} (78%) rename 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/{09 Data Mapping Modes.html => 10 Data Mapping Modes.html} (100%) rename 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/{10 Tracking Contract Changes.html => 11 Tracking Contract Changes.html} (100%) rename 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/{11 Live Trading Considerations.html => 12 Live Trading Considerations.html} (100%) rename 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/{12 Data Format.html => 13 Data Format.html} (100%) diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/02 US ETF Constituents/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/02 US ETF Constituents/03 Getting Started.html index 25ca0ba2c1..0a8bc5c955 100644 --- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/02 US ETF Constituents/03 Getting Started.html +++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/02 US ETF Constituents/03 Getting Started.html @@ -1,9 +1,7 @@

The following snippet demonstrates how to request data from the US ETF Constituents dataset:

-
from QuantConnect.DataSource import *
-
-def initialize(self) -> None:
+
def initialize(self) -> 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]) -> List[Symbol]:
         # Add all Symbols of the ETFConstituentUniverse
        return [x.symbol for x in constituents]

-
using QuantConnect.DataSource;
-
-public override void Initialize()
+
public override void Initialize()
 {
     UniverseSettings.Asynchronous = True;
     // Use the following method for a Classic Algorithm
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/07 Requesting Data.html
index 8833784491..59c008f2f5 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/07 Requesting Data.html	
+++ b/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

+        self._symbol = security.symbol

 
 
using QuantConnect.Data.Shortable;
 namespace QuantConnect
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/08 Accessing Data.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/08 Accessing Data.html
index afd04ca487..578819e6b3 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/03 US Equities Short Availability/08 Accessing Data.html	
+++ b/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);

-    
shortable_provider = self.securities[self.symbol].shortable_provider
-shortable_quantity = shortable_provider.shortable_quantity(self.symbol, self.time)
+    
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)

+is_shortable_quantity = self.shortable(self._symbol, quantity)

To check borrowing cost, call the FeeRatefee_rate or RebateRaterebate_rate method of the ShortableProvidershortable_provider

var feeRate = shortableProvider.FeeRate(_symbol, Time);
 var rebateRate = shortableProvider.RebateRate(_symbol, Time);
- 
fee_rate = shortable_provider.fee_rate(self.symbol, self.time);
-rebate_rate = shortable_provider.rebate_rate(self.symbol, self.time);
+ 
fee_rate = shortable_provider.fee_rate(self._symbol, self.time);
+rebate_rate = shortable_provider.rebate_rate(self._symbol, self.time);
To get valid borrowing rates, use the InteractiveBrokersShortableProvider. \ No newline at end of file diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/08 Accessing Splits.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/08 Accessing Splits.html index c96f4f815e..a3e8d8c300 100644 --- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/08 Accessing Splits.html +++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/08 Accessing Splits.html @@ -2,8 +2,8 @@ 
def on_data(self, slice: Slice) -> 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}")
public override void OnData(Slice slice)
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/09 Accessing Dividends.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/09 Accessing Dividends.html
index 8d05e2f08d..b6eab56670 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/09 Accessing Dividends.html	
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/09 Accessing Dividends.html	
@@ -2,8 +2,8 @@
 
 

 
def on_data(self, slice: Slice) -> 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}')

 
public override void OnData(Slice slice)
 {
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/10 Accessing Delistings.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/10 Accessing Delistings.html
index bb63015306..db0c38a06c 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/10 Accessing Delistings.html	
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/10 Accessing Delistings.html	
@@ -2,8 +2,8 @@
 
 

 
def on_data(self, slice: Slice) -> 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}')

 
public override void OnData(Slice slice)
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/11 Accessing Symbol Change Events.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/11 Accessing Symbol Change Events.html
index 6ede06e132..4702b20695 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/11 Accessing Symbol Change Events.html	
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/05 US Equity Security Master/11 Accessing Symbol Change Events.html	
@@ -1,8 +1,8 @@
 
To get the current Symbol change events, index the SymbolChangedEventssymbol_changed_events property of the current Slice with the Equity Symbol. Slice objects deliver unique events to your algorithm as they happen, but the Slice may not contain data for your security at every time step. To avoid issues, check if the Slice contains the data you want before you index it.

 

 
def on_data(self, slice: Slice) -> 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} -> {symbol_changed_event.new_symbol}")
 

 
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/01 Introduction.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/01 Introduction.html
index d034d421b5..4b5d86b695 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/01 Introduction.html	
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/01 Introduction.html	
@@ -1,4 +1,4 @@
-
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.

+
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.

 
 
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.

                 
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/04 Data Summary.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/04 Data Summary.html
index 8c2e0ddff8..e670cd6d7b 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/04 Data Summary.html	
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/04 Data Summary.html	
@@ -5,7 +5,7 @@
         Start Date
             January 2012
         Asset Coverage
-            75 Liquid Futures
+            162 Liquid Futures
         Data Density
             Regular
         Resolution
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/07 Supported Assets.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/07 Supported Assets.html
new file mode 100644
index 0000000000..0f4f51ef1f
--- /dev/null
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/07 Supported Assets.html	
@@ -0,0 +1,164 @@
+
The following list shows the available (162) Futures:
    
+    
  • Futures.Currencies.AUD: Australian Dollar Futures (CME: 6A)
    • 
+    
  • Futures.Currencies.GBP: British Pound Futures (CME: 6B)
    • 
+    
  • Futures.Currencies.CAD: Canadian Dollar Futures (CME: 6C)
    • 
+    
  • Futures.Currencies.EUR: Euro FX Futures (CME: 6E)
    • 
+    
  • Futures.Currencies.JPY: Japanese Yen Futures (CME: 6J)
    • 
+    
  • Futures.Currencies.BRL: Brazilian Real Futures (CME: 6L)
    • 
+    
  • Futures.Currencies.MXN: Mexican Peso Futures (CME: 6M)
    • 
+    
  • Futures.Currencies.NZD: New Zealand Dollar Futures (CME: 6N)
    • 
+    
  • Futures.Currencies.RUB: Russian Ruble Futures (CME: 6R)
    • 
+    
  • Futures.Currencies.CHF: Swiss Franc Futures (CME: 6S)
    • 
+    
  • Futures.Currencies.ZAR: South African Rand Futures (CME: 6Z)
    • 
+    
  • Futures.Currencies.AUDCAD: Australian Dollar/Canadian Dollar Futures (CME: ACD)
    • 
+    
  • Futures.Currencies.AUDJPY: Australian Dollar/Japanese Yen Futures (CME: AJY)
    • 
+    
  • Futures.Currencies.AUDNZD: Australian Dollar/New Zealand Dollar Futures (CME: ANE)
    • 
+    
  • Futures.Currencies.BTC: Bitcoin Futures (CME: BTC)
    • 
+    
  • Futures.Currencies.CADJPY: Canadian Dollar/Japanese Yen Futures (CME: CJY)
    • 
+    
  • Futures.Currencies.StandardSizeUSDOffshoreRMBCNH: Standard-Size USD/Offshore RMB (CNH) Futures (CME: CNH)
    • 
+    
  • Futures.Currencies.EuroFXEmini: E-mini Euro FX Futures (CME: E7)
    • 
+    
  • Futures.Currencies.EURAUD: Euro/Australian Dollar Futures (CME: EAD)
    • 
+    
  • Futures.Currencies.EURCAD: Euro/Canadian Dollar Futures (CME: ECD)
    • 
+    
  • Futures.Currencies.EURSEK: Euro/Swedish Krona Futures (CME: ESK)
    • 
+    
  • Futures.Currencies.ETH: Ether Futures (CME: ETH)
    • 
+    
  • Futures.Currencies.JapaneseYenEmini: E-mini Japanese Yen Futures (CME: J7)
    • 
+    
  • Futures.Currencies.MicroAUD: Micro Australian Dollar/U.S. Dollar (AUD/USD) Futures (CME: M6A)
    • 
+    
  • Futures.Currencies.MicroGBP: Micro British Pound Sterling/U.S. Dollar (GBP/USD) Futures (CME: M6B)
    • 
+    
  • Futures.Currencies.MicroCAD: Micro USD/CAD Futures (CME: M6C)
    • 
+    
  • Futures.Currencies.MicroEUR: Micro Euro/U.S. Dollar (EUR/USD) Futures (CME: M6E)
    • 
+    
  • Futures.Currencies.MicroUSDJPY: Micro USD/JPY Futures (CME: M6J)
    • 
+    
  • Futures.Currencies.MicroUSDCHF: Micro USD/CHF Futures (CME: M6S)
    • 
+    
  • Futures.Currencies.MicroBTC: Micro Bitcoin Futures (CME: MBT)
    • 
+    
  • Futures.Currencies.MicroCADUSD: Micro Canadian Dollar/U.S.Dollar(CAD/USD) Futures (CME: MCD)
    • 
+    
  • Futures.Currencies.MicroEther: Micro Ether Futures (CME: MET)
    • 
+    
  • Futures.Currencies.MicroINRUSD: Micro INR/USD Futures (CME: MIR)
    • 
+    
  • Futures.Currencies.MicroJPY: Micro Japanese Yen/U.S. Dollar (JPY/USD) Futures (CME: MJY)
    • 
+    
  • Futures.Currencies.MicroUSDCNH: Micro USD/CNH Futures (CME: MNH)
    • 
+    
  • Futures.Currencies.MicroCHF: Micro Swiss Franc/U.S. Dollar (CHF/USD) Futures (CME: MSF)
    • 
+    
  • Futures.Dairy.CashSettledButter: Cash-settled Butter Futures (CME: CB)
    • 
+    
  • Futures.Dairy.CashSettledCheese: Cash-Settled Cheese Futures (CME: CSC)
    • 
+    
  • Futures.Dairy.ClassIIIMilk: Class III Milk Futures (CME: DC)
    • 
+    
  • Futures.Dairy.DryWhey: Dry Whey Futures (CME: DY)
    • 
+    
  • Futures.Dairy.ClassIVMilk: Class IV Milk Futures (CME: GDK)
    • 
+    
  • Futures.Dairy.NonfatDryMilk: Nonfat Dry Milk Futures (CME: GNF)
    • 
+    
  • Futures.Energies.MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts: Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: A0D)
    • 
+    
  • Futures.Energies.MiniSingaporeFuelOil180CstPlatts: Mini Singapore Fuel Oil 180 cst (Platts) Futures (NYMEX: A0F)
    • 
+    
  • Futures.Energies.PropaneNonLDHMontBelvieuOPIS: Propane Non-LDH Mont Belvieu (OPIS) Futures (NYMEX: A1R)
    • 
+    
  • Futures.Energies.PremiumUnleadedGasoline10ppmFOBMEDPlatts: Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures (NYMEX: A3G)
    • 
+    
  • Futures.Energies.ArgusPropaneFarEastIndex: Argus Propane Far East Index Futures (NYMEX: A7E)
    • 
+    
  • Futures.Energies.MontBelvieuNaturalGasolineOPIS: Mont Belvieu Natural Gasoline (OPIS) Futures (NYMEX: A7Q)
    • 
+    
  • Futures.Energies.ConwayPropaneOPIS: Conway Propane (OPIS) Futures (NYMEX: A8K)
    • 
+    
  • Futures.Energies.ArgusPropaneSaudiAramco: Argus Propane (Saudi Aramco) Futures (NYMEX: A9N)
    • 
+    
  • Futures.Energies.GroupThreeULSDPlattsVsNYHarborULSD: Group Three ULSD (Platts) vs. NY Harbor ULSD Futures (NYMEX: AA6)
    • 
+    
  • Futures.Energies.GroupThreeSuboctaneGasolinePlattsVsRBOB: Group Three Sub-octane Gasoline (Platts) vs. RBOB Futures (NYMEX: AA8)
    • 
+    
  • Futures.Energies.MontBelvieuEthaneOPIS: Mont Belvieu Ethane (OPIS) Futures (NYMEX: AC0)
    • 
+    
  • Futures.Energies.MontBelvieuNormalButaneOPIS: Mont Belvieu Normal Butane (OPIS) Futures (NYMEX: AD0)
    • 
+    
  • Futures.Energies.BrentCrudeOilVsDubaiCrudeOilPlatts: Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures (NYMEX: ADB)
    • 
+    
  • Futures.Energies.ArgusLLSvsWTIArgusTradeMonth: Argus LLS vs. WTI (Argus) Trade Month Futures (NYMEX: AE5)
    • 
+    
  • Futures.Energies.SingaporeGasoilPlattsVsLowSulphurGasoilFutures: Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures (NYMEX: AGA)
    • 
+    
  • Futures.Energies.LosAngelesCARBOBGasolineOPISvsRBOBGasoline: Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures (NYMEX: AJL)
    • 
+    
  • Futures.Energies.LosAngelesJetOPISvsNYHarborULSD: Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures (NYMEX: AJS)
    • 
+    
  • Futures.Energies.LosAngelesCARBDieselOPISvsNYHarborULSD: Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures (NYMEX: AKL)
    • 
+    
  • Futures.Energies.EuropeanPropaneCIFARAArgus: European Propane CIF ARA (Argus) Futures (NYMEX: APS)
    • 
+    
  • Futures.Energies.RBOBGasolineCrackSpread: RBOB Gasoline Crack Spread Futures (NYMEX: ARE)
    • 
+    
  • Futures.Energies.MarsArgusVsWTITradeMonth: Mars (Argus) vs. WTI Trade Month Futures (NYMEX: AYV)
    • 
+    
  • Futures.Energies.MarsArgusVsWTIFinancial: Mars (Argus) vs. WTI Financial Futures (NYMEX: AYX)
    • 
+    
  • Futures.Energies.EthanolT2FOBRdamIncludingDutyPlatts: Ethanol T2 FOB Rdam Including Duty (Platts) Futures (NYMEX: AZ1)
    • 
+    
  • Futures.Energies.MontBelvieuLDHPropaneOPIS: Mont Belvieu LDH Propane (OPIS) Futures (NYMEX: B0)
    • 
+    
  • Futures.Energies.GasolineEurobobOxyNWEBargesArgus: Gasoline Euro-bob Oxy NWE Barges (Argus) Futures (NYMEX: B7H)
    • 
+    
  • Futures.Energies.WTIBrentFinancial: WTI-Brent Financial Futures (NYMEX: BK)
    • 
+    
  • Futures.Energies.ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt: 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures (NYMEX: BOO)
    • 
+    
  • Futures.Energies.BrentLastDayFinancial: Brent Last Day Financial Futures (NYMEX: BZ)
    • 
+    
  • Futures.Energies.CrudeOilWTI: Crude Oil Futures (NYMEX: CL)
    • 
+    
  • Futures.Energies.GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline: Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures (NYMEX: CRB)
    • 
+    
  • Futures.Energies.ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy: Clearbrook Bakken Sweet (NE2) Monthly Index Futures (NYMEX: CSW)
    • 
+    
  • Futures.Energies.WTIFinancial: WTI Financial Futures (NYMEX: CSX)
    • 
+    
  • Futures.Energies.ChicagoEthanolPlatts: Chicago Ethanol (Platts) Futures (NYMEX: CU)
    • 
+    
  • Futures.Energies.SingaporeMogas92UnleadedPlattsBrentCrackSpread: Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures (NYMEX: D1N)
    • 
+    
  • Futures.Energies.DubaiCrudeOilPlattsFinancial: Dubai Crude Oil (Platts) Financial Futures (NYMEX: DCB)
    • 
+    
  • Futures.Energies.Ethanol: Ethanol Futures (CBOT: EH)
    • 
+    
  • Futures.Energies.EuropeanNaphthaPlattsCrackSpread: European Naphtha (Platts) Crack Spread Futures (NYMEX: EN)
    • 
+    
  • Futures.Energies.EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts: European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures (NYMEX: EPN)
    • 
+    
  • Futures.Energies.SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts: Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: EVC)
    • 
+    
  • Futures.Energies.EastWestGasolineSpreadPlattsArgus: East-West Gasoline Spread (Platts-Argus) Futures (NYMEX: EWG)
    • 
+    
  • Futures.Energies.EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts: East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures (NYMEX: EWN)
    • 
+    
  • Futures.Energies.RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons: RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350000 gallons) Futures (NYMEX: EXR)
    • 
+    
  • Futures.Energies.ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread: 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures (NYMEX: FO)
    • 
+    
  • Futures.Energies.FreightRouteTC14Baltic: Freight Route TC14 (Baltic) Futures (NYMEX: FRC)
    • 
+    
  • Futures.Energies.OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts: 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: FSS)
    • 
+    
  • Futures.Energies.GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts: Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: GCU)
    • 
+    
  • Futures.Energies.WTIHoustonCrudeOil: WTI Houston Crude Oil Futures (NYMEX: HCL)
    • 
+    
  • Futures.Energies.NaturalGasHenryHubLastDayFinancial: Natural Gas (Henry Hub) Last-day Financial Futures (NYMEX: HH)
    • 
+    
  • Futures.Energies.HeatingOil: NY Harbor ULSD Futures (NYMEX: HO)
    • 
+    
  • Futures.Energies.NaturalGasHenryHubPenultimateFinancial: Natural Gas (Henry Hub) Penultimate Financial Futures (NYMEX: HP)
    • 
+    
  • Futures.Energies.WTIHoustonArgusVsWTITradeMonth: WTI Houston (Argus) vs. WTI Trade Month Futures (NYMEX: HTT)
    • 
+    
  • Futures.Energies.MicroGasoilZeroPointOnePercentBargesFOBARAPlatts: Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures (NYMEX: M1B)
    • 
+    
  • Futures.Energies.MicroSingaporeFuelOil380CSTPlatts: Micro Singapore Fuel Oil 380CST (Platts) Futures  (NYMEX: MAF)
    • 
+    
  • Futures.Energies.MicroCrudeOilWTI: Micro WTI Crude Oil Futures (NYMEX: MCL)
    • 
+    
  • Futures.Energies.MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts: Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: MEF)
    • 
+    
  • Futures.Energies.NaturalGas: Henry Hub Natural Gas Futures (NYMEX: NG)
    • 
+    
  • Futures.Energies.MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts: Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures (NYMEX: R5O)
    • 
+    
  • Futures.Energies.Gasoline: RBOB Gasoline Futures (NYMEX: RB)
    • 
+    
  • Futures.Energies.MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts: Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures (NYMEX: S5O)
    • 
+    
  • Futures.Financials.MicroY10TreasuryNote: Micro 10-Year Yield Futures (CBOT: 10Y)
    • 
+    
  • Futures.Financials.MicroY2TreasuryBond: Micro 2-Year Yield Futures (CBOT: 2YY)
    • 
+    
  • Futures.Financials.MicroY30TreasuryBond: Micro 30-Year Yield Futures (CBOT: 30Y)
    • 
+    
  • Futures.Financials.MicroY5TreasuryBond: Micro 5-Year Yield Futures (CBOT: 5YY)
    • 
+    
  • Futures.Financials.FiveYearUSDMACSwap: 5-Year USD MAC Swap Futures (CBOT: F1U)
    • 
+    
  • Futures.Financials.EuroDollar: Eurodollar Futures (CME: GE)
    • 
+    
  • Futures.Financials.UltraTenYearUSTreasuryNote: Ultra 10-Year U.S. Treasury Note Futures (CBOT: TN)
    • 
+    
  • Futures.Financials.UltraUSTreasuryBond: Ultra U.S. Treasury Bond Futures (CBOT: UB)
    • 
+    
  • Futures.Financials.Y30TreasuryBond: U.S. Treasury Bond Futures (CBOT: ZB)
    • 
+    
  • Futures.Financials.Y5TreasuryNote: 5-Year T-Note Futures (CBOT: ZF)
    • 
+    
  • Futures.Financials.Y10TreasuryNote: 10-Year T-Note Futures (CBOT: ZN)
    • 
+    
  • Futures.Financials.Y2TreasuryNote: 2-Year T-Note Futures (CBOT: ZT)
    • 
+    
  • Futures.Forestry.Lumber: Lumber Futures (CME: LBR)
    • 
+    
  • Futures.Forestry.RandomLengthLumber: Random Length Lumber Futures (CME: LBS)
    • 
+    
  • Futures.Grains.BlackSeaCornFinanciallySettledPlatts: Black Sea Corn Financially Settled (Platts) Futures (CBOT: BCF)
    • 
+    
  • Futures.Grains.BlackSeaWheatFinanciallySettledPlatts: Black Sea Wheat Financially Settled (Platts) Futures (CBOT: BWF)
    • 
+    
  • Futures.Grains.HRWWheat: KC HRW Wheat Futures (CBOT: KE)
    • 
+    
  • Futures.Grains.Corn: Corn Futures (CBOT: ZC)
    • 
+    
  • Futures.Grains.SoybeanOil: Soybean Oil Futures (CBOT: ZL)
    • 
+    
  • Futures.Grains.SoybeanMeal: Soybean Meal Futures (CBOT: ZM)
    • 
+    
  • Futures.Grains.Oats: Oats Futures (CBOT: ZO)
    • 
+    
  • Futures.Grains.Soybeans: Soybean Futures (CBOT: ZS)
    • 
+    
  • Futures.Grains.SRWWheat: Chicago SRW Wheat Futures (CBOT: ZW)
    • 
+    
  • Futures.Indices.BloombergCommodityIndex: Bloomberg Commodity Index Futures (CBOT: AW)
    • 
+    
  • Futures.Indices.NASDAQ100BiotechnologyEMini: E-mini Nasdaq-100 Biotechnology Index Futures (CME: BIO)
    • 
+    
  • Futures.Indices.FTSEEmergingEmini: E-mini FTSE Emerging Index Futures (CME: EI)
    • 
+    
  • Futures.Indices.SP400MidCapEmini: E-mini S&P MidCap 400 Futures (CME: EMD)
    • 
+    
  • Futures.Indices.SP500EMini: E-mini S&P 500 Futures (CME: ES)
    • 
+    
  • Futures.Indices.SPGSCICommodity: S&P-GSCI Commodity Index Futures (CME: GD)
    • 
+    
  • Futures.Indices.USDDenominatedIbovespa: USD-Denominated Ibovespa Index Futures (CME: IBV)
    • 
+    
  • Futures.Indices.MicroRussell2000EMini: Micro E-mini Russell 2000 Index Futures (CME: M2K)
    • 
+    
  • Futures.Indices.MicroSP500EMini: Micro E-mini Standard and Poor's 500 Stock Price Index Futures (CME: MES)
    • 
+    
  • Futures.Indices.MicroNASDAQ100EMini: Micro E-mini Nasdaq-100 Index Futures (CME: MNQ)
    • 
+    
  • Futures.Indices.MicroDow30EMini: Micro E-mini Dow Jones Industrial Average Index Futures (CBOT: MYM)
    • 
+    
  • Futures.Indices.Nikkei225YenCME: Nikkei/YEN Futures (CME: NIY)
    • 
+    
  • Futures.Indices.Nikkei225Dollar: Nikkei/USD Futures (CME: NKD)
    • 
+    
  • Futures.Indices.NASDAQ100EMini: E-mini Nasdaq-100 Futures (CME: NQ)
    • 
+    
  • Futures.Indices.Russell1000EMini: E-mini Russell 1000 future (CME: RS1)
    • 
+    
  • Futures.Indices.Russell2000EMini: E-mini  Russell 2000 Index Futures (CME: RTY)
    • 
+    
  • Futures.Indices.DowJonesRealEstate: DJRE Futures (CME: RX)
    • 
+    
  • Futures.Indices.SP500AnnualDividendIndex: SP500 S&P 500 Annual Dividend Index future (CME: SDA)
    • 
+    
  • Futures.Indices.TOPIXYEN: TOPIX JPY Futures (CME: TPY)
    • 
+    
  • Futures.Indices.VIX: VIX futures  (CFE: VX)
    • 
+    
  • Futures.Indices.Dow30EMini: E-mini Dow ($5) Futures (CBOT: YM)
    • 
+    
  • Futures.Meats.FeederCattle: Feeder Cattle Futures (CME: GF)
    • 
+    
  • Futures.Meats.LeanHogs: Lean Hog Futures (CME: HE)
    • 
+    
  • Futures.Meats.LiveCattle: Live Cattle Futures (CME: LE)
    • 
+    
  • Futures.Metals.AluminumMWUSTransactionPremiumPlatts25MT: Aluminum MW U.S. Transaction Premium Platts (25MT) Futures (COMEX: AUP)
    • 
+    
  • Futures.Metals.AluminiumEuropeanPremiumDutyPaidMetalBulletin: Aluminium European Premium Duty-Paid (Metal Bulletin) Futures (COMEX: EDP)
    • 
+    
  • Futures.Metals.Gold: Gold Futures (COMEX: GC)
    • 
+    
  • Futures.Metals.Copper: Copper Futures (COMEX: HG)
    • 
+    
  • Futures.Metals.USMidwestDomesticHotRolledCoilSteelCRUIndex: U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures (NYMEX: HRC)
    • 
+    
  • Futures.Metals.MicroGold: Micro Gold Futures (COMEX: MGC)
    • 
+    
  • Futures.Metals.MicroGoldTAS: Micro Gold TAS Futures (COMEX: MGT)
    • 
+    
  • Futures.Metals.Palladium: Palladium Futures (NYMEX: PA)
    • 
+    
  • Futures.Metals.MicroPalladium: Micro Palladium Futures (NYMEX: PAM)
    • 
+    
  • Futures.Metals.Platinum: Platinum Futures (NYMEX: PL)
    • 
+    
  • Futures.Metals.Silver: Silver Futures (COMEX: SI)
    • 
+    
  • Futures.Metals.MicroSilver: Micro Silver Futures (COMEX: SIL)
    • 
+    
  • Futures.Softs.Sugar11: Sugar No. 11 Futures (ICE: SB)
    • 
+    
  • Futures.Softs.Sugar11CME: No. 11 Sugar Futures (NYMEX: YO)
    • 
+    

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/07 Key Concept.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/08 Key Concept.html
similarity index 100%
rename from 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/07 Key Concept.html
rename to 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/08 Key Concept.html
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/08 Data Normalization Modes.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/09 Data Normalization Modes.html
similarity index 78%
rename from 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/08 Data Normalization Modes.html
rename to 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/09 Data Normalization Modes.html
index 6040b64882..746d38ba12 100644
--- a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/08 Data Normalization Modes.html	
+++ b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/09 Data Normalization Modes.html	
@@ -1,5 +1,5 @@
 
The data normalization mode defines how the price series of two contracts are stitched together when the contract rollovers occur. The DataNormalizatoinMode enumeration has the following members available for continuous contracts:

 
-

+

 
 
If you use a data normalization mode that's not in the preceding list, LEAN automatically converts it to DataNormalizationMode.BackwardsRatio.

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/09 Data Mapping Modes.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/10 Data Mapping Modes.html
similarity index 100%
rename from 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/09 Data Mapping Modes.html
rename to 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/10 Data Mapping Modes.html
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/10 Tracking Contract Changes.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/11 Tracking Contract Changes.html
similarity index 100%
rename from 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/10 Tracking Contract Changes.html
rename to 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/11 Tracking Contract Changes.html
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/11 Live Trading Considerations.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/12 Live Trading Considerations.html
similarity index 100%
rename from 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/11 Live Trading Considerations.html
rename to 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/12 Live Trading Considerations.html
diff --git a/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/12 Data Format.html b/03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/13 Data Format.html
similarity index 100%
rename from 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/12 Data Format.html
rename to 03 Writing Algorithms/14 Datasets/02 QuantConnect/06 US Futures Security Master/13 Data Format.html
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/01 US Equities/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/01 US Equities/03 Getting Started.html
index d98d5fedc3..d0b0bf29ed 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/01 US Equities/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/01 US Equities/03 Getting Started.html	
@@ -1,11 +1,5 @@
-

-AlgoSeek is the default US Equities dataset on QuantConnect. The following snippet demonstrates how to request data from the US Equities dataset:

-
+
AlgoSeek is the default US Equities dataset on QuantConnect. The following snippet demonstrates how to request data from the US Equities dataset:

 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;

+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol

+
_aapl = AddEquity("AAPL", Resolution.Daily).Symbol;

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/02 US Equity Options/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/02 US Equity Options/03 Getting Started.html
index 91bef27c44..56cbcaf1cd 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/02 US Equity Options/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/02 US Equity Options/03 Getting Started.html	
@@ -1,15 +1,10 @@
 
The following snippet demonstrates how to request data from the US Equity Options dataset:

 
 

-
from QuantConnect.DataSource import *
-
-option = self.add_option("GOOG")
+
option = self.add_option("GOOG")
 self.option_symbol = option.symbol
-option.set_filter(-2, +2, 0, 180)
-

-
using QuantConnect.DataSource;
-
-var option = AddOption("GOOG");
+option.set_filter(-2, +2, 0, 180)

+
var option = AddOption("GOOG");
 _optionSymbol = option.Symbol;
 option.SetFilter(-2, +2, 0, 180);

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/03 US Future Options/07 Supported Assets.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/03 US Future Options/07 Supported Assets.html
index 270b1a39b4..e9dabbfea0 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/03 US Future Options/07 Supported Assets.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/03 US Future Options/07 Supported Assets.html	
@@ -1,17 +1,17 @@
 
The following list shows the available (15) Futures Options:
    
-    
  • Futures.Dairy.ClassIIIMilk: Class III Milk Futures (CME: DC)
    • 
-    
  • Futures.Energies.CrudeOilWTI: Crude Oil Futures (NYMEX: LO | Underlying: CL)
    • 
-    
  • Futures.Energies.HeatingOil: NY Harbor ULSD Futures (NYMEX: OH | Underlying: HO)
    • 
-    
  • Futures.Energies.NaturalGas: Henry Hub Natural Gas Futures (NYMEX: ON | Underlying: NG)
    • 
-    
  • Futures.Energies.Gasoline: RBOB Gasoline Futures (NYMEX: OB | Underlying: RB)
    • 
-    
  • Futures.Financials.Y30TreasuryBond: U.S. Treasury Bond Futures (CBOT: OZB | Underlying: ZB)
    • 
-    
  • Futures.Financials.Y2TreasuryNote: 2-Year T-Note Futures (CBOT: OZT | Underlying: ZT)
    • 
-    
  • Futures.Grains.Corn: Corn Futures (CBOT: OZC | Underlying: ZC)
    • 
-    
  • Futures.Grains.Soybeans: Soybean Futures (CBOT: OZS | Underlying: ZS)
    • 
-    
  • Futures.Grains.SRWWheat: Chicago SRW Wheat Futures (CBOT: OZW | Underlying: ZW)
    • 
-    
  • Futures.Indices.SP500EMini: E-mini S&P 500 Futures (CME: ES)
    • 
-    
  • Futures.Indices.NASDAQ100EMini: E-mini Nasdaq-100 Futures (CME: NQ)
    • 
-    
  • Futures.Metals.Gold: Gold Futures (COMEX: OG | Underlying: GC)
    • 
-    
  • Futures.Metals.Copper: Copper Futures (COMEX: HXE | Underlying: HG)
    • 
-    
  • Futures.Metals.Silver: Silver Futures (COMEX: SO | Underlying: SI)
    • 
+    
  • Futures.Dairy.ClassIIIMilk: Class III Milk Futures (CME: DC)
    • 
+    
  • Futures.Energies.CrudeOilWTI: Crude Oil Futures (NYMEX: LO | Underlying: CL)
    • 
+    
  • Futures.Energies.HeatingOil: NY Harbor ULSD Futures (NYMEX: OH | Underlying: HO)
    • 
+    
  • Futures.Energies.NaturalGas: Henry Hub Natural Gas Futures (NYMEX: ON | Underlying: NG)
    • 
+    
  • Futures.Energies.Gasoline: RBOB Gasoline Futures (NYMEX: OB | Underlying: RB)
    • 
+    
  • Futures.Financials.Y30TreasuryBond: U.S. Treasury Bond Futures (CBOT: OZB | Underlying: ZB)
    • 
+    
  • Futures.Financials.Y2TreasuryNote: 2-Year T-Note Futures (CBOT: OZT | Underlying: ZT)
    • 
+    
  • Futures.Grains.Corn: Corn Futures (CBOT: OZC | Underlying: ZC)
    • 
+    
  • Futures.Grains.Soybeans: Soybean Futures (CBOT: OZS | Underlying: ZS)
    • 
+    
  • Futures.Grains.SRWWheat: Chicago SRW Wheat Futures (CBOT: OZW | Underlying: ZW)
    • 
+    
  • Futures.Indices.SP500EMini: E-mini S&P 500 Futures (CME: ES)
    • 
+    
  • Futures.Indices.NASDAQ100EMini: E-mini Nasdaq-100 Futures (CME: NQ)
    • 
+    
  • Futures.Metals.Gold: Gold Futures (COMEX: OG | Underlying: GC)
    • 
+    
  • Futures.Metals.Copper: Copper Futures (COMEX: HXE | Underlying: HG)
    • 
+    
  • Futures.Metals.Silver: Silver Futures (COMEX: SO | Underlying: SI)
    • 
     

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/01 Introduction.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/01 Introduction.html
index 586cccf94a..f225882d4e 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/01 Introduction.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/01 Introduction.html	
@@ -1,4 +1,4 @@
-
The US Futures dataset by AlgoSeek provides Futures data, including price, volume, open interest, and expiry. The data covers the 75 most liquid contracts, starts in May 2009, and is delivered on any frequency from tick to daily. This dataset is created by monitoring the trading activity on the CFE, CBOT, COMEX, NYMEX, and ICE* markets.

+
The US Futures dataset by AlgoSeek provides Futures data, including price, volume, open interest, and expiry. The data covers the 162 most liquid contracts, starts in May 2009, and is delivered on any frequency from tick to daily. This dataset is created by monitoring the trading activity on the CFE, CBOT, COMEX, NYMEX, and ICE* markets.

 
 
This dataset does not include ICE Futures, except for Sugar until July 2021.

                 
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/04 Data Summary.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/04 Data Summary.html
index 10a922c2b7..6db265b52e 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/04 Data Summary.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/04 Data Summary.html	
@@ -5,7 +5,7 @@
         Start Date
             May 2009
         Asset Coverage
-            75 Futures
+            162 Futures
         Data Density
             Dense
         Resolution
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/08 Supported Assets.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/08 Supported Assets.html
index eb4d11698d..0f4f51ef1f 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/08 Supported Assets.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/08 Supported Assets.html	
@@ -1,164 +1,164 @@
 
The following list shows the available (162) Futures:
    
-    
  • Futures.Currencies.AUD: Australian Dollar Futures (CME: 6A)
    • 
-    
  • Futures.Currencies.GBP: British Pound Futures (CME: 6B)
    • 
-    
  • Futures.Currencies.CAD: Canadian Dollar Futures (CME: 6C)
    • 
-    
  • Futures.Currencies.EUR: Euro FX Futures (CME: 6E)
    • 
-    
  • Futures.Currencies.JPY: Japanese Yen Futures (CME: 6J)
    • 
-    
  • Futures.Currencies.BRL: Brazilian Real Futures (CME: 6L)
    • 
-    
  • Futures.Currencies.MXN: Mexican Peso Futures (CME: 6M)
    • 
-    
  • Futures.Currencies.NZD: New Zealand Dollar Futures (CME: 6N)
    • 
-    
  • Futures.Currencies.RUB: Russian Ruble Futures (CME: 6R)
    • 
-    
  • Futures.Currencies.CHF: Swiss Franc Futures (CME: 6S)
    • 
-    
  • Futures.Currencies.ZAR: South African Rand Futures (CME: 6Z)
    • 
-    
  • Futures.Currencies.AUDCAD: Australian Dollar/Canadian Dollar Futures (CME: ACD)
    • 
-    
  • Futures.Currencies.AUDJPY: Australian Dollar/Japanese Yen Futures (CME: AJY)
    • 
-    
  • Futures.Currencies.AUDNZD: Australian Dollar/New Zealand Dollar Futures (CME: ANE)
    • 
-    
  • Futures.Currencies.BTC: Bitcoin Futures (CME: BTC)
    • 
-    
  • Futures.Currencies.CADJPY: Canadian Dollar/Japanese Yen Futures (CME: CJY)
    • 
-    
  • Futures.Currencies.StandardSizeUSDOffshoreRMBCNH: Standard-Size USD/Offshore RMB (CNH) Futures (CME: CNH)
    • 
-    
  • Futures.Currencies.EuroFXEmini: E-mini Euro FX Futures (CME: E7)
    • 
-    
  • Futures.Currencies.EURAUD: Euro/Australian Dollar Futures (CME: EAD)
    • 
-    
  • Futures.Currencies.EURCAD: Euro/Canadian Dollar Futures (CME: ECD)
    • 
-    
  • Futures.Currencies.EURSEK: Euro/Swedish Krona Futures (CME: ESK)
    • 
-    
  • Futures.Currencies.ETH: Ether Futures (CME: ETH)
    • 
-    
  • Futures.Currencies.JapaneseYenEmini: E-mini Japanese Yen Futures (CME: J7)
    • 
-    
  • Futures.Currencies.MicroAUD: Micro Australian Dollar/U.S. Dollar (AUD/USD) Futures (CME: M6A)
    • 
-    
  • Futures.Currencies.MicroGBP: Micro British Pound Sterling/U.S. Dollar (GBP/USD) Futures (CME: M6B)
    • 
-    
  • Futures.Currencies.MicroCAD: Micro USD/CAD Futures (CME: M6C)
    • 
-    
  • Futures.Currencies.MicroEUR: Micro Euro/U.S. Dollar (EUR/USD) Futures (CME: M6E)
    • 
-    
  • Futures.Currencies.MicroUSDJPY: Micro USD/JPY Futures (CME: M6J)
    • 
-    
  • Futures.Currencies.MicroUSDCHF: Micro USD/CHF Futures (CME: M6S)
    • 
-    
  • Futures.Currencies.MicroBTC: Micro Bitcoin Futures (CME: MBT)
    • 
-    
  • Futures.Currencies.MicroCADUSD: Micro Canadian Dollar/U.S.Dollar(CAD/USD) Futures (CME: MCD)
    • 
-    
  • Futures.Currencies.MicroEther: Micro Ether Futures (CME: MET)
    • 
-    
  • Futures.Currencies.MicroINRUSD: Micro INR/USD Futures (CME: MIR)
    • 
-    
  • Futures.Currencies.MicroJPY: Micro Japanese Yen/U.S. Dollar (JPY/USD) Futures (CME: MJY)
    • 
-    
  • Futures.Currencies.MicroUSDCNH: Micro USD/CNH Futures (CME: MNH)
    • 
-    
  • Futures.Currencies.MicroCHF: Micro Swiss Franc/U.S. Dollar (CHF/USD) Futures (CME: MSF)
    • 
-    
  • Futures.Dairy.CashSettledButter: Cash-settled Butter Futures (CME: CB)
    • 
-    
  • Futures.Dairy.CashSettledCheese: Cash-Settled Cheese Futures (CME: CSC)
    • 
-    
  • Futures.Dairy.ClassIIIMilk: Class III Milk Futures (CME: DC)
    • 
-    
  • Futures.Dairy.DryWhey: Dry Whey Futures (CME: DY)
    • 
-    
  • Futures.Dairy.ClassIVMilk: Class IV Milk Futures (CME: GDK)
    • 
-    
  • Futures.Dairy.NonfatDryMilk: Nonfat Dry Milk Futures (CME: GNF)
    • 
-    
  • Futures.Energies.MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts: Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: A0D)
    • 
-    
  • Futures.Energies.MiniSingaporeFuelOil180CstPlatts: Mini Singapore Fuel Oil 180 cst (Platts) Futures (NYMEX: A0F)
    • 
-    
  • Futures.Energies.PropaneNonLDHMontBelvieuOPIS: Propane Non-LDH Mont Belvieu (OPIS) Futures (NYMEX: A1R)
    • 
-    
  • Futures.Energies.PremiumUnleadedGasoline10ppmFOBMEDPlatts: Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures (NYMEX: A3G)
    • 
-    
  • Futures.Energies.ArgusPropaneFarEastIndex: Argus Propane Far East Index Futures (NYMEX: A7E)
    • 
-    
  • Futures.Energies.MontBelvieuNaturalGasolineOPIS: Mont Belvieu Natural Gasoline (OPIS) Futures (NYMEX: A7Q)
    • 
-    
  • Futures.Energies.ConwayPropaneOPIS: Conway Propane (OPIS) Futures (NYMEX: A8K)
    • 
-    
  • Futures.Energies.ArgusPropaneSaudiAramco: Argus Propane (Saudi Aramco) Futures (NYMEX: A9N)
    • 
-    
  • Futures.Energies.GroupThreeULSDPlattsVsNYHarborULSD: Group Three ULSD (Platts) vs. NY Harbor ULSD Futures (NYMEX: AA6)
    • 
-    
  • Futures.Energies.GroupThreeSuboctaneGasolinePlattsVsRBOB: Group Three Sub-octane Gasoline (Platts) vs. RBOB Futures (NYMEX: AA8)
    • 
-    
  • Futures.Energies.MontBelvieuEthaneOPIS: Mont Belvieu Ethane (OPIS) Futures (NYMEX: AC0)
    • 
-    
  • Futures.Energies.MontBelvieuNormalButaneOPIS: Mont Belvieu Normal Butane (OPIS) Futures (NYMEX: AD0)
    • 
-    
  • Futures.Energies.BrentCrudeOilVsDubaiCrudeOilPlatts: Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures (NYMEX: ADB)
    • 
-    
  • Futures.Energies.ArgusLLSvsWTIArgusTradeMonth: Argus LLS vs. WTI (Argus) Trade Month Futures (NYMEX: AE5)
    • 
-    
  • Futures.Energies.SingaporeGasoilPlattsVsLowSulphurGasoilFutures: Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures (NYMEX: AGA)
    • 
-    
  • Futures.Energies.LosAngelesCARBOBGasolineOPISvsRBOBGasoline: Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures (NYMEX: AJL)
    • 
-    
  • Futures.Energies.LosAngelesJetOPISvsNYHarborULSD: Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures (NYMEX: AJS)
    • 
-    
  • Futures.Energies.LosAngelesCARBDieselOPISvsNYHarborULSD: Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures (NYMEX: AKL)
    • 
-    
  • Futures.Energies.EuropeanPropaneCIFARAArgus: European Propane CIF ARA (Argus) Futures (NYMEX: APS)
    • 
-    
  • Futures.Energies.RBOBGasolineCrackSpread: RBOB Gasoline Crack Spread Futures (NYMEX: ARE)
    • 
-    
  • Futures.Energies.MarsArgusVsWTITradeMonth: Mars (Argus) vs. WTI Trade Month Futures (NYMEX: AYV)
    • 
-    
  • Futures.Energies.MarsArgusVsWTIFinancial: Mars (Argus) vs. WTI Financial Futures (NYMEX: AYX)
    • 
-    
  • Futures.Energies.EthanolT2FOBRdamIncludingDutyPlatts: Ethanol T2 FOB Rdam Including Duty (Platts) Futures (NYMEX: AZ1)
    • 
-    
  • Futures.Energies.MontBelvieuLDHPropaneOPIS: Mont Belvieu LDH Propane (OPIS) Futures (NYMEX: B0)
    • 
-    
  • Futures.Energies.GasolineEurobobOxyNWEBargesArgus: Gasoline Euro-bob Oxy NWE Barges (Argus) Futures (NYMEX: B7H)
    • 
-    
  • Futures.Energies.WTIBrentFinancial: WTI-Brent Financial Futures (NYMEX: BK)
    • 
-    
  • Futures.Energies.ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt: 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures (NYMEX: BOO)
    • 
-    
  • Futures.Energies.BrentLastDayFinancial: Brent Last Day Financial Futures (NYMEX: BZ)
    • 
-    
  • Futures.Energies.CrudeOilWTI: Crude Oil Futures (NYMEX: CL)
    • 
-    
  • Futures.Energies.GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline: Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures (NYMEX: CRB)
    • 
-    
  • Futures.Energies.ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy: Clearbrook Bakken Sweet (NE2) Monthly Index Futures (NYMEX: CSW)
    • 
-    
  • Futures.Energies.WTIFinancial: WTI Financial Futures (NYMEX: CSX)
    • 
-    
  • Futures.Energies.ChicagoEthanolPlatts: Chicago Ethanol (Platts) Futures (NYMEX: CU)
    • 
-    
  • Futures.Energies.SingaporeMogas92UnleadedPlattsBrentCrackSpread: Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures (NYMEX: D1N)
    • 
-    
  • Futures.Energies.DubaiCrudeOilPlattsFinancial: Dubai Crude Oil (Platts) Financial Futures (NYMEX: DCB)
    • 
-    
  • Futures.Energies.Ethanol: Ethanol Futures (CBOT: EH)
    • 
-    
  • Futures.Energies.EuropeanNaphthaPlattsCrackSpread: European Naphtha (Platts) Crack Spread Futures (NYMEX: EN)
    • 
-    
  • Futures.Energies.EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts: European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures (NYMEX: EPN)
    • 
-    
  • Futures.Energies.SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts: Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: EVC)
    • 
-    
  • Futures.Energies.EastWestGasolineSpreadPlattsArgus: East-West Gasoline Spread (Platts-Argus) Futures (NYMEX: EWG)
    • 
-    
  • Futures.Energies.EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts: East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures (NYMEX: EWN)
    • 
-    
  • Futures.Energies.RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons: RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350000 gallons) Futures (NYMEX: EXR)
    • 
-    
  • Futures.Energies.ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread: 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures (NYMEX: FO)
    • 
-    
  • Futures.Energies.FreightRouteTC14Baltic: Freight Route TC14 (Baltic) Futures (NYMEX: FRC)
    • 
-    
  • Futures.Energies.OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts: 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: FSS)
    • 
-    
  • Futures.Energies.GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts: Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: GCU)
    • 
-    
  • Futures.Energies.WTIHoustonCrudeOil: WTI Houston Crude Oil Futures (NYMEX: HCL)
    • 
-    
  • Futures.Energies.NaturalGasHenryHubLastDayFinancial: Natural Gas (Henry Hub) Last-day Financial Futures (NYMEX: HH)
    • 
-    
  • Futures.Energies.HeatingOil: NY Harbor ULSD Futures (NYMEX: HO)
    • 
-    
  • Futures.Energies.NaturalGasHenryHubPenultimateFinancial: Natural Gas (Henry Hub) Penultimate Financial Futures (NYMEX: HP)
    • 
-    
  • Futures.Energies.WTIHoustonArgusVsWTITradeMonth: WTI Houston (Argus) vs. WTI Trade Month Futures (NYMEX: HTT)
    • 
-    
  • Futures.Energies.MicroGasoilZeroPointOnePercentBargesFOBARAPlatts: Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures (NYMEX: M1B)
    • 
-    
  • Futures.Energies.MicroSingaporeFuelOil380CSTPlatts: Micro Singapore Fuel Oil 380CST (Platts) Futures  (NYMEX: MAF)
    • 
-    
  • Futures.Energies.MicroCrudeOilWTI: Micro WTI Crude Oil Futures (NYMEX: MCL)
    • 
-    
  • Futures.Energies.MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts: Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: MEF)
    • 
-    
  • Futures.Energies.NaturalGas: Henry Hub Natural Gas Futures (NYMEX: NG)
    • 
-    
  • Futures.Energies.MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts: Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures (NYMEX: R5O)
    • 
-    
  • Futures.Energies.Gasoline: RBOB Gasoline Futures (NYMEX: RB)
    • 
-    
  • Futures.Energies.MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts: Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures (NYMEX: S5O)
    • 
-    
  • Futures.Financials.MicroY10TreasuryNote: Micro 10-Year Yield Futures (CBOT: 10Y)
    • 
-    
  • Futures.Financials.MicroY2TreasuryBond: Micro 2-Year Yield Futures (CBOT: 2YY)
    • 
-    
  • Futures.Financials.MicroY30TreasuryBond: Micro 30-Year Yield Futures (CBOT: 30Y)
    • 
-    
  • Futures.Financials.MicroY5TreasuryBond: Micro 5-Year Yield Futures (CBOT: 5YY)
    • 
-    
  • Futures.Financials.FiveYearUSDMACSwap: 5-Year USD MAC Swap Futures (CBOT: F1U)
    • 
-    
  • Futures.Financials.EuroDollar: Eurodollar Futures (CME: GE)
    • 
-    
  • Futures.Financials.UltraTenYearUSTreasuryNote: Ultra 10-Year U.S. Treasury Note Futures (CBOT: TN)
    • 
-    
  • Futures.Financials.UltraUSTreasuryBond: Ultra U.S. Treasury Bond Futures (CBOT: UB)
    • 
-    
  • Futures.Financials.Y30TreasuryBond: U.S. Treasury Bond Futures (CBOT: ZB)
    • 
-    
  • Futures.Financials.Y5TreasuryNote: 5-Year T-Note Futures (CBOT: ZF)
    • 
-    
  • Futures.Financials.Y10TreasuryNote: 10-Year T-Note Futures (CBOT: ZN)
    • 
-    
  • Futures.Financials.Y2TreasuryNote: 2-Year T-Note Futures (CBOT: ZT)
    • 
-    
  • Futures.Forestry.Lumber: Lumber Futures (CME: LBR)
    • 
-    
  • Futures.Forestry.RandomLengthLumber: Random Length Lumber Futures (CME: LBS)
    • 
-    
  • Futures.Grains.BlackSeaCornFinanciallySettledPlatts: Black Sea Corn Financially Settled (Platts) Futures (CBOT: BCF)
    • 
-    
  • Futures.Grains.BlackSeaWheatFinanciallySettledPlatts: Black Sea Wheat Financially Settled (Platts) Futures (CBOT: BWF)
    • 
-    
  • Futures.Grains.HRWWheat: KC HRW Wheat Futures (CBOT: KE)
    • 
-    
  • Futures.Grains.Corn: Corn Futures (CBOT: ZC)
    • 
-    
  • Futures.Grains.SoybeanOil: Soybean Oil Futures (CBOT: ZL)
    • 
-    
  • Futures.Grains.SoybeanMeal: Soybean Meal Futures (CBOT: ZM)
    • 
-    
  • Futures.Grains.Oats: Oats Futures (CBOT: ZO)
    • 
-    
  • Futures.Grains.Soybeans: Soybean Futures (CBOT: ZS)
    • 
-    
  • Futures.Grains.SRWWheat: Chicago SRW Wheat Futures (CBOT: ZW)
    • 
-    
  • Futures.Indices.BloombergCommodityIndex: Bloomberg Commodity Index Futures (CBOT: AW)
    • 
-    
  • Futures.Indices.NASDAQ100BiotechnologyEMini: E-mini Nasdaq-100 Biotechnology Index Futures (CME: BIO)
    • 
-    
  • Futures.Indices.FTSEEmergingEmini: E-mini FTSE Emerging Index Futures (CME: EI)
    • 
-    
  • Futures.Indices.SP400MidCapEmini: E-mini S&P MidCap 400 Futures (CME: EMD)
    • 
-    
  • Futures.Indices.SP500EMini: E-mini S&P 500 Futures (CME: ES)
    • 
-    
  • Futures.Indices.SPGSCICommodity: S&P-GSCI Commodity Index Futures (CME: GD)
    • 
-    
  • Futures.Indices.USDDenominatedIbovespa: USD-Denominated Ibovespa Index Futures (CME: IBV)
    • 
-    
  • Futures.Indices.MicroRussell2000EMini: Micro E-mini Russell 2000 Index Futures (CME: M2K)
    • 
-    
  • Futures.Indices.MicroSP500EMini: Micro E-mini Standard and Poor's 500 Stock Price Index Futures (CME: MES)
    • 
-    
  • Futures.Indices.MicroNASDAQ100EMini: Micro E-mini Nasdaq-100 Index Futures (CME: MNQ)
    • 
-    
  • Futures.Indices.MicroDow30EMini: Micro E-mini Dow Jones Industrial Average Index Futures (CBOT: MYM)
    • 
-    
  • Futures.Indices.Nikkei225YenCME: Nikkei/YEN Futures (CME: NIY)
    • 
-    
  • Futures.Indices.Nikkei225Dollar: Nikkei/USD Futures (CME: NKD)
    • 
-    
  • Futures.Indices.NASDAQ100EMini: E-mini Nasdaq-100 Futures (CME: NQ)
    • 
-    
  • Futures.Indices.Russell1000EMini: E-mini Russell 1000 future (CME: RS1)
    • 
-    
  • Futures.Indices.Russell2000EMini: E-mini  Russell 2000 Index Futures (CME: RTY)
    • 
-    
  • Futures.Indices.DowJonesRealEstate: DJRE Futures (CME: RX)
    • 
-    
  • Futures.Indices.SP500AnnualDividendIndex: SP500 S&P 500 Annual Dividend Index future (CME: SDA)
    • 
-    
  • Futures.Indices.TOPIXYEN: TOPIX JPY Futures (CME: TPY)
    • 
-    
  • Futures.Indices.VIX: VIX futures  (CFE: VX)
    • 
-    
  • Futures.Indices.Dow30EMini: E-mini Dow ($5) Futures (CBOT: YM)
    • 
-    
  • Futures.Meats.FeederCattle: Feeder Cattle Futures (CME: GF)
    • 
-    
  • Futures.Meats.LeanHogs: Lean Hog Futures (CME: HE)
    • 
-    
  • Futures.Meats.LiveCattle: Live Cattle Futures (CME: LE)
    • 
-    
  • Futures.Metals.AluminumMWUSTransactionPremiumPlatts25MT: Aluminum MW U.S. Transaction Premium Platts (25MT) Futures (COMEX: AUP)
    • 
-    
  • Futures.Metals.AluminiumEuropeanPremiumDutyPaidMetalBulletin: Aluminium European Premium Duty-Paid (Metal Bulletin) Futures (COMEX: EDP)
    • 
-    
  • Futures.Metals.Gold: Gold Futures (COMEX: GC)
    • 
-    
  • Futures.Metals.Copper: Copper Futures (COMEX: HG)
    • 
-    
  • Futures.Metals.USMidwestDomesticHotRolledCoilSteelCRUIndex: U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures (NYMEX: HRC)
    • 
-    
  • Futures.Metals.MicroGold: Micro Gold Futures (COMEX: MGC)
    • 
-    
  • Futures.Metals.MicroGoldTAS: Micro Gold TAS Futures (COMEX: MGT)
    • 
-    
  • Futures.Metals.Palladium: Palladium Futures (NYMEX: PA)
    • 
-    
  • Futures.Metals.MicroPalladium: Micro Palladium Futures (NYMEX: PAM)
    • 
-    
  • Futures.Metals.Platinum: Platinum Futures (NYMEX: PL)
    • 
-    
  • Futures.Metals.Silver: Silver Futures (COMEX: SI)
    • 
-    
  • Futures.Metals.MicroSilver: Micro Silver Futures (COMEX: SIL)
    • 
-    
  • Futures.Softs.Sugar11: Sugar No. 11 Futures (ICE: SB)
    • 
-    
  • Futures.Softs.Sugar11CME: No. 11 Sugar Futures (NYMEX: YO)
    • 
+    
  • Futures.Currencies.AUD: Australian Dollar Futures (CME: 6A)
    • 
+    
  • Futures.Currencies.GBP: British Pound Futures (CME: 6B)
    • 
+    
  • Futures.Currencies.CAD: Canadian Dollar Futures (CME: 6C)
    • 
+    
  • Futures.Currencies.EUR: Euro FX Futures (CME: 6E)
    • 
+    
  • Futures.Currencies.JPY: Japanese Yen Futures (CME: 6J)
    • 
+    
  • Futures.Currencies.BRL: Brazilian Real Futures (CME: 6L)
    • 
+    
  • Futures.Currencies.MXN: Mexican Peso Futures (CME: 6M)
    • 
+    
  • Futures.Currencies.NZD: New Zealand Dollar Futures (CME: 6N)
    • 
+    
  • Futures.Currencies.RUB: Russian Ruble Futures (CME: 6R)
    • 
+    
  • Futures.Currencies.CHF: Swiss Franc Futures (CME: 6S)
    • 
+    
  • Futures.Currencies.ZAR: South African Rand Futures (CME: 6Z)
    • 
+    
  • Futures.Currencies.AUDCAD: Australian Dollar/Canadian Dollar Futures (CME: ACD)
    • 
+    
  • Futures.Currencies.AUDJPY: Australian Dollar/Japanese Yen Futures (CME: AJY)
    • 
+    
  • Futures.Currencies.AUDNZD: Australian Dollar/New Zealand Dollar Futures (CME: ANE)
    • 
+    
  • Futures.Currencies.BTC: Bitcoin Futures (CME: BTC)
    • 
+    
  • Futures.Currencies.CADJPY: Canadian Dollar/Japanese Yen Futures (CME: CJY)
    • 
+    
  • Futures.Currencies.StandardSizeUSDOffshoreRMBCNH: Standard-Size USD/Offshore RMB (CNH) Futures (CME: CNH)
    • 
+    
  • Futures.Currencies.EuroFXEmini: E-mini Euro FX Futures (CME: E7)
    • 
+    
  • Futures.Currencies.EURAUD: Euro/Australian Dollar Futures (CME: EAD)
    • 
+    
  • Futures.Currencies.EURCAD: Euro/Canadian Dollar Futures (CME: ECD)
    • 
+    
  • Futures.Currencies.EURSEK: Euro/Swedish Krona Futures (CME: ESK)
    • 
+    
  • Futures.Currencies.ETH: Ether Futures (CME: ETH)
    • 
+    
  • Futures.Currencies.JapaneseYenEmini: E-mini Japanese Yen Futures (CME: J7)
    • 
+    
  • Futures.Currencies.MicroAUD: Micro Australian Dollar/U.S. Dollar (AUD/USD) Futures (CME: M6A)
    • 
+    
  • Futures.Currencies.MicroGBP: Micro British Pound Sterling/U.S. Dollar (GBP/USD) Futures (CME: M6B)
    • 
+    
  • Futures.Currencies.MicroCAD: Micro USD/CAD Futures (CME: M6C)
    • 
+    
  • Futures.Currencies.MicroEUR: Micro Euro/U.S. Dollar (EUR/USD) Futures (CME: M6E)
    • 
+    
  • Futures.Currencies.MicroUSDJPY: Micro USD/JPY Futures (CME: M6J)
    • 
+    
  • Futures.Currencies.MicroUSDCHF: Micro USD/CHF Futures (CME: M6S)
    • 
+    
  • Futures.Currencies.MicroBTC: Micro Bitcoin Futures (CME: MBT)
    • 
+    
  • Futures.Currencies.MicroCADUSD: Micro Canadian Dollar/U.S.Dollar(CAD/USD) Futures (CME: MCD)
    • 
+    
  • Futures.Currencies.MicroEther: Micro Ether Futures (CME: MET)
    • 
+    
  • Futures.Currencies.MicroINRUSD: Micro INR/USD Futures (CME: MIR)
    • 
+    
  • Futures.Currencies.MicroJPY: Micro Japanese Yen/U.S. Dollar (JPY/USD) Futures (CME: MJY)
    • 
+    
  • Futures.Currencies.MicroUSDCNH: Micro USD/CNH Futures (CME: MNH)
    • 
+    
  • Futures.Currencies.MicroCHF: Micro Swiss Franc/U.S. Dollar (CHF/USD) Futures (CME: MSF)
    • 
+    
  • Futures.Dairy.CashSettledButter: Cash-settled Butter Futures (CME: CB)
    • 
+    
  • Futures.Dairy.CashSettledCheese: Cash-Settled Cheese Futures (CME: CSC)
    • 
+    
  • Futures.Dairy.ClassIIIMilk: Class III Milk Futures (CME: DC)
    • 
+    
  • Futures.Dairy.DryWhey: Dry Whey Futures (CME: DY)
    • 
+    
  • Futures.Dairy.ClassIVMilk: Class IV Milk Futures (CME: GDK)
    • 
+    
  • Futures.Dairy.NonfatDryMilk: Nonfat Dry Milk Futures (CME: GNF)
    • 
+    
  • Futures.Energies.MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts: Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: A0D)
    • 
+    
  • Futures.Energies.MiniSingaporeFuelOil180CstPlatts: Mini Singapore Fuel Oil 180 cst (Platts) Futures (NYMEX: A0F)
    • 
+    
  • Futures.Energies.PropaneNonLDHMontBelvieuOPIS: Propane Non-LDH Mont Belvieu (OPIS) Futures (NYMEX: A1R)
    • 
+    
  • Futures.Energies.PremiumUnleadedGasoline10ppmFOBMEDPlatts: Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures (NYMEX: A3G)
    • 
+    
  • Futures.Energies.ArgusPropaneFarEastIndex: Argus Propane Far East Index Futures (NYMEX: A7E)
    • 
+    
  • Futures.Energies.MontBelvieuNaturalGasolineOPIS: Mont Belvieu Natural Gasoline (OPIS) Futures (NYMEX: A7Q)
    • 
+    
  • Futures.Energies.ConwayPropaneOPIS: Conway Propane (OPIS) Futures (NYMEX: A8K)
    • 
+    
  • Futures.Energies.ArgusPropaneSaudiAramco: Argus Propane (Saudi Aramco) Futures (NYMEX: A9N)
    • 
+    
  • Futures.Energies.GroupThreeULSDPlattsVsNYHarborULSD: Group Three ULSD (Platts) vs. NY Harbor ULSD Futures (NYMEX: AA6)
    • 
+    
  • Futures.Energies.GroupThreeSuboctaneGasolinePlattsVsRBOB: Group Three Sub-octane Gasoline (Platts) vs. RBOB Futures (NYMEX: AA8)
    • 
+    
  • Futures.Energies.MontBelvieuEthaneOPIS: Mont Belvieu Ethane (OPIS) Futures (NYMEX: AC0)
    • 
+    
  • Futures.Energies.MontBelvieuNormalButaneOPIS: Mont Belvieu Normal Butane (OPIS) Futures (NYMEX: AD0)
    • 
+    
  • Futures.Energies.BrentCrudeOilVsDubaiCrudeOilPlatts: Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures (NYMEX: ADB)
    • 
+    
  • Futures.Energies.ArgusLLSvsWTIArgusTradeMonth: Argus LLS vs. WTI (Argus) Trade Month Futures (NYMEX: AE5)
    • 
+    
  • Futures.Energies.SingaporeGasoilPlattsVsLowSulphurGasoilFutures: Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures (NYMEX: AGA)
    • 
+    
  • Futures.Energies.LosAngelesCARBOBGasolineOPISvsRBOBGasoline: Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures (NYMEX: AJL)
    • 
+    
  • Futures.Energies.LosAngelesJetOPISvsNYHarborULSD: Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures (NYMEX: AJS)
    • 
+    
  • Futures.Energies.LosAngelesCARBDieselOPISvsNYHarborULSD: Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures (NYMEX: AKL)
    • 
+    
  • Futures.Energies.EuropeanPropaneCIFARAArgus: European Propane CIF ARA (Argus) Futures (NYMEX: APS)
    • 
+    
  • Futures.Energies.RBOBGasolineCrackSpread: RBOB Gasoline Crack Spread Futures (NYMEX: ARE)
    • 
+    
  • Futures.Energies.MarsArgusVsWTITradeMonth: Mars (Argus) vs. WTI Trade Month Futures (NYMEX: AYV)
    • 
+    
  • Futures.Energies.MarsArgusVsWTIFinancial: Mars (Argus) vs. WTI Financial Futures (NYMEX: AYX)
    • 
+    
  • Futures.Energies.EthanolT2FOBRdamIncludingDutyPlatts: Ethanol T2 FOB Rdam Including Duty (Platts) Futures (NYMEX: AZ1)
    • 
+    
  • Futures.Energies.MontBelvieuLDHPropaneOPIS: Mont Belvieu LDH Propane (OPIS) Futures (NYMEX: B0)
    • 
+    
  • Futures.Energies.GasolineEurobobOxyNWEBargesArgus: Gasoline Euro-bob Oxy NWE Barges (Argus) Futures (NYMEX: B7H)
    • 
+    
  • Futures.Energies.WTIBrentFinancial: WTI-Brent Financial Futures (NYMEX: BK)
    • 
+    
  • Futures.Energies.ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt: 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures (NYMEX: BOO)
    • 
+    
  • Futures.Energies.BrentLastDayFinancial: Brent Last Day Financial Futures (NYMEX: BZ)
    • 
+    
  • Futures.Energies.CrudeOilWTI: Crude Oil Futures (NYMEX: CL)
    • 
+    
  • Futures.Energies.GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline: Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures (NYMEX: CRB)
    • 
+    
  • Futures.Energies.ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy: Clearbrook Bakken Sweet (NE2) Monthly Index Futures (NYMEX: CSW)
    • 
+    
  • Futures.Energies.WTIFinancial: WTI Financial Futures (NYMEX: CSX)
    • 
+    
  • Futures.Energies.ChicagoEthanolPlatts: Chicago Ethanol (Platts) Futures (NYMEX: CU)
    • 
+    
  • Futures.Energies.SingaporeMogas92UnleadedPlattsBrentCrackSpread: Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures (NYMEX: D1N)
    • 
+    
  • Futures.Energies.DubaiCrudeOilPlattsFinancial: Dubai Crude Oil (Platts) Financial Futures (NYMEX: DCB)
    • 
+    
  • Futures.Energies.Ethanol: Ethanol Futures (CBOT: EH)
    • 
+    
  • Futures.Energies.EuropeanNaphthaPlattsCrackSpread: European Naphtha (Platts) Crack Spread Futures (NYMEX: EN)
    • 
+    
  • Futures.Energies.EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts: European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures (NYMEX: EPN)
    • 
+    
  • Futures.Energies.SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts: Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: EVC)
    • 
+    
  • Futures.Energies.EastWestGasolineSpreadPlattsArgus: East-West Gasoline Spread (Platts-Argus) Futures (NYMEX: EWG)
    • 
+    
  • Futures.Energies.EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts: East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures (NYMEX: EWN)
    • 
+    
  • Futures.Energies.RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons: RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350000 gallons) Futures (NYMEX: EXR)
    • 
+    
  • Futures.Energies.ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread: 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures (NYMEX: FO)
    • 
+    
  • Futures.Energies.FreightRouteTC14Baltic: Freight Route TC14 (Baltic) Futures (NYMEX: FRC)
    • 
+    
  • Futures.Energies.OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts: 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: FSS)
    • 
+    
  • Futures.Energies.GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts: Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: GCU)
    • 
+    
  • Futures.Energies.WTIHoustonCrudeOil: WTI Houston Crude Oil Futures (NYMEX: HCL)
    • 
+    
  • Futures.Energies.NaturalGasHenryHubLastDayFinancial: Natural Gas (Henry Hub) Last-day Financial Futures (NYMEX: HH)
    • 
+    
  • Futures.Energies.HeatingOil: NY Harbor ULSD Futures (NYMEX: HO)
    • 
+    
  • Futures.Energies.NaturalGasHenryHubPenultimateFinancial: Natural Gas (Henry Hub) Penultimate Financial Futures (NYMEX: HP)
    • 
+    
  • Futures.Energies.WTIHoustonArgusVsWTITradeMonth: WTI Houston (Argus) vs. WTI Trade Month Futures (NYMEX: HTT)
    • 
+    
  • Futures.Energies.MicroGasoilZeroPointOnePercentBargesFOBARAPlatts: Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures (NYMEX: M1B)
    • 
+    
  • Futures.Energies.MicroSingaporeFuelOil380CSTPlatts: Micro Singapore Fuel Oil 380CST (Platts) Futures  (NYMEX: MAF)
    • 
+    
  • Futures.Energies.MicroCrudeOilWTI: Micro WTI Crude Oil Futures (NYMEX: MCL)
    • 
+    
  • Futures.Energies.MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts: Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures (NYMEX: MEF)
    • 
+    
  • Futures.Energies.NaturalGas: Henry Hub Natural Gas Futures (NYMEX: NG)
    • 
+    
  • Futures.Energies.MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts: Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures (NYMEX: R5O)
    • 
+    
  • Futures.Energies.Gasoline: RBOB Gasoline Futures (NYMEX: RB)
    • 
+    
  • Futures.Energies.MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts: Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures (NYMEX: S5O)
    • 
+    
  • Futures.Financials.MicroY10TreasuryNote: Micro 10-Year Yield Futures (CBOT: 10Y)
    • 
+    
  • Futures.Financials.MicroY2TreasuryBond: Micro 2-Year Yield Futures (CBOT: 2YY)
    • 
+    
  • Futures.Financials.MicroY30TreasuryBond: Micro 30-Year Yield Futures (CBOT: 30Y)
    • 
+    
  • Futures.Financials.MicroY5TreasuryBond: Micro 5-Year Yield Futures (CBOT: 5YY)
    • 
+    
  • Futures.Financials.FiveYearUSDMACSwap: 5-Year USD MAC Swap Futures (CBOT: F1U)
    • 
+    
  • Futures.Financials.EuroDollar: Eurodollar Futures (CME: GE)
    • 
+    
  • Futures.Financials.UltraTenYearUSTreasuryNote: Ultra 10-Year U.S. Treasury Note Futures (CBOT: TN)
    • 
+    
  • Futures.Financials.UltraUSTreasuryBond: Ultra U.S. Treasury Bond Futures (CBOT: UB)
    • 
+    
  • Futures.Financials.Y30TreasuryBond: U.S. Treasury Bond Futures (CBOT: ZB)
    • 
+    
  • Futures.Financials.Y5TreasuryNote: 5-Year T-Note Futures (CBOT: ZF)
    • 
+    
  • Futures.Financials.Y10TreasuryNote: 10-Year T-Note Futures (CBOT: ZN)
    • 
+    
  • Futures.Financials.Y2TreasuryNote: 2-Year T-Note Futures (CBOT: ZT)
    • 
+    
  • Futures.Forestry.Lumber: Lumber Futures (CME: LBR)
    • 
+    
  • Futures.Forestry.RandomLengthLumber: Random Length Lumber Futures (CME: LBS)
    • 
+    
  • Futures.Grains.BlackSeaCornFinanciallySettledPlatts: Black Sea Corn Financially Settled (Platts) Futures (CBOT: BCF)
    • 
+    
  • Futures.Grains.BlackSeaWheatFinanciallySettledPlatts: Black Sea Wheat Financially Settled (Platts) Futures (CBOT: BWF)
    • 
+    
  • Futures.Grains.HRWWheat: KC HRW Wheat Futures (CBOT: KE)
    • 
+    
  • Futures.Grains.Corn: Corn Futures (CBOT: ZC)
    • 
+    
  • Futures.Grains.SoybeanOil: Soybean Oil Futures (CBOT: ZL)
    • 
+    
  • Futures.Grains.SoybeanMeal: Soybean Meal Futures (CBOT: ZM)
    • 
+    
  • Futures.Grains.Oats: Oats Futures (CBOT: ZO)
    • 
+    
  • Futures.Grains.Soybeans: Soybean Futures (CBOT: ZS)
    • 
+    
  • Futures.Grains.SRWWheat: Chicago SRW Wheat Futures (CBOT: ZW)
    • 
+    
  • Futures.Indices.BloombergCommodityIndex: Bloomberg Commodity Index Futures (CBOT: AW)
    • 
+    
  • Futures.Indices.NASDAQ100BiotechnologyEMini: E-mini Nasdaq-100 Biotechnology Index Futures (CME: BIO)
    • 
+    
  • Futures.Indices.FTSEEmergingEmini: E-mini FTSE Emerging Index Futures (CME: EI)
    • 
+    
  • Futures.Indices.SP400MidCapEmini: E-mini S&P MidCap 400 Futures (CME: EMD)
    • 
+    
  • Futures.Indices.SP500EMini: E-mini S&P 500 Futures (CME: ES)
    • 
+    
  • Futures.Indices.SPGSCICommodity: S&P-GSCI Commodity Index Futures (CME: GD)
    • 
+    
  • Futures.Indices.USDDenominatedIbovespa: USD-Denominated Ibovespa Index Futures (CME: IBV)
    • 
+    
  • Futures.Indices.MicroRussell2000EMini: Micro E-mini Russell 2000 Index Futures (CME: M2K)
    • 
+    
  • Futures.Indices.MicroSP500EMini: Micro E-mini Standard and Poor's 500 Stock Price Index Futures (CME: MES)
    • 
+    
  • Futures.Indices.MicroNASDAQ100EMini: Micro E-mini Nasdaq-100 Index Futures (CME: MNQ)
    • 
+    
  • Futures.Indices.MicroDow30EMini: Micro E-mini Dow Jones Industrial Average Index Futures (CBOT: MYM)
    • 
+    
  • Futures.Indices.Nikkei225YenCME: Nikkei/YEN Futures (CME: NIY)
    • 
+    
  • Futures.Indices.Nikkei225Dollar: Nikkei/USD Futures (CME: NKD)
    • 
+    
  • Futures.Indices.NASDAQ100EMini: E-mini Nasdaq-100 Futures (CME: NQ)
    • 
+    
  • Futures.Indices.Russell1000EMini: E-mini Russell 1000 future (CME: RS1)
    • 
+    
  • Futures.Indices.Russell2000EMini: E-mini  Russell 2000 Index Futures (CME: RTY)
    • 
+    
  • Futures.Indices.DowJonesRealEstate: DJRE Futures (CME: RX)
    • 
+    
  • Futures.Indices.SP500AnnualDividendIndex: SP500 S&P 500 Annual Dividend Index future (CME: SDA)
    • 
+    
  • Futures.Indices.TOPIXYEN: TOPIX JPY Futures (CME: TPY)
    • 
+    
  • Futures.Indices.VIX: VIX futures  (CFE: VX)
    • 
+    
  • Futures.Indices.Dow30EMini: E-mini Dow ($5) Futures (CBOT: YM)
    • 
+    
  • Futures.Meats.FeederCattle: Feeder Cattle Futures (CME: GF)
    • 
+    
  • Futures.Meats.LeanHogs: Lean Hog Futures (CME: HE)
    • 
+    
  • Futures.Meats.LiveCattle: Live Cattle Futures (CME: LE)
    • 
+    
  • Futures.Metals.AluminumMWUSTransactionPremiumPlatts25MT: Aluminum MW U.S. Transaction Premium Platts (25MT) Futures (COMEX: AUP)
    • 
+    
  • Futures.Metals.AluminiumEuropeanPremiumDutyPaidMetalBulletin: Aluminium European Premium Duty-Paid (Metal Bulletin) Futures (COMEX: EDP)
    • 
+    
  • Futures.Metals.Gold: Gold Futures (COMEX: GC)
    • 
+    
  • Futures.Metals.Copper: Copper Futures (COMEX: HG)
    • 
+    
  • Futures.Metals.USMidwestDomesticHotRolledCoilSteelCRUIndex: U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures (NYMEX: HRC)
    • 
+    
  • Futures.Metals.MicroGold: Micro Gold Futures (COMEX: MGC)
    • 
+    
  • Futures.Metals.MicroGoldTAS: Micro Gold TAS Futures (COMEX: MGT)
    • 
+    
  • Futures.Metals.Palladium: Palladium Futures (NYMEX: PA)
    • 
+    
  • Futures.Metals.MicroPalladium: Micro Palladium Futures (NYMEX: PAM)
    • 
+    
  • Futures.Metals.Platinum: Platinum Futures (NYMEX: PL)
    • 
+    
  • Futures.Metals.Silver: Silver Futures (COMEX: SI)
    • 
+    
  • Futures.Metals.MicroSilver: Micro Silver Futures (COMEX: SIL)
    • 
+    
  • Futures.Softs.Sugar11: Sugar No. 11 Futures (ICE: SB)
    • 
+    
  • Futures.Softs.Sugar11CME: No. 11 Sugar Futures (NYMEX: YO)
    • 
     

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/11 Historical Data.html b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/11 Historical Data.html
index c1b4f6a2dd..02f305b17d 100644
--- a/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/11 Historical Data.html	
+++ b/03 Writing Algorithms/14 Datasets/03 AlgoSeek/04 US Futures/11 Historical Data.html	
@@ -11,11 +11,11 @@ 
Historical Data In Algorithms

     start=self.time - timedelta(days=15), 
     end=self.time, 
     resolution=Resolution.MINUTE, 
-    fillForward=False, 
-    extendedMarketHours=False,
-    dataMappingMode=DataMappingMode.OPEN_INTEREST, 
-    dataNormalizationMode=DataNormalizationMode.RAW, 
-    contractDepthOffset=0)
+    fill_forward=False, 
+    extended_market_hours=False,
+    data_mapping_mode=DataMappingMode.OPEN_INTEREST, 
+    data_normalization_mode=DataNormalizationMode.RAW, 
+    contract_depth_offset=0)
 
 # TradeBar objects
 contract_history_trade_bars = self.history[TradeBar](contract.symbol, 100, Resolution.MINUTE)
@@ -26,7 +26,7 @@ 
Historical Data In Algorithms

 continous_history_quote_bars = self.history[QuoteBar](self.future_symbol, 100, Resolution.MINUTE)
 
 # Tick objects
-contract_history_ticks = self.history[Tick](self.symbol, timedelta(seconds=10), Resolution.TICK)
+contract_history_ticks = self.history[Tick](contract.symbol, timedelta(seconds=10), Resolution.TICK)
 continous_history_ticks = self.history[Tick](self.future_symbol, timedelta(seconds=10), Resolution.TICK)

 
 
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/03 Getting Started.html
index aea3815364..e171e5b345 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/03 Getting Started.html	
@@ -1,21 +1,15 @@
 
The following snippet demonstrates how to request data from the Binance Crypto Price dataset:

 
 

-
from QuantConnect.DataSource import *
-from QuantConnect.Data.UniverseSelection import *
-
-# Binance accepts both Cash and Margin account types only.
+
# Binance accepts both Cash and Margin account types only.
 self.set_brokerage_model(BrokerageName.BINANCE, AccountType.CASH)
 self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)
 
 self.btcbusd = self.add_crypto("BTCBUSD", Resolution.MINUTE, Market.BINANCE).symbol
 
-self.universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))
+self._universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))
 

-
using QuantConnect.DataSource;
-using QuantConnect.Data.UniverseSelection;
-
-// Binance accepts both Cash and Margin account types only.
+
// Binance accepts both Cash and Margin account types only.
 SetBrokerageModel(BrokerageName.Binance, AccountType.Cash);
 SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);
 
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/11 Universe Selection.html
index d06f7c88b8..87426e5c10 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/11 Universe Selection.html	
@@ -6,7 +6,7 @@
 def initialize(self) -> None:
     self.universe_settings.asynchronous = True
     self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)
-    self.universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))
+    self._universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))
 
 def universe_selection_filter(self, universe_day):
     return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/12 Universe History.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/12 Universe History.html
index 1bd4f0d28d..364e79cbd6 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/02 Binance Crypto Price Data/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
     }
 }

-     
history = self.history(self.universe, 30, Resolution.DAILY)
+     
history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), universe_day in history.items():
     for universe_item in universe_day:
         self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/03 Getting Started.html
index 454c00d658..919d63a0db 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/03 Getting Started.html	
@@ -1,18 +1,12 @@
 
The following snippets demonstrates how to set the brokerage model, request data, and perform universe selection with the Binance US dataset:

 

-
from QuantConnect.DataSource import *
-from QuantConnect.Data.universe_selection import *
-
-# Binance US only accepts cash accounts
+
# Binance US only accepts cash accounts
 self.set_brokerage_model(BrokerageName.BINANCE_US, AccountType.CASH)
 
 self.btcbusd = self.add_crypto("BTCUSD", Resolution.MINUTE, Market.BINANCE_US).symbol
 
-self.universe = AddUniverse(CryptoUniverse.binance_us(self.universe_selection_filter));

-
using QuantConnect.DataSource;
-using QuantConnect.Data.UniverseSelection;
-
-// Binance US only accepts cash accounts
+self._universe = AddUniverse(CryptoUniverse.binance_us(self.universe_selection_filter));

+
// Binance US only accepts cash accounts
 SetBrokerageModel(BrokerageName.BinanceUS, AccountType.Cash);
 
 _symbol = AddCrypto("BTCUSD", Resolution.Minute, Market.BinanceUS).Symbol;
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/11 Universe Selection.html
index fcd9d52270..d22d07e06c 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/11 Universe Selection.html	
@@ -1,18 +1,14 @@
 
To select a dynamic universe of Binance US Crypto pairs, call the AddUniverseadd_universe method with a CryptoUniverse object. A Crypto universe uses a selection function to select Crypto pairs based on their OHLCV and dollar volume of the previous day as of midnight Coordinated Universal Time (UTC).

 
 

-
from QuantConnect.Data.universe_selection import *
-
-def initialize(self) -> None:
+
def initialize(self) -> None:
     self.universe_settings.asynchronous = True
     self.set_brokerage_model(BrokerageName.BINANCE_US, AccountType.CASH)
-    self.universe = self.add_universe(CryptoUniverse.binance_us(self.universe_selection_filter))
+    self._universe = self.add_universe(CryptoUniverse.binance_us(self.universe_selection_filter))
 
 def universe_selection_filter(self, universe_day):
     return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]

-
using QuantConnect.Data.UniverseSelection;
-
-public override void Initialize()
+
public override void Initialize()
 {
     UniverseSettings.Asynchronous = True;
     SetBrokerageModel(BrokerageName.BinanceUS, AccountType.Cash);
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/12 Universe History.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/12 Universe History.html
index 1bd4f0d28d..364e79cbd6 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/03 Binance US Crypto Price Data/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
     }
 }

-     
history = self.history(self.universe, 30, Resolution.DAILY)
+     
history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), universe_day in history.items():
     for universe_item in universe_day:
         self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/03 Getting Started.html
index dfdd2035d3..d8b4f7b1cc 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/03 Getting Started.html	
@@ -1,20 +1,14 @@
 
The following snippet demonstrates how to request data from the Bitfinex Crypto Price dataset:

 
 

-
from QuantConnect.DataSource import *
-from QuantConnect.Data.universe_selection import *
-
-# Bitfinex accepts both Cash and Margin type account.
+
# Bitfinex accepts both Cash and Margin type account.
 self.set_brokerage_model(BrokerageName.BITFINEX, AccountType.CASH)
 self.set_brokerage_model(BrokerageName.BITFINEX, AccountType.MARGIN)
 
 self.btcusd = self.add_crypto("BTCUSD", Resolution.MINUTE, Market.BITFINEX).symbol
 
-self.universe = self.add_universe(CryptoUniverse.bitfinex(self.universe_selection_filter))

-
using QuantConnect.DataSource;
-using QuantConnect.Data.UniverseSelection;
-
-// Bitfinex accepts both Cash and Margin type account.
+self._universe = self.add_universe(CryptoUniverse.bitfinex(self.universe_selection_filter))

+
// Bitfinex accepts both Cash and Margin type account.
 SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash);
 SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin);
 
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/11 Universe Selection.html
index 256ebef061..528ec46c76 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/11 Universe Selection.html	
@@ -1,18 +1,14 @@
 
To select a dynamic universe of Bitfinex Crypto pairs, call the AddUniverseadd_universe method with a CryptoUniverse object. A Crypto universe uses a selection function to select Crypto pairs based on their OHLCV and dollar volume of the previous day as of midnight Coordinated Universal Time (UTC).

 
 

-
from QuantConnect.Data.universe_selection import *
-
-def initialize(self) -> None:
+
def initialize(self) -> None:
     self.universe_settings.asynchronous = True
     self.set_brokerage_model(BrokerageName.BITFINEX, AccountType.MARGIN)
-    self.universe = self.add_universe(CryptoUniverse.bitfinex(self.universe_selection_filter))
+    self._universe = self.add_universe(CryptoUniverse.bitfinex(self.universe_selection_filter))
 
 def universe_selection_filter(self, universe_day):
     return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]

-
using QuantConnect.Data.UniverseSelection;
-
-public override void Initialize()
+
public override void Initialize()
 {
     UniverseSettings.Asynchronous = True;
     SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin);
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/12 Universe History.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/12 Universe History.html
index 1bd4f0d28d..364e79cbd6 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/04 Bitfinex Crypto Price Data/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
     }
 }

-     
history = self.history(self.universe, 30, Resolution.DAILY)
+     
history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), universe_day in history.items():
     for universe_item in universe_day:
         self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/03 Getting Started.html
index a55132eb49..018368196e 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/03 Getting Started.html	
@@ -1,20 +1,14 @@
 
The following snippet demonstrates how to request data from the Bybit Crypto Price dataset:

 
 

-
from QuantConnect.DataSource import *
-from QuantConnect.Data.universe_selection import *
-
-# Bybit accepts both Cash and Margin account types only.
+
# Bybit accepts both Cash and Margin account types only.
 self.set_brokerage_model(BrokerageName.BYBIT, AccountType.CASH)
 self.set_brokerage_model(BrokerageName.BYBIT, AccountType.MARGIN)
 
 self.btcusdt = self.add_crypto("BTCUSDT", Resolution.MINUTE, Market.BYBIT).symbol
 
-self.universe = self.add_universe(CryptoUniverse.bybit(self.universe_selection_filter))

-
using QuantConnect.DataSource;
-using QuantConnect.Data.UniverseSelection;
-
-// Bybit accepts both Cash and Margin account types only.
+self._universe = self.add_universe(CryptoUniverse.bybit(self.universe_selection_filter))

+
// Bybit accepts both Cash and Margin account types only.
 SetBrokerageModel(BrokerageName.Bybit, AccountType.Cash);
 SetBrokerageModel(BrokerageName.Bybit, AccountType.Margin);
 
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/11 Universe Selection.html
index 5d9f2a91b4..fad94d0971 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/11 Universe Selection.html	
@@ -6,7 +6,7 @@
 def initialize(self) -> None:
     self.set_brokerage_model(BrokerageName.BYBIT, AccountType.MARGIN)
     self.universe_settings.asynchronous = True
-    self.universe = self.add_universe(CryptoUniverse.bybit(self.universe_selection_filter))
+    self._universe = self.add_universe(CryptoUniverse.bybit(self.universe_selection_filter))
 
 def universe_selection_filter(self, universe_day):
     return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/12 Universe History.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/12 Universe History.html
index 1bd4f0d28d..364e79cbd6 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/06 Bybit Crypto Price Data/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
     }
 }

-     
history = self.history(self.universe, 30, Resolution.DAILY)
+     
history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), universe_day in history.items():
     for universe_item in universe_day:
         self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/03 Getting Started.html
index 0a6cb80372..fb2e7c5bad 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/03 Getting Started.html	
@@ -1,19 +1,13 @@
 
The following snippet demonstrates how to request data from the Coinbase Crypto Price dataset:

 
 

-
from QuantConnect.DataSource import *
-from QuantConnect.Data.universe_selection import *
-
-# Coinbase only accepts Cash account type
+
# Coinbase only accepts Cash account type
 self.set_brokerage_model(BrokerageName.COINBASE, AccountType.CASH)
 
 self.btcusd = self.add_crypto("BTCUSD", Resolution.MINUTE, Market.COINBASE).symbol
 
-self.universe = self.add_universe(CryptoUniverse.coinbase(self.universe_selection_filter))

-
using QuantConnect.DataSource;
-using QuantConnect.Data.UniverseSelection;
-
-// Coinbase only accepts Cash account type
+self._universe = self.add_universe(CryptoUniverse.coinbase(self.universe_selection_filter))

+
// Coinbase only accepts Cash account type
 SetBrokerageModel(BrokerageName.Coinbase, AccountType.Cash);
 
 _symbol = AddCrypto("BTCUSD", Resolution.Minute, Market.Coinbase).Symbol;
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/11 Universe Selection.html
index 390b4e13bb..fc23432cf8 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/11 Universe Selection.html	
@@ -6,7 +6,7 @@
 def initialize(self) -> None:
     self.universe_settings.asynchronous = True
     self.set_brokerage_model(BrokerageName.COINBASE, AccountType.CASH)
-    self.universe = self.add_universe(CryptoUniverse.coinbase(self.universe_selection_filter))
+    self._universe = self.add_universe(CryptoUniverse.coinbase(self.universe_selection_filter))
 
 def universe_selection_filter(self, universe_day):
     return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/12 Universe History.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/12 Universe History.html
index 1bd4f0d28d..364e79cbd6 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/07 Coinbase Crypto Price Data/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
     }
 }

-     
history = self.history(self.universe, 30, Resolution.DAILY)
+     
history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), universe_day in history.items():
     for universe_item in universe_day:
         self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/03 Getting Started.html
index 1a8d188709..4778ff3178 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/03 Getting Started.html	
@@ -1,20 +1,14 @@
 
The following snippet demonstrates how to request data from the Kraken Crypto Price dataset:

 
 

-
from QuantConnect.DataSource import *
-from QuantConnect.Data.universe_selection import *
-
-# Kraken accepts both Cash and Margin type account.
+
# Kraken accepts both Cash and Margin type account.
 self.set_brokerage_model(BrokerageName.KRAKEN, AccountType.CASH)
 self.set_brokerage_model(BrokerageName.KRAKEN, AccountType.MARGIN)
 
 self.btcusd = self.add_crypto("BTCUSD", Resolution.MINUTE, Market.KRAKEN).symbol
 
-self.universe = self.add_universe(CryptoUniverse.kraken(self.universe_selection_filter));

-
using QuantConnect.DataSource;
-using QuantConnect.Data.UniverseSelection;
-
-// Kraken accepts both Cash and Margin type account.
+self._universe = self.add_universe(CryptoUniverse.kraken(self.universe_selection_filter));

+
// Kraken accepts both Cash and Margin type account.
 SetBrokerageModel(BrokerageName.Kraken, AccountType.Cash);
 SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin);
 
diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/11 Universe Selection.html
index a58ab621f0..c65505e8dc 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/11 Universe Selection.html	
@@ -6,7 +6,7 @@
 def initialize(self) -> None:
     self.set_brokerage_model(BrokerageName.KRAKEN, AccountType.MARGIN)
     self.universe_settings.asynchronous = True
-    self.universe = self.add_universe(CryptoUniverse.kraken(self.universe_selection_filter))
+    self._universe = self.add_universe(CryptoUniverse.kraken(self.universe_selection_filter))
 
 def universe_selection_filter(self, universe_day):
     return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]

diff --git a/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/12 Universe History.html b/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/12 Universe History.html
index 1bd4f0d28d..364e79cbd6 100644
--- a/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/06 CoinAPI/08 Kraken Crypto Price Data/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
     }
 }

-     
history = self.history(self.universe, 30, Resolution.DAILY)
+     
history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), universe_day in history.items():
     for universe_item in universe_day:
         self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

diff --git a/03 Writing Algorithms/14 Datasets/07 OANDA/01 CFD Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/07 OANDA/01 CFD Data/03 Getting Started.html
index 64741deead..eea01cf34b 100644
--- a/03 Writing Algorithms/14 Datasets/07 OANDA/01 CFD Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/07 OANDA/01 CFD Data/03 Getting Started.html	
@@ -1,10 +1,5 @@
 
The following snippet demonstrates how to request data from the CFD dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.xauusd = self.add_cfd("XAUUSD", Resolution.DAILY).symbol

-
using QuantConnect.DataSource;
-
-_symbol = AddCfd("XAUUSD", Resolution.Daily).Symbol;

-

\ No newline at end of file
+
self.xauusd = self.add_cfd("XAUUSD", Resolution.DAILY).symbol

+
_symbol = AddCfd("XAUUSD", Resolution.Daily).Symbol;

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/07 OANDA/02 FOREX Data/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/07 OANDA/02 FOREX Data/03 Getting Started.html
index 29e3a92fc2..18790cee7c 100644
--- a/03 Writing Algorithms/14 Datasets/07 OANDA/02 FOREX Data/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/07 OANDA/02 FOREX Data/03 Getting Started.html	
@@ -1,10 +1,6 @@
 
The following snippet demonstrates how to request data from the FOREX dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.eurusd = self.add_forex("EURUSD", Resolution.DAILY, Market.OANDA).symbol

-
using QuantConnect.DataSource;
-
-_symbol = AddForex("EURUSD", Resolution.Daily, Market.Oanda).Symbol;

+
self.eurusd = self.add_forex("EURUSD", Resolution.DAILY, Market.OANDA).symbol

+
_symbol = AddForex("EURUSD", Resolution.Daily, Market.Oanda).Symbol;

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/03 Getting Started.html
index d40f64a645..333a8b266f 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/03 Getting Started.html	
@@ -1,18 +1,14 @@
 
The following snippet demonstrates how to request data from the Brain Language Metrics on Company Filings dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_10k_symbol = self.add_data(BrainCompanyFilingLanguageMetrics10K , self.aapl).symbol
 self.dataset_all_symbol = self.add_data(BrainCompanyFilingLanguageMetricsAll, self.aapl).symbol
 
 self.universe_10k = self.add_universe(BrainCompanyFilingLanguageMetricsUniverse10K, self.universe_selection)
 self.universe_all = self.add_universe(BrainCompanyFilingLanguageMetricsUniverseAll, self.universe_selection)

 
-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _dataset10KSymbol = AddData<BrainCompanyFilingLanguageMetrics10K>(_symbol).Symbol;
 _datasetAllSymbol = AddData<BrainCompanyFilingLanguageMetricsAll>(_symbol).Symbol;
 
diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/10 Universe Selection.html
index dc836d676d..f1b5c516ac 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/10 Universe Selection.html	
@@ -2,7 +2,7 @@
 
 

 
def initialize(self) -> None:
-    self.universe = self.add_universe(BrainCompanyFilingLanguageMetricsUniverseAll, self.universe_selection)
+    self._universe = self.add_universe(BrainCompanyFilingLanguageMetricsUniverseAll, self.universe_selection)
 
 def universe_selection(self, alt_coarse: List[BrainCompanyFilingLanguageMetricsUniverseAll]) -> List[Symbol]:
     return [d.symbol for d in alt_coarse \
diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/11 Universe History.html b/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/11 Universe History.html
index 392d35a0b2..141844fecb 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/01 Brain Language Metrics on Company Filings/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{languageMetrics.Symbol} sentiment at {languageMetrics.EndTime}: {languageMetrics.ReportSentiment.Sentiment}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), universeDay in universe_history.items():
     for language_metrics in universeDay:
         self.log(f"{language_metrics.symbol} sentiment at {language_metrics.end_time}: {language_metrics.report_sentiment.sentiment}")

diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/03 Getting Started.html
index 47c79084a1..d0de33a9c4 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/03 Getting Started.html	
@@ -1,15 +1,11 @@
 
The following snippet demonstrates how to request data from the Brain ML Stock Ranking dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(BrainStockRanking2Day, self.aapl).symbol
 
-self.universe = self.add_universe(BrainStockRankingUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+self._universe = self.add_universe(BrainStockRankingUniverse, self.universe_selection)

+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<BrainStockRanking2Day>(_symbol).Symbol;
 
 _universe = AddUniverse<BrainStockRankingUniverse>(UniverseSelection);

diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/11 Universe History.html b/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/11 Universe History.html
index d62a516292..23514c8342 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/02 Brain ML Stock Ranking/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{rank.Symbol} 2-day rank at {rank.EndTime}: {rank.Rank2Days}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), ranks in universe_history.items():
     for rank in ranks:
         self.log(f"{rank.symbol} 2-day rank at {rank.end_time}: {rank.rank2_days}")

diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/03 Getting Started.html
index d05f1f7508..f016ef3400 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/03 Getting Started.html	
@@ -1,16 +1,12 @@
 
The following snippet demonstrates how to request data from the Brain Sentiment Indicator dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_7day_symbol = self.add_data(BrainSentimentIndicator7Day, self.aapl).symbol
 self.dataset_30day_symbol = self.add_data(BrainSentimentIndicator30Day, self.aapl).symbol
 
 self._universe = self.add_universe(BrainSentimentIndicatorUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _dataset7DaySymbol = AddData<BrainSentimentIndicator7Day>(_symbol).Symbol;
 _dataset30DaySymbol = AddData<BrainSentimentIndicator30Day>(_symbol).Symbol;
 
diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/07 Requesting Data.html
index ae725a2230..728c201b82 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/07 Requesting Data.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/07 Requesting Data.html	
@@ -8,14 +8,14 @@
         self.set_end_date(2021, 7, 8)
         self.set_cash(100000)
         
-        self.symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
-        self.dataset_7day_symbol = self.add_data(BrainSentimentIndicator7Day, self.symbol).symbol
-        self.dataset_30day_symbol = self.add_data(BrainSentimentIndicator30Day, self.symbol).symbol

+        symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
+        self.dataset_7day_symbol = self.add_data(BrainSentimentIndicator7Day, symbol).symbol
+        self.dataset_30day_symbol = self.add_data(BrainSentimentIndicator30Day, symbol).symbol

 
namespace QuantConnect
 {
     public class BrainSentimentDataAlgorithm : QCAlgorithm
     {
-        private Symbol _symbol, _dataset7DaySymbol, _dataset30DaySymbol;
+        private Symbol _dataset7DaySymbol, _dataset30DaySymbol;
     	
         public override void Initialize()
         {
@@ -23,9 +23,9 @@
             SetEndDate(2021, 7, 8);
             SetCash(100000);
             
-            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _dataset7DaySymbol = AddData<BrainSentimentIndicator7Day>(_symbol).Symbol;
-            _dataset30DaySymbol = AddData<BrainSentimentIndicator30Day>(_symbol).Symbol;
+            var symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+            _dataset7DaySymbol = AddData<BrainSentimentIndicator7Day>(symbol).Symbol;
+            _dataset30DaySymbol = AddData<BrainSentimentIndicator30Day>(symbol).Symbol;
         }
     }
 }

diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/10 Universe Selection.html
index 87c6a09666..b760de4938 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/10 Universe Selection.html	
@@ -2,7 +2,7 @@
 
 

 
def initialize(self) -> None:
-    self.universe = self.add_universe(BrainSentimentIndicatorUniverse, self.universe_selection)
+    self._universe = self.add_universe(BrainSentimentIndicatorUniverse, self.universe_selection)
 
 def universe_selection(self, alt_coarse: List[BrainSentimentIndicatorUniverse]) -> List[Symbol]:
     return [d.symbol for d in alt_coarse \
diff --git a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/11 Universe History.html b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/11 Universe History.html
index b5bff65f25..0622161334 100644
--- a/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/10 Brain/03 Brain Sentiment Indicator/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{sentiment.Symbol} 7-day sentiment at {sentiment.EndTime}: {sentiment.Sentiment7Days}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), sentiments in universe_history.items():
     for sentiment in sentiments:
         self.log(f"{sentiment.symbol} 7-day sentiment at {sentiment.end_time}: {sentiment.sentiment7_days}")

diff --git a/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/11 Universe Selection.html b/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/11 Universe Selection.html
index 5999fc76e4..995b18fd66 100644
--- a/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/11 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/11 Universe Selection.html	
@@ -2,7 +2,7 @@
 
 

 
def initialize(self) -> None:
-    self.universe = self.add_universe(CoinGeckoUniverse, self.universe_selection)
+    self._universe = self.add_universe(CoinGeckoUniverse, self.universe_selection)
 
 def universe_selection(self, data: List[CoinGeckoUniverse]) -> List[Symbol]:
     for datum in data:
diff --git a/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/12 Universe History.html b/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/12 Universe History.html
index 5585a7b6f0..b0dbca34f1 100644
--- a/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/12 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/12 CoinGecko/01 Crypto Market Cap/12 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{coin.Symbol.Value} market cap at {coin.EndTime}: {coin.MarketCap}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), coins in universe_history.items():
     for coin in coins:
         self.log(f"{coin.symbol.value} market cap at {coin.end_time}: {coin.market_cap}")

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/03 Getting Started.html
index 107db8f858..c62cf090c1 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/03 Getting Started.html	
@@ -1,14 +1,10 @@
 
The following snippet demonstrates how to request data from the CNBC Trading dataset:
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverCNBCs, self.aapl).symbol
 
 self._universe = self.add_universe(QuiverCNBCsUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverCNBCs>(_symbol).Symbol;
 
 _universe = AddUniverse<QuiverCNBCsUniverse>(UniverseSelection);

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/10 Universe Selection.html
index 25960f5ecd..e72c2cc53a 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/10 Universe Selection.html	
@@ -1,7 +1,8 @@
 
To select a dynamic universe of US Equities based on CNBC Trading data, call the AddUniverseadd_universe method with the QuiverCNBCsUniverse class and a selection function.
 
 
 

-
self.add_universe(QuiverCNBCsUniverse, self.universe_selection)
+
def initialize(self):
+    self._uinverse = self.add_universe(QuiverCNBCsUniverse, self.universe_selection)
 
 def universe_selection(self, alt_coarse: List[QuiverCNBCsUniverse]) -> List[Symbol]:
     cnbc_data_by_symbol = {}
@@ -16,24 +17,28 @@
     # define our selection criteria
     return [symbol for symbol, d in cnbc_data_by_symbol.items()
             if len([x for x in d if x.direction == OrderDirection.BUY]) >= 3]

-
AddUniverse<QuiverCNBCsUniverse>(altCoarse =>
+
private Universe _universe;
+public override void Initialize()
 {
-    var cnbcDataBySymbol = new Dictionary<Symbol, List<QuiverCNBCsUniverse>>();
-
-    foreach (var datum in altCoarse.OfType<QuiverCNBCsUniverse>())
+    _universe = AddUniverse<QuiverCNBCsUniverse>(altCoarse =>
     {
-        var symbol = datum.Symbol;
+        var cnbcDataBySymbol = new Dictionary<Symbol, List<QuiverCNBCsUniverse>>();
 
-        if (!cnbcDataBySymbol.ContainsKey(symbol))
+        foreach (var datum in altCoarse.OfType<QuiverCNBCsUniverse>())
         {
-            cnbcDataBySymbol.Add(symbol, new List<QuiverCNBCsUniverse>());
+            var symbol = datum.Symbol;
+
+            if (!cnbcDataBySymbol.ContainsKey(symbol))
+            {
+                cnbcDataBySymbol.Add(symbol, new List<QuiverCNBCsUniverse>());
+            }
+            cnbcDataBySymbol[symbol].Add(datum);
         }
-        cnbcDataBySymbol[symbol].Add(datum);
-    }
 
-    // define our selection criteria
-    return from kvp in cnbcDataBySymbol
-           where kvp.Value.Where(x => x.Direction == OrderDirection.Buy) >= 3
-           select kvp.Key;
-});

+        // define our selection criteria
+        return from kvp in cnbcDataBySymbol
+            where kvp.Value.Where(x => x.Direction == OrderDirection.Buy) >= 3
+            select kvp.Key;
+    });
+}

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/11 Universe History.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/11 Universe History.html
index 6aae22a27e..ee6b51f13f 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/01 CNBC Trading/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{cnbc.Symbol} traders at {cnbc.EndTime}: {cnbc.Traders}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), cbncs in universe_history.items():
     for cbnc in cbncs:
         self.log(f"{cbnc.symbol} traders at {cbnc.end_time}: {cbnc.traders}")

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/03 Getting Started.html
index 759fd3fa72..6923a8c163 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/03 Getting Started.html	
@@ -1,13 +1,10 @@
 
The following snippet demonstrates how to request data from the Corporate Lobbying dataset:
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverLobbyings, self.symbol).symbol
 
 self._universe = self.add_universe(QuiverLobbyingUniverse, self.universe_selection_filter)

-
using QuantConnect.DataSource;
-
+
 _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverLobbyings>(_symbol).Symbol;
 
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/07 Requesting Data.html
index 4b0818274a..eca2ff29fd 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/07 Requesting Data.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/07 Requesting Data.html	
@@ -7,21 +7,21 @@
         self.set_end_date(2020, 6, 1)
         self.set_cash(100000)
 
-        self.symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
-        self.dataset_symbol = self.add_data(QuiverLobbyings, self.symbol).symbol

+        symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
+        self.dataset_symbol = self.add_data(QuiverLobbyings, symbol).symbol

 
namespace QuantConnect.Algorithm.CSharp.AltData
 {
     public class QuiverLobbyingDataAlgorithm: QCAlgorithm
     {
-        private Symbol _symbol, _datasetSymbol;
+        private Symbol _datasetSymbol;
 
         public override void Initialize()
         {
             SetStartDate(2019, 1, 1);
             SetEndDate(2020, 6, 1);
             SetCash(100000);
-            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _datasetSymbol= AddData<QuiverLobbyings>(_symbol).Symbol;
+            var symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+            _datasetSymbol= AddData<QuiverLobbyings>(symbol).Symbol;
         }
     }
 }

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/10 Universe Selection.html
index 82e9aad111..80ac276111 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/10 Universe Selection.html	
@@ -1,7 +1,8 @@
 
To select a dynamic universe of US Equities based on Corporate Lobbying data, call the AddUniverseadd_universe method with the QuiverLobbyingUniverse class and a selection function.
 
 
 

-
self.add_universe(QuiverLobbyingUniverse, "QuiverLobbyingUniverse", Resolution.DAILY, self.universe_selection)
+
def initialize(self):
+    self._universe = self.add_universe(QuiverLobbyingUniverse, "QuiverLobbyingUniverse", Resolution.DAILY, self.universe_selection)
 
 def universe_selection(self, alt_coarse: List[QuiverLobbyingUniverse]) -> List[Symbol]:
     lobby_data_by_symbol = {}
@@ -15,23 +16,27 @@
     
     return [symbol for symbol, d in lobby_data_by_symbol.items()
             if sum([x.amount for x in d]) >= 100000]

-
AddUniverse<QuiverLobbyingUniverse>("QuiverLobbyingUniverse", Resolution.Daily, altCoarse =>
+
private Universe _universe;
+public override void Initialize()
 {
-    var lobbyDataBySymbol = new Dictionary<Symbol, List<QuiverLobbyingUniverse>>();
-
-    foreach (var datum in altCoarse.OfType<QuiverLobbyingUniverse>())
+    _universe = AddUniverse<QuiverLobbyingUniverse>("QuiverLobbyingUniverse", Resolution.Daily, altCoarse =>
     {
-        var symbol = datum.Symbol;
+        var lobbyDataBySymbol = new Dictionary<Symbol, List<QuiverLobbyingUniverse>>();
 
-        if (!lobbyDataBySymbol.ContainsKey(symbol))
+        foreach (var datum in altCoarse.OfType<QuiverLobbyingUniverse>())
         {
-            lobbyDataBySymbol.Add(symbol, new List<QuiverLobbyingUniverse>());
+            var symbol = datum.Symbol;
+
+            if (!lobbyDataBySymbol.ContainsKey(symbol))
+            {
+                lobbyDataBySymbol.Add(symbol, new List<QuiverLobbyingUniverse>());
+            }
+            lobbyDataBySymbol[symbol].Add(datum);
         }
-        lobbyDataBySymbol[symbol].Add(datum);
-    }
 
-    return from kvp in lobbyDataBySymbol
-           where kvp.Value.Sum(x => x.Amount) >= 100000
-           select kvp.Key;
-});

+        return from kvp in lobbyDataBySymbol
+              where kvp.Value.Sum(x => x.Amount) >= 100000
+              select kvp.Key;
+    })
+};

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/11 Universe History.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/11 Universe History.html
index 36be76f07f..7439ba71f1 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/02 Corporate Lobbying/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{lobbying.Symbol} issue at {lobbying.EndTime}: {lobbying.Issue}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (symbol, time), lobbyings in universe_history.items():
     for lobbying in lobbyings:
         print(f"{lobbying.symbol} issue at {lobbying.end_time}: {lobbying.issue}")

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/03 Getting Started.html
index 8abcf315c8..c75d7d185a 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/03 Getting Started.html	
@@ -1,13 +1,9 @@
 
The following snippet demonstrates how to request data from the Insider Trading dataset:
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverInsiderTrading, aapl).symbol
-self.universe = self.add_universe(QuiverInsiderTradingUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+self._universe = self.add_universe(QuiverInsiderTradingUniverse, self.universe_selection)

+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverInsiderTrading>(aapl).Symbol;
 _universe = AddUniverse<QuiverInsiderTradingUniverse>(UniverseSelection);

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/07 Requesting Data.html
index 04881d37c5..f676b1efda 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/07 Requesting Data.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/07 Requesting Data.html	
@@ -7,21 +7,21 @@
         self.set_end_date(2020, 6, 1)
         self.set_cash(100000)
 
-        self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
-        self.dataset_symbol = self.add_data(QuiverInsiderTrading, self.aapl).symbol

+        symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
+        self.dataset_symbol = self.add_data(QuiverInsiderTrading, symbol).symbol

 
namespace QuantConnect.Algorithm.CSharp.AltData
 {
     public class QuiverInsiderTradingDataAlgorithm: QCAlgorithm
     {
-        private Symbol _symbol, _datasetSymbol;
+        private Symbol _datasetSymbol;
 
         public override void Initialize()
         {
             SetStartDate(2019, 1, 1);
             SetEndDate(2020, 6, 1);
             SetCash(100000);
-            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _datasetSymbol= AddData<QuiverInsiderTrading>(_symbol).Symbol;
+            var symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+            _datasetSymbol= AddData<QuiverInsiderTrading>(symbol).Symbol;
         }
     }
 }

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/10 Universe Selection.html
index f9f4f318cd..967ad73e39 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/10 Universe Selection.html	
@@ -1,7 +1,8 @@
 
To select a dynamic universe of US Equities based on Insider Trading data, call the AddUniverseadd_universe method with the QuiverInsiderTradingUniverse class and a selection function.
 
 
 

-
self.add_universe(QuiverInsiderTradingUniverse, self.universe_selection)
+
def initialize(self):
+    self._universe = self.add_universe(QuiverInsiderTradingUniverse, self.universe_selection)
 
 def universe_selection(self, alt_coarse: List[QuiverInsiderTradingUniverse]) -> List[Symbol]:
     insider_trading_data_by_symbol = {}
@@ -15,23 +16,27 @@
     
     return [symbol for symbol, d in insider_trading_data_by_symbol.items()
             if len([x for x in d if x.direction == OrderDirection.BUY]) >= 3]

-
AddUniverse<QuiverInsiderTradingUniverse>(altCoarse =>
+
private Universe _universe;
+public override void Initialize()
 {
-    var insiderTradingDataBySymbol = new Dictionary<Symbol, List<QuiverInsiderTradingUniverse>>();
-
-    foreach (var datum in altCoarse.OfType<QuiverInsiderTradingUniverse>())
+    _universe = AddUniverse<QuiverInsiderTradingUniverse>(altCoarse =>
     {
-        var symbol = datum.Symbol;
+        var insiderTradingDataBySymbol = new Dictionary<Symbol, List<QuiverInsiderTradingUniverse>>();
 
-        if (!insiderTradingDataBySymbol.ContainsKey(symbol))
+        foreach (var datum in altCoarse.OfType<QuiverInsiderTradingUniverse>())
         {
-            insiderTradingDataBySymbol.Add(symbol, new List<QuiverInsiderTradingUniverse>());
+            var symbol = datum.Symbol;
+
+            if (!insiderTradingDataBySymbol.ContainsKey(symbol))
+            {
+                insiderTradingDataBySymbol.Add(symbol, new List<QuiverInsiderTradingUniverse>());
+            }
+            insiderTradingDataBySymbol[symbol].Add(datum);
         }
-        insiderTradingDataBySymbol[symbol].Add(datum);
-    }
 
-    return from kvp in insiderTradingDataBySymbol
-           where kvp.Value.Where(x => x.Direction == OrderDirection.Buy) >= 3
-           select kvp.Key;
-});

+        return from kvp in insiderTradingDataBySymbol
+            where kvp.Value.Where(x => x.Direction == OrderDirection.Buy) >= 3
+            select kvp.Key;
+    });
+}

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/11 Universe History.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/11 Universe History.html
index f8dcf35d47..6be17e2cd9 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/03 Insider Trading/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{insider.Symbol} volume at {insider.EndTime}: {insider.Shares * insider.PricePerShare}");
     }
 }}

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), insiders in universe_history.items():
     for insider in insiders:
         if insider.price_per_share:
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/03 Getting Started.html
index 1e53f18bfb..dad897fbc5 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/03 Getting Started.html	
@@ -1,15 +1,11 @@
 
The following snippet demonstrates how to request data from the US Congress Trading dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverCongress, self.aapl).symbol
 
-self.universe = self.add_universe(QuiverQuantCongressUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+self._universe = self.add_universe(QuiverQuantCongressUniverse, self.universe_selection)

+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverCongress>(_symbol).Symbol;
 
 _universe = AddUniverse<QuiverQuantCongresssUniverse>(UniverseSelection);

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/07 Requesting Data.html
index c339afdd07..4d4489f959 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/07 Requesting Data.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/04 US Congress Trading/07 Requesting Data.html	
@@ -7,23 +7,22 @@
         self.set_end_date(2020, 6, 1)
         self.set_cash(100000)
 
-        self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
-        self.dataset_symbol = self.add_data(QuiverCongress, self.aapl).symbol

+        symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
+        self.dataset_symbol = self.add_data(QuiverCongress, symbol).symbol

 
namespace QuantConnect
 {
     public class QuiverCongressDataAlgorithm : QCAlgorithm
     {
-        private Symbol _symbol, _datasetSymbol;
+        private Symbol _datasetSymbol;
 
         public override void Initialize()
         {
             SetStartDate(2019, 1, 1);
             SetEndDate(2020, 6, 1);
             SetCash(100000);
-            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _datasetSymbol = AddData<QuiverCongress>(_symbol).Symbol;
+            symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+            _datasetSymbol = AddData<QuiverCongress>(symbol).Symbol;
         }
     }
-}
-

+}

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/03 Getting Started.html
index f8956688a8..afe563ef26 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/03 Getting Started.html	
@@ -1,14 +1,10 @@
 
The following snippet demonstrates how to request data from the US Government Contracts dataset:
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverGovernmentContract, self.aapl).symbol
 
-self.universe = self.add_universe(QuiverGovernmentContractUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+self._universe = self.add_universe(QuiverGovernmentContractUniverse, self.universe_selection)

+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverGovernmentContract>(_symbol).Symbol;
 
 _universe = AddUniverse<QuiverGovernmentContractUniverse>(UniverseSelection);

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/07 Requesting Data.html
index 35463855a8..aa3483a446 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/07 Requesting Data.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/07 Requesting Data.html	
@@ -7,21 +7,21 @@
         self.set_end_date(2020, 6, 1)
         self.set_cash(100000)
 
-        self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
-        self.dataset_symbol = self.add_data(QuiverGovernmentContract, self.aapl).symbol

+        symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
+        self.dataset_symbol = self.add_data(QuiverGovernmentContract, symbol).symbol

 
namespace QuantConnect.Algorithm.CSharp.AltData
 {
     public class QuiverGovernmentContractDataAlgorithm : QCAlgorithm
     {
-        private Symbol _symbol, _datasetSymbol;
+        private Symbol _datasetSymbol;
 
         public override void Initialize()
         {
             SetStartDate(2019, 1, 1);
             SetEndDate(2020, 6, 1);
             SetCash(100000);
-            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _datasetSymbol= AddData<QuiverGovernmentContract>(_symbol).Symbol;
+            var symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+            _datasetSymbol= AddData<QuiverGovernmentContract>(symbol).Symbol;
         }
     }
 }

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/10 Universe Selection.html
index d72f63cec1..9af5c2dfbb 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/10 Universe Selection.html	
@@ -1,7 +1,8 @@
 
To select a dynamic universe of US Equities based on US Government Contract data, call the AddUniverseadd_universe method with the QuiverGovernmentContractUniverse class and a selection function.
 
 
 

-
self.add_universe(QuiverGovernmentContractUniverse, self.universe_selection)
+
def initialize(self):
+    self._universe = self.add_universe(QuiverGovernmentContractUniverse, self.universe_selection)
 
 def universe_selection(self, alt_coase: List[QuiverGovernmentContractUniverse]) -> List[Symbol]:
     gov_contract_data_by_symbol = {}
@@ -15,23 +16,27 @@
     
     return [symbol for symbol, d in gov_contract_data_by_symbol.items()
             if len(d) >= 3 and sum([x.amount for x in d]) > 50000]

-
AddUniverse<QuiverGovernmentContractUniverse>(altCoarse =>
+
private Universe _universe;
+public override void Initialize()
 {
-    var govContractDataBySymbol = new Dictionary<Symbol, List<QuiverGovernmentContractUniverse>>();
-
-    foreach (var datum in altCoarse.OfType<QuiverGovernmentContractUniverse>())
+    _universe = AddUniverse<QuiverGovernmentContractUniverse>(altCoarse =>
     {
-        var symbol = datum.Symbol;
+        var govContractDataBySymbol = new Dictionary<Symbol, List<QuiverGovernmentContractUniverse>>();
 
-        if (!govContractDataBySymbol.ContainsKey(symbol))
+        foreach (var datum in altCoarse.OfType<QuiverGovernmentContractUniverse>())
         {
-            govContractDataBySymbol.Add(symbol, new List<QuiverGovernmentContractUniverse>());
+            var symbol = datum.Symbol;
+
+            if (!govContractDataBySymbol.ContainsKey(symbol))
+            {
+                govContractDataBySymbol.Add(symbol, new List<QuiverGovernmentContractUniverse>());
+            }
+            govContractDataBySymbol[symbol].Add(datum);
         }
-        govContractDataBySymbol[symbol].Add(datum);
-    }
 
-    return from kvp in govContractDataBySymbol
-           where kvp.Value.Count >= 3 && kvp.Value.Sum(x => x.Amount) > 50000m
-           select kvp.Key;
-});

+        return from kvp in govContractDataBySymbol
+            where kvp.Value.Count >= 3 && kvp.Value.Sum(x => x.Amount) > 50000m
+            select kvp.Key;
+    });
+}

 

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/11 Universe History.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/11 Universe History.html
index 4a961fc757..a3e8c64f09 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/05 US Government Contracts/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{contract.Symbol} amount at {contract.EndTime}: {contract.Amount}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (_, time), contracts in universe_history.items():
     for contract in contracts:
         self.log(f"{contract.symbol} amount at {contract.end_time}: {contract.amount}")

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/03 Getting Started.html
index ef47d7c1f9..175077b7c8 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/03 Getting Started.html	
@@ -1,15 +1,11 @@
 
The following snippet demonstrates how to request data from the WallStreetBets dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverWallStreetBets, self.aapl).symbol
 
 self._universe = self.add_universe(QuiverWallStreetBetsUniverse, self.universe_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverWallStreetBets>(_symbol).Symbol;
 
 _universe = AddUniverse<QuiverWallStreetBetsUniverse>(UniverseSelection);

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/11 Universe History.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/11 Universe History.html
index e29b866bf5..5f3d809a70 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/06 WallStreetBets/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{bet.Symbol} rank at {bet.EndTime}: {bet.Rank}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), pages in universe_history.items():
     for page in pages:
         self.log(f"{page.symbol} week percent change at {page.end_time}: {page.week_percent_change}")

diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/03 Getting Started.html
index a91f036892..df787d5d58 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/03 Getting Started.html	
@@ -1,16 +1,12 @@
 
The following snippet demonstrates how to request data from the Wikipedia Page Views dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
 self.dataset_symbol = self.add_data(QuiverWikipedia, self.aapl).symbol
 
-self.universe = self.add_universe(QuiverWikipediaUniverse, , self.universe_selection)
+self._universe = self.add_universe(QuiverWikipediaUniverse, , self.universe_selection)
 

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+
_symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
 _datasetSymbol = AddData<QuiverWikipedia>(_symbol).Symbol;
 
 _universe = AddUniverse<QuiverWikipediaUniverse>(UniverseSelection);
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/07 Requesting Data.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/07 Requesting Data.html
index 2441283710..42c6aa7d9d 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/07 Requesting Data.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/07 Requesting Data.html	
@@ -7,21 +7,21 @@
         self.set_end_date(2020, 6, 1)
         self.set_cash(100000)
 
-        self.aapl = self.add_equity("AAPL", Resolution.DAILY).symbol
-        self.dataset_symbol = self.add_data(QuiverWikipedia, self.aapl).symbol
+        symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
+        self.dataset_symbol = self.add_data(QuiverWikipedia, symbol).symbol
 namespace QuantConnect
 {
     public class QuiverWikipediaPageViewsDataAlgorithm : QCAlgorithm
     {
-        private Symbol _symbol, _datasetSymbol;
+        private Symbol _datasetSymbol;
 
         public override void Initialize()
         {
             SetStartDate(2019, 1, 1);
             SetEndDate(2020, 6, 1);
             SetCash(100000);
-            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _datasetSymbol = AddData<QuiverWikipedia>(_symbol).Symbol;
+            var symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
+            _datasetSymbol = AddData<QuiverWikipedia>(symbol).Symbol;
         }
     }
 }

\ No newline at end of file
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/10 Universe Selection.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/10 Universe Selection.html
index 160f3f7cb4..a33355aeb9 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/10 Universe Selection.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/10 Universe Selection.html	
@@ -2,7 +2,7 @@
 
 

 
def initialize(self) -> None:
-    self.universe = self.add_universe(QuiverWikipediaUniverse, self.universe_selection)
+    self._universe = self.add_universe(QuiverWikipediaUniverse, self.universe_selection)
 
 def universe_selection(self, alt_coarse: List[QuiverWikipediaUniverse]) -> List[Symbol]:
     return [d.symbol for d in alt_coarse \
diff --git a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/11 Universe History.html b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/11 Universe History.html
index f92c4c0af8..c19e953f80 100644
--- a/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/11 Universe History.html	
+++ b/03 Writing Algorithms/14 Datasets/20 Quiver Quantitative/07 Wikipedia Page Views/11 Universe History.html	
@@ -12,7 +12,7 @@ 
Historical Universe Data in Algorithms

         Log($"{bet.Symbol} rank at {bet.EndTime}: {bet.Rank}");
     }
 }

-     
universe_history = self.history(self.universe, 30, Resolution.DAILY)
+     
universe_history = self.history(self._universe, 30, Resolution.DAILY)
 for (univere_symbol, time), bets in universe_history.items():
     for bet in bets:
         self.log(f"{bet.symbol} rank at {bet.end_time}: {bet.rank}")

diff --git a/03 Writing Algorithms/14 Datasets/23 Smart Insider/01 Corporate Buybacks/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/23 Smart Insider/01 Corporate Buybacks/03 Getting Started.html
index 08f2867a4f..32c69fc15c 100644
--- a/03 Writing Algorithms/14 Datasets/23 Smart Insider/01 Corporate Buybacks/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/23 Smart Insider/01 Corporate Buybacks/03 Getting Started.html	
@@ -1,17 +1,13 @@
 
The following snippet demonstrates how to request data from the Corporate Buybacks dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.aapl = self.add_equity("AAPL", Resolution.MINUTE).symbol
+
self.aapl = self.add_equity("AAPL", Resolution.MINUTE).symbol
 self.intention_symbol = self.add_data(SmartInsiderIntention, self.aapl).symbol
 self.transaction_symbol = self.add_data(SmartInsiderTransaction, self.aapl).symbol
 
 self.intention_universe = self.add_universe(SmartInsiderIntentionUniverse, self.intention_selection)
 self.transaction_universe = self.add_universe(SmartInsiderTransactionUniverse, self.transaction_selection)

-
using QuantConnect.DataSource;
-
-_symbol = AddEquity("AAPL", Resolution.Minute).Symbol;
+
_symbol = AddEquity("AAPL", Resolution.Minute).Symbol;
 _intentionSymbol = AddData<SmartInsiderIntention>(_symbol).Symbol;
 _transactionSymbol = AddData<SmartInsiderTransaction>(_symbol).Symbol;
 
diff --git a/03 Writing Algorithms/14 Datasets/25 Treasury Department/01 US Treasury Yield Curve/03 Getting Started.html b/03 Writing Algorithms/14 Datasets/25 Treasury Department/01 US Treasury Yield Curve/03 Getting Started.html
index b536a30fd1..92b485e724 100644
--- a/03 Writing Algorithms/14 Datasets/25 Treasury Department/01 US Treasury Yield Curve/03 Getting Started.html	
+++ b/03 Writing Algorithms/14 Datasets/25 Treasury Department/01 US Treasury Yield Curve/03 Getting Started.html	
@@ -1,10 +1,6 @@
 
The following snippet demonstrates how to request data from the US Treasury Yield Curve dataset:

 
 

-
from QuantConnect.DataSource import *
-
-self.dataset_symbol = self.add_data(USTreasuryYieldCurveRate, "USTYCR").symbol

-
using QuantConnect.DataSource;
-
-_datasetSymbol = AddData<USTreasuryYieldCurveRate>("USTYCR").Symbol;

+
self.dataset_symbol = self.add_data(USTreasuryYieldCurveRate, "USTYCR").symbol

+
_datasetSymbol = AddData<USTreasuryYieldCurveRate>("USTYCR").Symbol;

 

\ No newline at end of file