FRED

from QuantConnect.DataSource import *

self.dataset_symbol = self.AddData(Fred, Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol

using QuantConnect.DataSource;

_datasetSymbol = AddData<Fred>(Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol;

class FredAlternativeDataAlgorithm(QCAlgorithm):

    def Initialize(self) -> None:
        self.SetStartDate(2003, 1, 1)
        self.SetEndDate(2019, 10, 11)
        self.SetCash(100000)

        self.dataset_symbol = self.AddData(Fred, Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol

namespace QuantConnect
{
    public class FredAlternativeDataAlgorithm : QCAlgorithm
    {
        private Symbol _datasetSymbol;

        public override void Initialize()
        {
            SetStartDate(2003, 1, 1);
            SetEndDate(2019, 10, 11);
            SetCash(100000);
            
            _datasetSymbol = AddData<Fred>(Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol;
        }
    }
}

def OnData(self, slice: Slice) -> None:
    if slice.ContainsKey(self.dataset_symbol):
        data_point = slice[self.dataset_symbol]
        self.Log(f"{self.dataset_symbol} value at {slice.Time}: {data_point.Value}")

public override void OnData(Slice slice)
{
    if (slice.ContainsKey(_datasetSymbol))
    {
        var dataPoint = slice[_datasetSymbol];
        Log($"{_datasetSymbol} value at {slice.Time}: {dataPoint.Value}");
    }
}

def OnData(self, slice: Slice) -> None:
    for dataset_symbol, data_point in slice.Get(Fred).items():
        self.Log(f"{dataset_symbol} value at {slice.Time}: {data_point.Value}")

public override void OnData(Slice slice)
{
    foreach (var kvp in slice.Get<Fred>())
    {
        var datasetSymbol = kvp.Key;
        var dataPoint = kvp.Value;
        Log($"{datasetSymbol} value at {slice.Time}: {dataPoint.Value}");
    }
}

# DataFrame
history_df = self.History(self.dataset_symbol, 100, Resolution.Daily)

# Dataset objects
history_bars = self.History[Fred](self.dataset_symbol, 100, Resolution.Daily)

var history = History<Fred>(_datasetSymbol, 100, Resolution.Daily);

self.RemoveSecurity(self.dataset_symbol)

RemoveSecurity(_datasetSymbol);