---
title: "US Equity"
description: "US Equities represent partial ownership in a US corporation."
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/03%20Securities/99%20Asset%20Classes/01%20US%20Equity
modified: 2026-10-30
index: https://www.quantconnect.com/llms.txt
---

# US Equity

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Securities > [Asset Classes](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes.md) > US Equity

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

US Equities represent partial ownership in a US corporation.

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/requesting-data.md)
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/handling-data.md)
- [Corporate Actions](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-actions.md)
- [Corporate Fundamentals](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-fundamentals.md)
- [Shorting](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/shorting.md)
- [Data Preparation](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/data-preparation.md)
- [Market Hours](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/market-hours.md)

### See Also

- [BasicTemplateAlgorithm.py](https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateAlgorithm.py)
- [BasicTemplateAlgorithm.cs](https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/BasicTemplateAlgorithm.cs)

## Pages in This Section

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/requesting-data.md): Request US Equity data in your algorithm to receive a feed of asset prices in the OnData method.
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/handling-data.md): LEAN passes the data you request to the OnData method so you can make trading decisions. The Slice object groups the data together with a timestamp.
- [Corporate Actions](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-actions.md): US Equity subscriptions provide notifications for splits, dividends, symbol changes, and delistings.
- [Corporate Fundamentals](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-fundamentals.md): Corporate fundamental data represent the information on the underlying company of an Equity asset and the information in their financial statements.
- [Shorting](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/shorting.md): Short positions let you profit when a security's price decreases while you have the position open, but there are risks involved.
- [Data Preparation](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/data-preparation.md): The US Equities dataset provides price data for backtests and live trading.
- [Market Hours](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/market-hours.md): This page shows the trading hours, holidays, and time zone of the US Equity market.