OEDHD Data Issue

Here are two updated and directly compatible QuantConnect example snippets that address both of Michael_S's issues:

1. Using EODHDEconomicEvents (US Manufacturing PMI) — Correct Usage

from AlgorithmImports import *

class EODHDEconomicEventsDemo(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.set_cash(100_000)

        # Reference the correct ticker; use the enum if available, otherwise use the string.
        # Official ticker string for US Markit Manufacturing PMI:
        pmi_ticker = "USMANPMI"

        self._pmi_symbol = self.add_data(
            EODHDEconomicEvents,
            pmi_ticker,
            Resolution.DAILY
        ).symbol

    def on_data(self, data: Slice) -> None:
        if data.contains_key(self._pmi_symbol) and data[self._pmi_symbol] is not None:
            event = data[self._pmi_symbol]
            self.debug(f"{self.time:%Y-%m-%d} {event.event} actual={event.actual} forecast={event.forecast} previous={event.previous}")

Tip: If the QC platform introduces named constants/enums in a future release, you can use them instead of the hardcoded string.

2. Using NasdaqDataLink (e.g., BOC/V39051) — Correct Usage

from AlgorithmImports import *

# Helper class to set the correct value column for this series
class BankOfCanadaV39051(NasdaqDataLink):
    def __init__(self) -> None:
        super().__init__()
        self.value_column_name = "VALUE"

class NasdaqDataLinkV39051Demo(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.set_cash(100_000)

        # Use custom subclass to automatically select the right column
        self._boc_symbol = self.add_data(
            BankOfCanadaV39051,
            "BOC/V39051",
            Resolution.DAILY
        ).symbol

        # Alternatively (without custom class), you must set the value column explicitly:
        # self._boc_symbol = self.add_data(NasdaqDataLink, "BOC/V39051", Resolution.DAILY).symbol
        # self.set_value_column_name(self._boc_symbol, "VALUE")

    def on_data(self, data: Slice) -> None:
        if data.contains_key(self._boc_symbol) and data[self._boc_symbol] is not None:
            rate = data[self._boc_symbol]
            self.debug(f"{self.time:%Y-%m-%d} USD/CAD rate = {rate.value}")

Summary of Solutions

• EODHD/EODHDEconomicEvents: Use correct string tickers, not undefined enums/classes. Import dataset class, use correct ticker string.
• NasdaqDataLink: If your dataset has multiple columns, define a subclass and set value_column_name accordingly, or use .set_value_column_name(symbol, "VALUE") with the base NasdaqDataLink class.

Let me know if you need an example with a different ticker or dataset!

Sources: Economic Events - QuantConnect.com, docs writing algorithms securities asset classes us equity data preparation, Gold Market Timing, docs writing algorithms datasets nasdaq data link, docs writing algorithms datasets fred us federal reserve (fred))

Thank you!

I have tried this solution but the problem still in place.

Trying to debug it I still see no data received.

Here is the code used for debugging:

#data_sources

from AlgorithmImports import *

# Helper class to set the correct value column for this series

class BankOfCanadaV39051(NasdaqDataLink):

    def __init__(self) -> None:

        super().__init__()

        self.value_column_name = "VALUE"

# Helper class to set the correct value column for Canada Government 10Y yields

class BankOfCanadaV39055(NasdaqDataLink):

    def __init__(self) -> None:

        super().__init__()

        self.value_column_name = "VALUE"

from data_sources import BankOfCanadaV39051

from AlgorithmImports import *

from datetime import timedelta

class TestBoCData(QCAlgorithm):

    def Initialize(self):

        self.set_start_date(2023, 1, 1)

        self.set_end_date(2023, 12, 31)

        self.can2y = self.add_data(BankOfCanadaV39051, "BOC/V39051", Resolution.DAILY).symbol

    def OnData(self, data):

        history_ = self.History()

        self.debug(f"History count: {len(history_)}")

        self.debug(f"History keys: {list(history_.index.names) if hasattr(history_, 'index') else 'No index'}")

        self.quit()