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Quandl in the alpha model

if I want to trade equities and on a scheduled basis bring in put/call ratios from quandl, can I do that in the alpha model?

is it as simple as just 

class SymbolData:
    """
    contains price, vol data
    """
    def __init__(self, ticker, something):
        self.name = None
        self.trigger = None
        self.exit_date = None
        self.bid = None
        self.ask = None
        self.mid = None

        self.quandlCode = 'QOA/' + ticker
        # add external data
        self.vol_surface = self.AddData(Quandl, self.quandlCode, Resolution.Daily)

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Please take a look at ScheduledUniverseSelectionModelRegressionAlgorithm.
Since we usually don't trade custom data, we can keep it at the "algorithm level", in other words, call AddData in Initialize as we would in non-framework algorithm.

In SelectSymbols method, you will use the custom data to define which equities are selected by the  ScheduledUniverseSelectionModel.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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