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)