I posted this question on an old thread, but realized I should probably start a new thread.

Is it possible to add multiple columns from the same Quandl table? e.g.:

MyAlgo(QCAlgorithm):
def Initialize(self):
self.onemo = self.AddData(Quandl1moRate, "USTREASURY/YIELD", Resolution.Daily, DateTimeZone.Utc, True)
self.oneyr = self.AddData(Quandl1yrRate, "USTREASURY/YIELD", Resolution.Daily, DateTimeZone.Utc, True)

class Quandl1moRate(PythonQuandl):
def __init__(self):
self.ValueColumnName = "1 mo"
class Quandl1yrRate(PythonQuandl):
def __init__(self):
self.ValueColumnName = "1 yr"

This doesn't work for me. (I get "Trying to dynamically access a method that does not exist throws a TypeError exception.")

Somewhat related, how do I go about adding Quandl data that comes in monthly increments?