Energy Information Administration

The Treasury Department is the executive agency responsible for promoting economic prosperity and ensuring the financial security of the United States. The Department is responsible for a wide range of activities such as advising the President on economic and financial issues, encouraging sustainable economic growth, and fostering improved governance in financial institutions. The Department of the Treasury operates and maintains systems that are critical to the nation's financial infrastructure, such as the production of coin and currency, the disbursement of payments to the American public, revenue collection, and the borrowing of funds necessary to run the federal government.

The following snippet demonstrates how to request data from the EIA dataset:

from QuantConnect.DataSource import *

self.dataset_symbol = self.add_data(USEnergy, USEnergy.petroleum.united_states.weekly_net_imports_of_total_petroleum_products).symbol

using QuantConnect.DataSource;

_datasetSymbol = AddData<USEnergy>(USEnergy.Petroleum.UnitedStates.WeeklyNetImportsOfTotalPetroleumProducts).Symbol;

The following table describes the dataset properties:

The EIA dataset enables you to monitor national and international oil production and consumption in you trading strategies. Examples include the following strategies:

• Trading petroleum companies when there is a change in net imports of petroleum products
• Trading country ETFs when there is a change in the country's net import of resources
• Adjusting exposure to vehicle manufacturer stocks when the supply of gasoline is higher/lower than historical levels

For more example algorithms, see Examples.

The EIA dataset provides USEnergy objects, which have the following attributes:

The following table shows the accessor code you need to add each EIA dataset to your algorithm:

To add EIA data to your algorithm, call the AddDataadd_data method. Save a reference to the dataset Symbol so you can access the data later in your algorithm.

class USEnergyDataAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2019, 1, 1)
        self.set_end_date(2020, 6, 1)
        self.set_cash(100000)

        self.dataset_symbol = self.add_data(USEnergy, USEnergy.petroleum.united_states.weekly_net_imports_of_total_petroleum_products).symbol

namespace QuantConnect
{
    public class USEnergyDataAlgorithm: QCAlgorithm
    {
        private Symbol _datasetSymbol;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2020, 6, 1);
            SetCash(100000);
            _datasetSymbol = AddData<USEnergy>(USEnergy.Petroleum.UnitedStates.WeeklyNetImportsOfTotalPetroleumProducts).Symbol;
        }
    }
}

To get the current EIA data, index the current Slice with the dataset Symbol. Slice objects deliver unique events to your algorithm as they happen, but the Slice may not contain data for your dataset at every time step. To avoid issues, check if the Slice contains the data you want before you index it.

def on_data(self, slice: Slice) -> None:
    if slice.contains_key(self.dataset_symbol):
        data_point = slice[self.dataset_symbol]
        self.log(f"{self.dataset_symbol} value at {slice.time}: {data_point.value}")

public override void OnData(Slice slice)
{
    if (slice.ContainsKey(_datasetSymbol))
    {
        var dataPoint = slice[_datasetSymbol];
        Log($"{_datasetSymbol} value at {slice.Time}: {dataPoint.Value}");
    }
}

To iterate through all of the dataset objects in the current Slice, call the Getget method.

def on_data(self, slice: Slice) -> None:
    for dataset_symbol, data_point in slice.get(USEnergy).items():
        self.log(f"{dataset_symbol} value at {slice.time}: {data_point.value}")

public override void OnData(Slice slice)
{
    foreach (var kvp in slice.Get<USEnergy>())
    {
        var datasetSymbol = kvp.Key;
        var dataPoint = kvp.Value;
        Log($"{datasetSymbol} value at {slice.Time}: {dataPoint.Value}");
    }
}

To get historical EIA data, call the Historyhistory method with the dataset Symbol. If there is no data in the period you request, the history result is empty.

# DataFrame
history_df = self.history(self.dataset_symbol, 100, Resolution.DAILY)

# Dataset objects
history_bars = self.history[USEnergy](self.dataset_symbol, 100, Resolution.DAILY)

var history = History<USEnergy>(_datasetSymbol, 100, Resolution.Daily);

For more information about historical data, see History Requests.

To remove your subscription to EIA data, call the RemoveSecurityremove_securitymethod.

self.remove_security(self.dataset_symbol)

RemoveSecurity(_datasetSymbol);

The EIA dataset enables you to monitor national and international oil production and consumption in you trading strategies. Examples include the following strategies:

• Trading petroleum companies when there is a change in net imports of petroleum products
• Trading country ETFs when there is a change in the country's net import of resources
• Adjusting exposure to vehicle manufacturer stocks when the supply of gasoline is higher/lower than historical levels

For more example algorithms, see Examples.