Hi QC Community, Web developer turned novice here trying to get average momentum percentage from a universe of symbols every x period…Thought maybe could append SymbolData to a dictionary-  thinking someone might know a good approach? 

class MarketBreadth(QCAlgorithm):


    def __init__ (self, momp_period = 1, resolution = Resolution.Minute):
        
self.MOMPeriod = momp_period
	def Initialize(self):
		self.momentum_percent = { }

	def OnData(self, data)
           	self.momentum_percent[data[symbol]] = symbol_data.momp.Current.Value
           	avg_momentum = sum(self.momentum_percent.values())/len(self.momentum_percent)
           	algorithm.Debug("Average momentum: "  + str(avg_momentum))
           	
class SymbolData():
    def __init__(self,
                security,
                algorithm,
                momp_period,
                resolution):
                
        self.symbol = symbol
        self.momp = MomentumPercent(security.Symbol, momp_period)

Any help or direction would be most appreciated!