Add(string key, object value) | QuantConnect.Securities.Security | |
AskPrice | QuantConnect.Securities.Option.Option | |
AskSize | QuantConnect.Securities.Security | |
BidPrice | QuantConnect.Securities.Option.Option | |
BidSize | QuantConnect.Securities.Security | |
BuyingPowerModel | QuantConnect.Securities.Security | |
Cache | QuantConnect.Securities.Security | |
Clear() | QuantConnect.Securities.Security | |
Close | QuantConnect.Securities.Security | |
ContractFilter | QuantConnect.Securities.Option.Option | |
ContractMultiplier | QuantConnect.Securities.Option.Option | |
ContractUnitOfTrade | QuantConnect.Securities.Option.Option | |
Data | QuantConnect.Securities.Security | |
DataFilter | QuantConnect.Securities.Security | |
DataNormalizationMode | QuantConnect.Securities.Security | |
DefaultSettlementDays | QuantConnect.Securities.Option.Option | static |
DefaultSettlementTime | QuantConnect.Securities.Option.Option | static |
EnableGreekApproximation | QuantConnect.Securities.Option.Option | |
EvaluatePriceModel(Slice slice, OptionContract contract) | QuantConnect.Securities.Option.Option | |
Exchange | QuantConnect.Securities.Security | |
ExerciseSettlement | QuantConnect.Securities.Option.Option | |
Expiry | QuantConnect.Securities.Option.Option | |
FeeModel | QuantConnect.Securities.Security | |
FillModel | QuantConnect.Securities.Security | |
Fundamentals | QuantConnect.Securities.Security | |
Get< T >(string key) | QuantConnect.Securities.Security | |
GetAggregateExerciseAmount() | QuantConnect.Securities.Option.Option | |
GetExerciseQuantity() | QuantConnect.Securities.Option.Option | |
GetExerciseQuantity(decimal exerciseOrderQuantity) | QuantConnect.Securities.Option.Option | |
GetIntrinsicValue(decimal underlyingPrice) | QuantConnect.Securities.Option.Option | |
GetLastData() | QuantConnect.Securities.Security | |
GetPayOff(decimal underlyingPrice) | QuantConnect.Securities.Option.Option | |
HasData | QuantConnect.Securities.Security | |
High | QuantConnect.Securities.Security | |
Holdings | QuantConnect.Securities.Security | |
HoldStock | QuantConnect.Securities.Security | |
Invested | QuantConnect.Securities.Security | |
IsAutoExercised(decimal underlyingPrice) | QuantConnect.Securities.Option.Option | |
IsCustomData() | QuantConnect.Securities.Security | |
IsDelisted | QuantConnect.Securities.Security | |
IsExtendedMarketHours | QuantConnect.Securities.Security | |
IsFillDataForward | QuantConnect.Securities.Security | |
IsOptionChain | QuantConnect.Securities.Option.Option | |
IsOptionContract | QuantConnect.Securities.Option.Option | |
IsTradable | QuantConnect.Securities.Security | |
Leverage | QuantConnect.Securities.Security | |
LocalTime | QuantConnect.Securities.Security | |
Low | QuantConnect.Securities.Security | |
MarginInterestRateModel | QuantConnect.Securities.Security | |
MarginModel | QuantConnect.Securities.Security | |
NullLeverage | QuantConnect.Securities.Security | static |
Open | QuantConnect.Securities.Security | |
OpenInterest | QuantConnect.Securities.Security | |
Option(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, OptionSymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypes) | QuantConnect.Securities.Option.Option | |
Option(Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, OptionSymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypes, SecurityCache securityCache, Security underlying) | QuantConnect.Securities.Option.Option | |
Option(Symbol symbol, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, Security underlying) | QuantConnect.Securities.Option.Option | protected |
OptionAssignmentModel | QuantConnect.Securities.Option.Option | |
OptionExerciseModel | QuantConnect.Securities.Option.Option | |
OutOfTheMoneyAmount(decimal underlyingPrice) | QuantConnect.Securities.Option.Option | |
PortfolioModel | QuantConnect.Securities.Security | |
Price | QuantConnect.Securities.Security | |
PriceModel | QuantConnect.Securities.Option.Option | |
PriceVariationModel | QuantConnect.Securities.Security | |
QuoteCurrency | QuantConnect.Securities.Security | |
RefreshDataNormalizationModeProperty() | QuantConnect.Securities.Security | |
Remove(string key) | QuantConnect.Securities.Security | |
Remove< T >(string key, out T value) | QuantConnect.Securities.Security | |
Resolution | QuantConnect.Securities.Security | |
Right | QuantConnect.Securities.Option.Option | |
ScaledStrikePrice | QuantConnect.Securities.Option.Option | |
Security(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache) | QuantConnect.Securities.Security | |
Security(Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache) | QuantConnect.Securities.Security | |
Security(Symbol symbol, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel) | QuantConnect.Securities.Security | protected |
Security(SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel) | QuantConnect.Securities.Security | protected |
SetBuyingPowerModel(IBuyingPowerModel buyingPowerModel) | QuantConnect.Securities.Security | |
SetBuyingPowerModel(PyObject pyObject) | QuantConnect.Securities.Security | |
SetDataFilter(PyObject pyObject) | QuantConnect.Securities.Security | |
SetDataFilter(ISecurityDataFilter dataFilter) | QuantConnect.Securities.Security | |
SetDataNormalizationMode(DataNormalizationMode mode) | QuantConnect.Securities.Option.Option | virtual |
SetFeeModel(IFeeModel feelModel) | QuantConnect.Securities.Security | |
SetFeeModel(PyObject feelModel) | QuantConnect.Securities.Security | |
SetFillModel(IFillModel fillModel) | QuantConnect.Securities.Security | |
SetFillModel(PyObject fillModel) | QuantConnect.Securities.Security | |
SetFilter(int minStrike, int maxStrike) | QuantConnect.Securities.Option.Option | |
SetFilter(TimeSpan minExpiry, TimeSpan maxExpiry) | QuantConnect.Securities.Option.Option | |
SetFilter(int minStrike, int maxStrike, TimeSpan minExpiry, TimeSpan maxExpiry) | QuantConnect.Securities.Option.Option | |
SetFilter(int minStrike, int maxStrike, int minExpiryDays, int maxExpiryDays) | QuantConnect.Securities.Option.Option | |
SetFilter(Func< OptionFilterUniverse, OptionFilterUniverse > universeFunc) | QuantConnect.Securities.Option.Option | |
SetFilter(PyObject universeFunc) | QuantConnect.Securities.Option.Option | |
SetLeverage(decimal leverage) | QuantConnect.Securities.Security | |
SetLocalTimeKeeper(LocalTimeKeeper localTimeKeeper) | QuantConnect.Securities.Security | virtual |
SetMarginInterestRateModel(IMarginInterestRateModel marginInterestRateModel) | QuantConnect.Securities.Security | |
SetMarginInterestRateModel(PyObject pyObject) | QuantConnect.Securities.Security | |
SetMarginModel(IBuyingPowerModel marginModel) | QuantConnect.Securities.Security | |
SetMarginModel(PyObject pyObject) | QuantConnect.Securities.Security | |
SetMarketPrice(BaseData data) | QuantConnect.Securities.Security | |
SetOptionAssignmentModel(PyObject pyObject) | QuantConnect.Securities.Option.Option | |
SetOptionAssignmentModel(IOptionAssignmentModel optionAssignmentModel) | QuantConnect.Securities.Option.Option | |
SetOptionExerciseModel(PyObject pyObject) | QuantConnect.Securities.Option.Option | |
SetOptionExerciseModel(IOptionExerciseModel optionExerciseModel) | QuantConnect.Securities.Option.Option | |
SetSettlementModel(ISettlementModel settlementModel) | QuantConnect.Securities.Security | |
SetSettlementModel(PyObject settlementModel) | QuantConnect.Securities.Security | |
SetShortableProvider(PyObject pyObject) | QuantConnect.Securities.Security | |
SetShortableProvider(IShortableProvider shortableProvider) | QuantConnect.Securities.Security | |
SetSlippageModel(ISlippageModel slippageModel) | QuantConnect.Securities.Security | |
SetSlippageModel(PyObject slippageModel) | QuantConnect.Securities.Security | |
SettlementModel | QuantConnect.Securities.Security | |
SetVolatilityModel(IVolatilityModel volatilityModel) | QuantConnect.Securities.Security | |
SetVolatilityModel(PyObject volatilityModel) | QuantConnect.Securities.Security | |
ShortableProvider | QuantConnect.Securities.Security | |
SlippageModel | QuantConnect.Securities.Security | |
StrikePrice | QuantConnect.Securities.Option.Option | |
Style | QuantConnect.Securities.Option.Option | |
SubscriptionDataConfig | QuantConnect.Securities.Security | |
Subscriptions | QuantConnect.Securities.Security | |
Symbol | QuantConnect.Securities.Security | |
SymbolProperties | QuantConnect.Securities.Security | |
this[string key] | QuantConnect.Securities.Security | |
ToString() | QuantConnect.Securities.Security | |
TryGet< T >(string key, out T value) | QuantConnect.Securities.Security | |
TryGetMember(GetMemberBinder binder, out object result) | QuantConnect.Securities.Security | |
TryInvokeMember(InvokeMemberBinder binder, object[] args, out object result) | QuantConnect.Securities.Security | |
TrySetMember(SetMemberBinder binder, object value) | QuantConnect.Securities.Security | |
Type | QuantConnect.Securities.Security | |
Underlying | QuantConnect.Securities.Option.Option | |
Update(IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData=null) | QuantConnect.Securities.Security | |
UpdateConsumersMarketPrice(BaseData data) | QuantConnect.Securities.Security | protectedvirtual |
VolatilityModel | QuantConnect.Securities.Security | |
Volume | QuantConnect.Securities.Security | |