Here is a list of all documented class members with links to the class documentation for each member:

- b -

• B() : QuantConnect.Algorithm.QCAlgorithm
• BackMonth() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• BackMonths() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• Backtest : QuantConnect.Api.BacktestResponseWrapper
• BacktestCount : QuantConnect.Api.ResearchGuide
• BacktestEnd : QuantConnect.Api.Backtest
• BacktestId : QuantConnect.Api.BasicBacktest , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationResult , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
• BacktestingBrokerage() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
• BacktestingBrokerageFactory() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory
• BacktestingChainProvider() : QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
• BacktestingFutureChainProvider() : QuantConnect.Lean.Engine.DataFeeds.BacktestingFutureChainProvider
• BacktestingMaxInsights : QuantConnect.Packets.Controls
• BacktestingMaxOrders : QuantConnect.Packets.Controls
• BacktestingOptionChainProvider() : QuantConnect.Lean.Engine.DataFeeds.BacktestingOptionChainProvider
• BacktestingResultHandler() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler
• BacktestingSetupHandler() : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler
• BacktestLogLimit : QuantConnect.Packets.Controls
• BacktestNodePacket() : QuantConnect.Packets.BacktestNodePacket
• BacktestNodes : QuantConnect.Api.NodeList
• BacktestProgressMonitor() : QuantConnect.Lean.Engine.Results.BacktestProgressMonitor
• BacktestResult() : QuantConnect.Packets.BacktestResult , QuantConnect.Report.ReportElements.SharpeRatioReportElement
• BacktestResultPacket() : QuantConnect.Packets.BacktestResultPacket
• BacktestResultParameters() : QuantConnect.Packets.BacktestResultParameters
• BacktestResultValue : QuantConnect.Report.ReportElements.SharpeRatioReportElement
• Backtests : QuantConnect.Api.BacktestList , QuantConnect.Api.BacktestSummaryList , QuantConnect.Api.Optimization
• BacktestStart : QuantConnect.Api.Backtest
• BackwardsPanamaCanalScale : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• BackwardsRatioScale : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• Bahamas : QuantConnect.Country
• Bahrain : QuantConnect.Country
• Balance : QuantConnect.Api.Credit , QuantConnect.Api.DataLink , QuantConnect.Api.Estimate
• BalanceOfPower() : QuantConnect.Indicators.BalanceOfPower
• BalanceSheet() : QuantConnect.Data.Fundamental.BalanceSheet , QuantConnect.Data.Fundamental.FinancialStatements
• BalanceSheetFileDate() : QuantConnect.Data.Fundamental.BalanceSheetFileDate
• BandWidth : QuantConnect.Indicators.BollingerBands
• Bangladesh : QuantConnect.Country
• BankIndebtedness : QuantConnect.Data.Fundamental.BalanceSheet
• BankIndebtednessBalanceSheet() : QuantConnect.Data.Fundamental.BankIndebtednessBalanceSheet
• BankLoansCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• BankLoansCurrentBalanceSheet() : QuantConnect.Data.Fundamental.BankLoansCurrentBalanceSheet
• BankLoansNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• BankLoansNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.BankLoansNonCurrentBalanceSheet
• BankLoansTotal : QuantConnect.Data.Fundamental.BalanceSheet
• BankLoansTotalBalanceSheet() : QuantConnect.Data.Fundamental.BankLoansTotalBalanceSheet
• BankNifty : QuantConnect.Securities.Futures.Indices
• BankOwnedLifeInsurance : QuantConnect.Data.Fundamental.BalanceSheet
• BankOwnedLifeInsuranceBalanceSheet() : QuantConnect.Data.Fundamental.BankOwnedLifeInsuranceBalanceSheet
• Banks() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BanksDiversified : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• BanksRegional : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Bar() : QuantConnect.Data.Market.Bar
• Barbados : QuantConnect.Country
• BarIndicator() : QuantConnect.Indicators.BarIndicator
• BaroneAdesiWhaley() : QuantConnect.Securities.Option.OptionPriceModels
• Bars : QuantConnect.Data.Slice
• BarSize : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• BaseApiEndpoint : QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BinanceUSBrokerageModel
• BaseCurrency : QuantConnect.Securities.Crypto.Crypto , QuantConnect.Securities.CryptoFuture.CryptoFuture , QuantConnect.Securities.Forex.Forex , QuantConnect.Securities.IBaseCurrencySymbol
• BaseData() : QuantConnect.Data.BaseData
• BaseDataCollection() : QuantConnect.Data.UniverseSelection.BaseDataCollection
• BaseDataCollectionAggregatorEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator
• BaseDataCollectionAggregatorReader() : QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader
• BaseDataCollectionSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory
• BaseDataConsolidator() : QuantConnect.Data.Consolidators.BaseDataConsolidator
• BaseDataExchange() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• BaseDataRequest() : QuantConnect.Data.BaseDataRequest
• BaseDataSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory
• BasePairsTradingAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel
• BasePythonWrapper() : QuantConnect.Python.BasePythonWrapper< TInterface >
• BaseResultParameters() : QuantConnect.Packets.BaseResultParameters
• BaseResultsHandler() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• BaseScheduleRules() : QuantConnect.Scheduling.BaseScheduleRules
• BaseSeries() : QuantConnect.BaseSeries
• BaseSubscriptionDataSourceReader() : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• BaseSymbolGenerator() : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• BaseTimelessConsolidator() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >
• BaseWebsocketsBrokerage() : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• BasicAccountingChange() : QuantConnect.Data.Fundamental.BasicAccountingChange , QuantConnect.Data.Fundamental.EarningReports
• BasicAverageShares() : QuantConnect.Data.Fundamental.BasicAverageShares , QuantConnect.Data.Fundamental.EarningReports
• BasicContinuousOperations() : QuantConnect.Data.Fundamental.BasicContinuousOperations , QuantConnect.Data.Fundamental.EarningReports
• BasicDiscontinuousOperations() : QuantConnect.Data.Fundamental.BasicDiscontinuousOperations , QuantConnect.Data.Fundamental.EarningReports
• BasicEPS() : QuantConnect.Data.Fundamental.BasicEPS , QuantConnect.Data.Fundamental.EarningReports
• BasicEPSOtherGainsLosses() : QuantConnect.Data.Fundamental.BasicEPSOtherGainsLosses , QuantConnect.Data.Fundamental.EarningReports
• BasicExtraordinary() : QuantConnect.Data.Fundamental.BasicExtraordinary , QuantConnect.Data.Fundamental.EarningReports
• BasicLowerBand : QuantConnect.Indicators.SuperTrend
• BasicMaterials : QuantConnect.Data.Fundamental.MorningstarSectorCode
• BasicUpperBand : QuantConnect.Indicators.SuperTrend
• Batch() : QuantConnect.Extensions
• BatchBy< T >() : QuantConnect.Extensions
• BatchingDelay : QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer
• BATS : QuantConnect.Exchange
• BATS_Y : QuantConnect.Exchange
• BB() : QuantConnect.Algorithm.QCAlgorithm
• BearCallLadder() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BearCallSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BearPutLadder() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BearPutSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BeforeMarketClose() : QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Scheduling.TimeRules
• BeforeMarketOpen() : QuantConnect.Scheduling.TimeRules
• BeginningCashPosition : QuantConnect.Data.Fundamental.CashFlowStatement
• BeginningCashPositionCashFlowStatement() : QuantConnect.Data.Fundamental.BeginningCashPositionCashFlowStatement
• BeginningOfTime : QuantConnect.Time
• Belarus : QuantConnect.Country
• Belgium : QuantConnect.Country
• Belize : QuantConnect.Country
• BeltHold() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.BeltHold
• Benchmark : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• BenchmarkKey : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• BenchmarkPoints() : QuantConnect.Report.ResultsUtil
• BenchmarkPythonWrapper() : QuantConnect.Python.BenchmarkPythonWrapper
• Benin : QuantConnect.Country
• Berlin : QuantConnect.TimeZones
• Bermuda : QuantConnect.Country
• BestAskPrice : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• BestAskSize : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• BestBidAskUpdated : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• BestBidAskUpdatedEventArgs() : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs
• BestBidPrice : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• BestBidSize : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• Beta : QuantConnect.Api.BacktestSummary , QuantConnect.Indicators.Beta , QuantConnect.Report.Rolling , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• Better() : QuantConnect.Optimizer.Objectives.Extremum
• BeveragesAlcoholic() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BeveragesBrewers : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• BeveragesNonAlcoholic() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• BeveragesWineriesAndDistilleries : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Bhutan : QuantConnect.Country
• Bid : QuantConnect.Data.Market.QuoteBar
• BidClose : QuantConnect.Field
• BidHigh : QuantConnect.Field
• BidLow : QuantConnect.Field
• BidOpen : QuantConnect.Field
• BidPrice : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.Market.Tick , QuantConnect.Field , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Orders.OrderSubmissionData , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache
• Bids : QuantConnect.Brokerages.DefaultOrderBook
• BidSize : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.Market.Tick , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache
• Binance : QuantConnect.Market
• BinanceBrokerageModel() : QuantConnect.Brokerages.BinanceBrokerageModel
• BinanceCoinFuturesBrokerageModel() : QuantConnect.Brokerages.BinanceCoinFuturesBrokerageModel
• BinanceCoinFuturesFeeModel() : QuantConnect.Orders.Fees.BinanceCoinFuturesFeeModel
• BinanceFeeModel() : QuantConnect.Orders.Fees.BinanceFeeModel
• BinanceFuturesBrokerageModel() : QuantConnect.Brokerages.BinanceFuturesBrokerageModel
• BinanceFuturesFeeModel() : QuantConnect.Orders.Fees.BinanceFuturesFeeModel
• BinanceUS : QuantConnect.Market
• BinanceUSBrokerageModel() : QuantConnect.Brokerages.BinanceUSBrokerageModel
• BinaryMessage() : QuantConnect.Brokerages.WebSocketClientWrapper.BinaryMessage
• BinarySearch< TItem >() : QuantConnect.Util.LinqExtensions
• BinarySearch< TItem, TSearch >() : QuantConnect.Util.LinqExtensions
• BindGetMember() : QuantConnect.Data.GetSetPropertyDynamicMetaObject
• BindingFlags : QuantConnect.Parameters.ParameterAttribute
• BindSetMember() : QuantConnect.Data.GetSetPropertyDynamicMetaObject
• BinomialCoxRossRubinstein() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialJarrowRudd() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialJoshi() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialLeisenReimer() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialTian() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialTrigeorgis() : QuantConnect.Securities.Option.OptionPriceModels
• Bio : QuantConnect.Api.Collaborator
• BiologicalAssets : QuantConnect.Data.Fundamental.BalanceSheet
• BiologicalAssetsBalanceSheet() : QuantConnect.Data.Fundamental.BiologicalAssetsBalanceSheet
• Biotechnology() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Bitfinex : QuantConnect.Market
• BitfinexBrokerageModel() : QuantConnect.Brokerages.BitfinexBrokerageModel
• Bithumb : QuantConnect.Market
• Bitstamp : QuantConnect.Market
• Bittrex : QuantConnect.Market
• BjerksundStensland() : QuantConnect.Securities.Option.OptionPriceModels
• BlackLittermanOptimizationPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
• BlackScholes() : QuantConnect.Securities.Option.OptionPriceModels
• BlackSeaCornFinanciallySettledPlatts : QuantConnect.Securities.Futures.Grains
• BlackSeaWheatFinanciallySettledPlatts : QuantConnect.Securities.Futures.Grains
• BlackTheoreticalPrice() : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• BloombergCommodityIndex : QuantConnect.Securities.Futures.Indices
• Bolivia : QuantConnect.Country
• BollingerBands() : QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.SqueezeMomentum
• Bonaire : QuantConnect.Country
• BookValuePerShare : QuantConnect.Data.Fundamental.ValuationRatios
• BookValuePerShareGrowth() : QuantConnect.Data.Fundamental.BookValuePerShareGrowth , QuantConnect.Data.Fundamental.EarningRatios
• BookValueYield : QuantConnect.Data.Fundamental.ValuationRatios
• BOP() : QuantConnect.Algorithm.QCAlgorithm
• BosniaAndHerzegovina : QuantConnect.Country
• BOSTON : QuantConnect.Exchange
• Botswana : QuantConnect.Country
• BouvetIsland : QuantConnect.Country
• BOX : QuantConnect.Exchange
• BoxSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• Brand : QuantConnect.Api.Card
• Brazil : QuantConnect.Country
• Brazil_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• Breakaway() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Breakaway
• BrentCrude : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• BrentCrudeOilVsDubaiCrudeOilPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• BrentLastDayFinancial : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• BrickSize : QuantConnect.Data.Market.BaseRenkoBar
• Brisbane : QuantConnect.TimeZones
• BritishIndianOceanTerritory : QuantConnect.Country
• BRL : QuantConnect.Securities.Futures.Currencies
• Broad : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.TradeWeightedUsDollarIndex
• Broadcasting : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Broker : QuantConnect.Orders.TerminalLinkOrderProperties
• Brokerage : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Brokerages.Brokerage , QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters , QuantConnect.Packets.LiveNodePacket
• BrokerageConcurrentMessageHandler() : QuantConnect.Brokerages.BrokerageConcurrentMessageHandler< T >
• BrokerageData : QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory , QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Brokerages.Paper.PaperBrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory , QuantConnect.Packets.LiveNodePacket
• BrokerageDataDownloader() : QuantConnect.DownloaderDataProvider.Launcher.Models.BrokerageDataDownloader
• BrokerageDisconnectedShutDownContext : QuantConnect.Messages.DefaultBrokerageMessageHandler
• BrokerageErrorContext : QuantConnect.Messages.DefaultBrokerageMessageHandler
• BrokerageException() : QuantConnect.Brokerages.BrokerageException
• BrokerageFactory() : QuantConnect.Brokerages.BrokerageFactory
• BrokerageFactoryAttribute() : QuantConnect.Brokerages.BrokerageFactoryAttribute
• BrokerageInfo() : QuantConnect.Messages.DefaultBrokerageMessageHandler
• BrokerageMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• BrokerageMessageEvent() : QuantConnect.Brokerages.BrokerageMessageEvent
• BrokerageMessageHandler : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• BrokerageMessageHandlerPythonWrapper() : QuantConnect.Python.BrokerageMessageHandlerPythonWrapper
• BrokerageModel : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• BrokerageModelPythonWrapper() : QuantConnect.Python.BrokerageModelPythonWrapper
• BrokerageModelSecurityInitializer() : QuantConnect.Securities.BrokerageModelSecurityInitializer
• BrokerageMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• BrokerageMultiWebSocketEntry() : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• BrokerageMultiWebSocketSubscriptionManager() : QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager
• BrokerageName : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• BrokerageOrderId : QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse
• BrokerageSetupHandler() : QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
• BrokerageType : QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory
• BrokerageWarning() : QuantConnect.Messages.DefaultBrokerageMessageHandler
• BrokerId : QuantConnect.Orders.BrokerageOrderIdChangedEvent , QuantConnect.Orders.Order
• BruneiDarussalam : QuantConnect.Country
• BSE : QuantConnect.Exchange
• BseSensex : QuantConnect.Securities.Futures.Indices
• BSFileDate : QuantConnect.Data.Fundamental.BalanceSheet
• BTC : QuantConnect.Securities.Futures.Currencies
• BTICMicroBTC : QuantConnect.Securities.Futures.Currencies
• BTICMicroEther : QuantConnect.Securities.Futures.Currencies
• Bucharest : QuantConnect.TimeZones
• BuenosAires : QuantConnect.TimeZones
• Build() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• Builder() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• BuildingMaterials() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• BuildingProductsAndEquipment : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• BuildingsAndImprovements : QuantConnect.Data.Fundamental.BalanceSheet
• BuildingsAndImprovementsBalanceSheet() : QuantConnect.Data.Fundamental.BuildingsAndImprovementsBalanceSheet
• Bulgaria : QuantConnect.Country
• BullCallLadder() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BullCallSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BullPutLadder() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BullPutSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BurkinaFaso : QuantConnect.Country
• Burundi : QuantConnect.Country
• BusinessCountryID : QuantConnect.Data.Fundamental.CompanyReference
• BusinessDay : QuantConnect.TradingDay
• BusinessEquipmentAndSupplies : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• BusinessServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Busy : QuantConnect.Api.Node
• BusyBlockingCollection() : QuantConnect.Util.BusyBlockingCollection< T >
• ButterflyCall() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ButterflyPut() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Buy() : QuantConnect.Algorithm.QCAlgorithm
• BuyBackYield : QuantConnect.Data.Fundamental.ValuationRatios
• BuyingPower() : QuantConnect.Securities.BuyingPower
• BuyingPowerModel() : QuantConnect.Securities.BuyingPowerModel , QuantConnect.Securities.Positions.IPositionGroup , QuantConnect.Securities.Positions.PositionGroup , QuantConnect.Securities.Positions.PositionGroupKey , QuantConnect.Securities.Security
• BuyingPowerModelPythonWrapper() : QuantConnect.Python.BuyingPowerModelPythonWrapper
• BuyingPowerParameters() : QuantConnect.Securities.BuyingPowerParameters
• BuyOrderQuantityGreaterThanMaxForBuyingPower() : QuantConnect.Messages.CashBuyingPowerModel
• Bybit : QuantConnect.Market
• BybitBrokerageModel() : BybitBrokerageModel
• BybitFeeModel() : BybitFeeModel
• BybitFuturesFeeModel() : BybitFuturesFeeModel