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

- c -

• C() : QuantConnect.Algorithm.QCAlgorithm
• C2 : QuantConnect.Exchange
• C2Symbol : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.Collective2Position
• CaboVerde : QuantConnect.Country
• Cache : QuantConnect.Globals , QuantConnect.Securities.Security
• CacheDataFolder : QuantConnect.Globals
• CachedOrderIDs : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• CacheRefreshPeriod : QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider , QuantConnect.Data.Auxiliary.LocalZipMapFileProvider , QuantConnect.Data.DividendYieldProvider
• CacheSymbol() : QuantConnect.Data.UniverseSelection.BaseDataCollection
• CachingFutureChainProvider() : QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider
• CachingOptionChainProvider() : QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider
• CAD : QuantConnect.Securities.Futures.Currencies
• CADJPY : QuantConnect.Securities.Futures.Currencies
• Cairo : QuantConnect.TimeZones
• Calculate() : QuantConnect.Indicators.ImpliedVolatility , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.OptionIndicatorBase
• CalculateGreek() : QuantConnect.Indicators.Delta , QuantConnect.Indicators.Gamma , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.Rho , QuantConnect.Indicators.Theta , QuantConnect.Indicators.Vega
• CalculateIV() : QuantConnect.Indicators.ImpliedVolatility
• CalculateOrderQuantity() : QuantConnect.Algorithm.QCAlgorithm
• CalculateStopPrice() : QuantConnect.Orders.TrailingStopOrder
• CalendarInfo() : QuantConnect.Data.Consolidators.CalendarInfo
• CallBackspread() : QuantConnect.Securities.Option.OptionStrategies
• CallButterfly() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• CallCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• CallLadder() : QuantConnect.Securities.OptionFilterUniverse
• CallLeg() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• CallsOnly() : QuantConnect.Securities.OptionFilterUniverse
• CallSpread() : QuantConnect.Securities.OptionFilterUniverse
• Cambodia : QuantConnect.Country
• Cameroon : QuantConnect.Country
• Canada : QuantConnect.Country
• Canada_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• Cancel() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager , QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Orders.OrderTicket
• CanceledTime : QuantConnect.Orders.Order
• CancellationTokenSource : QuantConnect.Isolator
• CancelOpenOrders() : QuantConnect.Securities.SecurityTransactionManager
• CancelOpenOrdersNotAllowedOnInitializeOrWarmUp : QuantConnect.Messages.SecurityTransactionManager
• CancelOrder() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.SecurityTransactionManager
• CancelOrderRequest() : QuantConnect.Orders.CancelOrderRequest
• CancelRequest : QuantConnect.Orders.OrderTicket
• CancelRequestAlreadySubmitted() : QuantConnect.Messages.OrderTicket
• CanConvert() : QuantConnect.Api.LiveAlgorithmResultsJsonConverter , QuantConnect.Api.OptimizationBacktestJsonConverter , QuantConnect.Api.ParameterSetJsonConverter , QuantConnect.Api.Serialization.ProductJsonConverter , QuantConnect.ChartSeriesJsonConverter , QuantConnect.DefaultConverter , QuantConnect.Notifications.NotificationJsonConverter , QuantConnect.Optimizer.Parameters.OptimizationParameterJsonConverter , QuantConnect.Orders.OrderJsonConverter , QuantConnect.Orders.ReadOrdersResponseJsonConverter , QuantConnect.Orders.TimeInForceJsonConverter , QuantConnect.Report.NullResultValueTypeJsonConverter< T > , QuantConnect.Report.OrderTypeNormalizingJsonConverter , QuantConnect.ScatterChartPointJsonConverter , QuantConnect.SymbolJsonConverter , QuantConnect.SymbolValueJsonConverter , QuantConnect.Util.CandlestickJsonConverter , QuantConnect.Util.ChartPointJsonConverter , QuantConnect.Util.DoubleUnixSecondsDateTimeJsonConverter , QuantConnect.Util.JsonRoundingConverter , QuantConnect.Util.NullStringValueConverter< T > , QuantConnect.Util.SeriesJsonConverter , QuantConnect.Util.SingleValueListConverter< T > , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• CandleSetting() : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• Candlestick() : QuantConnect.Candlestick
• CandlestickPattern() : QuantConnect.Indicators.CandlestickPatterns.CandlestickPattern
• CandlestickPatterns() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Algorithm.QCAlgorithm
• CandlestickSeries() : QuantConnect.CandlestickSeries
• CanEmitNull : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator
• CanExecuteOrder() : QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.InteractiveBrokersBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Brokerages.TradingTechnologiesBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• CanInterpret() : QuantConnect.Exceptions.ClrBubbledExceptionInterpreter , QuantConnect.Exceptions.DllNotFoundPythonExceptionInterpreter , QuantConnect.Exceptions.IExceptionInterpreter , QuantConnect.Exceptions.InvalidTokenPythonExceptionInterpreter , QuantConnect.Exceptions.KeyErrorPythonExceptionInterpreter , QuantConnect.Exceptions.NoMethodMatchPythonExceptionInterpreter , QuantConnect.Exceptions.PythonExceptionInterpreter , QuantConnect.Exceptions.ScheduledEventExceptionInterpreter , QuantConnect.Exceptions.StackExceptionInterpreter , QuantConnect.Exceptions.SystemExceptionInterpreter , QuantConnect.Exceptions.UnsupportedOperandPythonExceptionInterpreter
• CANNAICS : QuantConnect.Data.Fundamental.AssetClassification
• CannotCastNonFiniteFloatingPointValueToDecimal() : QuantConnect.Messages.Extensions
• CannotChangeAccountCurrencyAfterAddingSecurity : QuantConnect.Messages.SecurityPortfolioManager
• CannotChangeAccountCurrencyAfterSettingCash : QuantConnect.Messages.SecurityPortfolioManager
• Canonical : QuantConnect.Symbol
• CanonicalNotDefined : QuantConnect.Messages.Symbol
• CanonicalOption : QuantConnect.Securities.Option.OptionStrategy
• CanPerformSelection() : QuantConnect.Interfaces.IDataQueueUniverseProvider , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue
• CanRead : QuantConnect.ChartSeriesJsonConverter , QuantConnect.DefaultConverter , QuantConnect.Util.CandlestickJsonConverter , QuantConnect.Util.JsonRoundingConverter
• CanRemoveMember() : QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator
• CanRunLocally : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
• CanSend() : QuantConnect.Notifications.NotificationExtensions
• CanSubmitOrder() : BybitBrokerageModel , QuantConnect.Brokerages.AlpacaBrokerageModel , QuantConnect.Brokerages.AxosClearingBrokerageModel , QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BitfinexBrokerageModel , QuantConnect.Brokerages.CharlesSchwabBrokerageModel , QuantConnect.Brokerages.CoinbaseBrokerageModel , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.ExanteBrokerageModel , QuantConnect.Brokerages.EzeBrokerageModel , QuantConnect.Brokerages.FTXBrokerageModel , QuantConnect.Brokerages.FxcmBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.InteractiveBrokersBrokerageModel , QuantConnect.Brokerages.KrakenBrokerageModel , QuantConnect.Brokerages.OandaBrokerageModel , QuantConnect.Brokerages.RBIBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.TDAmeritradeBrokerageModel , QuantConnect.Brokerages.TradeStationBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Brokerages.TradingTechnologiesBrokerageModel , QuantConnect.Brokerages.WolverineBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• CanUpdateOrder() : BybitBrokerageModel , QuantConnect.Brokerages.AlpacaBrokerageModel , QuantConnect.Brokerages.AxosClearingBrokerageModel , QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BitfinexBrokerageModel , QuantConnect.Brokerages.CoinbaseBrokerageModel , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.EzeBrokerageModel , QuantConnect.Brokerages.FTXBrokerageModel , QuantConnect.Brokerages.FxcmBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.InteractiveBrokersBrokerageModel , QuantConnect.Brokerages.KrakenBrokerageModel , QuantConnect.Brokerages.RBIBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.TDAmeritradeBrokerageModel , QuantConnect.Brokerages.TradeStationBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Brokerages.TradingTechnologiesBrokerageModel , QuantConnect.Brokerages.WolverineBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• CanWrite : QuantConnect.Api.LiveAlgorithmResultsJsonConverter , QuantConnect.Api.Serialization.ProductJsonConverter , QuantConnect.DefaultConverter , QuantConnect.Notifications.NotificationJsonConverter , QuantConnect.Orders.OrderJsonConverter , QuantConnect.Orders.TimeInForceJsonConverter , QuantConnect.ScatterChartPointJsonConverter
• Capacity : QuantConnect.CapacityEstimate , QuantConnect.Packets.LeakyBucketControlParameters , QuantConnect.Util.RateLimit.ITokenBucket , QuantConnect.Util.RateLimit.LeakyBucket
• CapacityEstimate() : QuantConnect.CapacityEstimate
• CAPERatio : QuantConnect.Data.Fundamental.ValuationRatios
• CapExGrowth() : QuantConnect.Data.Fundamental.CapExGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CapExReported : QuantConnect.Data.Fundamental.CashFlowStatement
• CapExReportedCashFlowStatement() : QuantConnect.Data.Fundamental.CapExReportedCashFlowStatement
• CapExSalesRatio() : QuantConnect.Data.Fundamental.CapExSalesRatio , QuantConnect.Data.Fundamental.OperationRatios
• CapitalExpenditure : QuantConnect.Data.Fundamental.CashFlowStatement
• CapitalExpenditureAnnual5YrGrowth() : QuantConnect.Data.Fundamental.CapitalExpenditureAnnual5YrGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CapitalExpenditureCashFlowStatement() : QuantConnect.Data.Fundamental.CapitalExpenditureCashFlowStatement
• CapitalExpendituretoEBITDA() : QuantConnect.Data.Fundamental.CapitalExpendituretoEBITDA , QuantConnect.Data.Fundamental.OperationRatios
• CapitalLeaseObligations : QuantConnect.Data.Fundamental.BalanceSheet
• CapitalLeaseObligationsBalanceSheet() : QuantConnect.Data.Fundamental.CapitalLeaseObligationsBalanceSheet
• CapitalMarkets() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• CapitalStock : QuantConnect.Data.Fundamental.BalanceSheet
• CapitalStockBalanceSheet() : QuantConnect.Data.Fundamental.CapitalStockBalanceSheet
• Card : QuantConnect.Api.Account
• Cash : QuantConnect.Api.Portfolio , QuantConnect.Data.Fundamental.BalanceSheet , QuantConnect.Packets.LiveResult , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.Cash , QuantConnect.Securities.CashBookUpdatedEventArgs , QuantConnect.Securities.ConvertibleCashAmount , QuantConnect.Securities.SecurityPortfolioManager
• CashAdvancesandLoansMadetoOtherParties : QuantConnect.Data.Fundamental.CashFlowStatement
• CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement
• CashAmount : QuantConnect.Packets.BacktestNodePacket , QuantConnect.Securities.ApplyFundsSettlementModelParameters , QuantConnect.Securities.CashAmount
• CashAndCashEquivalents : QuantConnect.Data.Fundamental.BalanceSheet
• CashAndCashEquivalentsBalanceSheet() : QuantConnect.Data.Fundamental.CashAndCashEquivalentsBalanceSheet
• CashAndDueFromBanks : QuantConnect.Data.Fundamental.BalanceSheet
• CashAndDueFromBanksBalanceSheet() : QuantConnect.Data.Fundamental.CashAndDueFromBanksBalanceSheet
• CashBalance : QuantConnect.Securities.AccountEvent
• CashBalanceSheet() : QuantConnect.Data.Fundamental.CashBalanceSheet
• CashBook : QuantConnect.Packets.LiveResult , QuantConnect.Packets.LiveResultParameters , QuantConnect.Securities.CashBook , QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Securities.SecurityPortfolioManager
• CashBookUpdatedEventArgs() : QuantConnect.Securities.CashBookUpdatedEventArgs
• CashBuyingPowerModel() : QuantConnect.Securities.CashBuyingPowerModel
• CashCashEquivalentsAndFederalFundsSold : QuantConnect.Data.Fundamental.BalanceSheet
• CashCashEquivalentsAndFederalFundsSoldBalanceSheet() : QuantConnect.Data.Fundamental.CashCashEquivalentsAndFederalFundsSoldBalanceSheet
• CashCashEquivalentsAndMarketableSecurities : QuantConnect.Data.Fundamental.BalanceSheet
• CashCashEquivalentsAndMarketableSecuritiesBalanceSheet() : QuantConnect.Data.Fundamental.CashCashEquivalentsAndMarketableSecuritiesBalanceSheet
• CashConversionCycle() : QuantConnect.Data.Fundamental.CashConversionCycle , QuantConnect.Data.Fundamental.OperationRatios
• CashDividendsForMinorities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashDividendsForMinoritiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashDividendsForMinoritiesCashFlowStatement
• CashDividendsPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• CashDividendsPaidCashFlowStatement() : QuantConnect.Data.Fundamental.CashDividendsPaidCashFlowStatement
• CashEquivalents : QuantConnect.Data.Fundamental.BalanceSheet
• CashEquivalentsBalanceSheet() : QuantConnect.Data.Fundamental.CashEquivalentsBalanceSheet
• CashFlowFileDate() : QuantConnect.Data.Fundamental.CashFlowFileDate
• CashFlowFromContinuingFinancingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFlowFromContinuingFinancingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromContinuingFinancingActivitiesCashFlowStatement
• CashFlowFromContinuingInvestingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFlowFromContinuingInvestingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromContinuingInvestingActivitiesCashFlowStatement
• CashFlowFromContinuingOperatingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFlowFromContinuingOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromContinuingOperatingActivitiesCashFlowStatement
• CashFlowFromDiscontinuedOperation : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFlowFromDiscontinuedOperationCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromDiscontinuedOperationCashFlowStatement
• CashFlowFromFinancingGrowth() : QuantConnect.Data.Fundamental.CashFlowFromFinancingGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CashFlowFromInvestingGrowth() : QuantConnect.Data.Fundamental.CashFlowFromInvestingGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CashFlowsfromusedinOperatingActivitiesDirect : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement
• CashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowStatement , QuantConnect.Data.Fundamental.FinancialStatements
• CashFromDiscontinuedFinancingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFromDiscontinuedFinancingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFromDiscontinuedFinancingActivitiesCashFlowStatement
• CashFromDiscontinuedInvestingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFromDiscontinuedInvestingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFromDiscontinuedInvestingActivitiesCashFlowStatement
• CashFromDiscontinuedOperatingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFromDiscontinuedOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFromDiscontinuedOperatingActivitiesCashFlowStatement
• CashGeneratedfromOperatingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashGeneratedfromOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashGeneratedfromOperatingActivitiesCashFlowStatement
• CashPaidforInsuranceActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashPaidforInsuranceActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaidforInsuranceActivitiesCashFlowStatement
• CashPaidtoReinsurers : QuantConnect.Data.Fundamental.CashFlowStatement
• CashPaidtoReinsurersCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaidtoReinsurersCashFlowStatement
• CashPaymentsforDepositsbyBanksandCustomers : QuantConnect.Data.Fundamental.CashFlowStatement
• CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement
• CashPaymentsforLoans : QuantConnect.Data.Fundamental.CashFlowStatement
• CashPaymentsforLoansCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaymentsforLoansCashFlowStatement
• CashRatio() : QuantConnect.Data.Fundamental.CashRatio , QuantConnect.Data.Fundamental.OperationRatios
• CashRatioGrowth() : QuantConnect.Data.Fundamental.CashRatioGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CashReceiptsfromDepositsbyBanksandCustomers : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement
• CashReceiptsfromFeesandCommissions : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceiptsfromFeesandCommissionsCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromFeesandCommissionsCashFlowStatement
• CashReceiptsfromLoans : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceiptsfromLoansCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromLoansCashFlowStatement
• CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherParties : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement
• CashReceiptsfromSecuritiesRelatedActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement
• CashReceiptsfromTaxRefunds : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceiptsfromTaxRefundsCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromTaxRefundsCashFlowStatement
• CashReceivedfromInsuranceActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• CashReceivedfromInsuranceActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceivedfromInsuranceActivitiesCashFlowStatement
• CashRestrictedOrPledged : QuantConnect.Data.Fundamental.BalanceSheet
• CashRestrictedOrPledgedBalanceSheet() : QuantConnect.Data.Fundamental.CashRestrictedOrPledgedBalanceSheet
• CashReturn : QuantConnect.Data.Fundamental.ValuationRatios
• CashSettledButter : QuantConnect.Securities.Futures.Dairy
• CashSettledCheese : QuantConnect.Securities.Futures.Dairy
• CashSymbolNotFound() : QuantConnect.Messages.CashBook
• CashtoTotalAssets() : QuantConnect.Data.Fundamental.CashtoTotalAssets , QuantConnect.Data.Fundamental.OperationRatios
• CaymanIslands : QuantConnect.Country
• CBOE : QuantConnect.Exchange , QuantConnect.Market
• CBOT : QuantConnect.Exchange , QuantConnect.Market
• CC() : QuantConnect.Algorithm.QCAlgorithm
• CCI() : QuantConnect.Algorithm.QCAlgorithm
• CededPremiums : QuantConnect.Data.Fundamental.IncomeStatement
• CededPremiumsIncomeStatement() : QuantConnect.Data.Fundamental.CededPremiumsIncomeStatement
• CentralAfricanRepublic : QuantConnect.Country
• Cfd() : QuantConnect.Securities.Cfd.Cfd
• CfdExchange() : QuantConnect.Securities.Cfd.CfdExchange
• CfdHolding() : QuantConnect.Securities.Cfd.CfdHolding
• CFE : QuantConnect.Exchange , QuantConnect.Market
• CFFileDate : QuantConnect.Data.Fundamental.CashFlowStatement
• CFOGrowth() : QuantConnect.Data.Fundamental.CFOGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CFOPerShare : QuantConnect.Data.Fundamental.ValuationRatios
• CFYield : QuantConnect.Data.Fundamental.ValuationRatios
• Chad : QuantConnect.Country
• ChaikinMoneyFlow() : QuantConnect.Indicators.ChaikinMoneyFlow
• ChainedTo() : QuantConnect.Data.UniverseSelection.UniverseExtensions
• ChandeKrollStop() : QuantConnect.Indicators.ChandeKrollStop
• ChandeMomentumOscillator() : QuantConnect.Indicators.ChandeMomentumOscillator
• ChangeInAccountPayable : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInAccountPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInAccountPayableCashFlowStatement
• ChangeInAccruedExpense : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInAccruedExpenseCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInAccruedExpenseCashFlowStatement
• ChangeinAccruedIncome : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinAccruedIncomeCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinAccruedIncomeCashFlowStatement
• ChangeInAccruedInvestmentIncome : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInAccruedInvestmentIncomeCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInAccruedInvestmentIncomeCashFlowStatement
• ChangeinAdvancesfromCentralBanks : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinAdvancesfromCentralBanksCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinAdvancesfromCentralBanksCashFlowStatement
• ChangeinCashSupplementalAsReported : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinCashSupplementalAsReportedCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinCashSupplementalAsReportedCashFlowStatement
• ChangeInDeferredAcquisitionCosts : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInDeferredAcquisitionCostsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInDeferredAcquisitionCostsCashFlowStatement
• ChangeinDeferredAcquisitionCostsNet : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinDeferredAcquisitionCostsNetCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinDeferredAcquisitionCostsNetCashFlowStatement
• ChangeInDeferredCharges : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInDeferredChargesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInDeferredChargesCashFlowStatement
• ChangeinDepositsbyBanksandCustomers : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinDepositsbyBanksandCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinDepositsbyBanksandCustomersCashFlowStatement
• ChangeInDividendPayable : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInDividendPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInDividendPayableCashFlowStatement
• ChangeInFederalFundsAndSecuritiesSoldForRepurchase : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement
• ChangeinFinancialAssets : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinFinancialAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinFinancialAssetsCashFlowStatement
• ChangeinFinancialLiabilities : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinFinancialLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinFinancialLiabilitiesCashFlowStatement
• ChangeInFundsWithheld : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInFundsWithheldCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInFundsWithheldCashFlowStatement
• ChangeInIncomeTaxPayable : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInIncomeTaxPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInIncomeTaxPayableCashFlowStatement
• ChangeinInsuranceContractAssets : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinInsuranceContractAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceContractAssetsCashFlowStatement
• ChangeinInsuranceContractLiabilities : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinInsuranceContractLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceContractLiabilitiesCashFlowStatement
• ChangeinInsuranceFunds : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinInsuranceFundsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceFundsCashFlowStatement
• ChangeinInsuranceLiabilitiesNetofReinsurance : QuantConnect.Data.Fundamental.IncomeStatement
• ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement
• ChangeInInterestPayable : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInInterestPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInInterestPayableCashFlowStatement
• ChangeInInventory : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInInventoryCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInInventoryCashFlowStatement
• ChangeinInvestmentContract : QuantConnect.Data.Fundamental.IncomeStatement
• ChangeinInvestmentContractIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinInvestmentContractIncomeStatement
• ChangeinInvestmentContractLiabilities : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinInvestmentContractLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInvestmentContractLiabilitiesCashFlowStatement
• ChangeInLoans : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInLoansCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInLoansCashFlowStatement
• ChangeInLossAndLossAdjustmentExpenseReserves : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement
• ChangeInOtherCurrentAssets : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInOtherCurrentAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInOtherCurrentAssetsCashFlowStatement
• ChangeInOtherCurrentLiabilities : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInOtherCurrentLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInOtherCurrentLiabilitiesCashFlowStatement
• ChangeInOtherWorkingCapital : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInOtherWorkingCapitalCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInOtherWorkingCapitalCashFlowStatement
• ChangeInPayable : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInPayableCashFlowStatement
• ChangeInPayablesAndAccruedExpense : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInPayablesAndAccruedExpenseCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInPayablesAndAccruedExpenseCashFlowStatement
• ChangeInPrepaidAssets : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInPrepaidAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInPrepaidAssetsCashFlowStatement
• ChangeInReceivables : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInReceivablesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInReceivablesCashFlowStatement
• ChangeinReinsuranceReceivables : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeinReinsuranceReceivablesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinReinsuranceReceivablesCashFlowStatement
• ChangeInReinsuranceRecoverableOnPaidAndUnpaidLosses : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement
• ChangeInRestrictedCash : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInRestrictedCashCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInRestrictedCashCashFlowStatement
• ChangeInTaxPayable : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInTaxPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInTaxPayableCashFlowStatement
• ChangeinTheGrossProvisionforUnearnedPremiums : QuantConnect.Data.Fundamental.IncomeStatement
• ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement
• ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShare : QuantConnect.Data.Fundamental.IncomeStatement
• ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement
• ChangeInTradingAccountSecurities : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInTradingAccountSecuritiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInTradingAccountSecuritiesCashFlowStatement
• ChangeInUnearnedPremiums : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInUnearnedPremiumsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInUnearnedPremiumsCashFlowStatement
• ChangeInWorkingCapital : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangeInWorkingCapitalCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInWorkingCapitalCashFlowStatement
• ChangesInAccountReceivables : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangesInAccountReceivablesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangesInAccountReceivablesCashFlowStatement
• ChangesInCash : QuantConnect.Data.Fundamental.CashFlowStatement
• ChangesInCashCashFlowStatement() : QuantConnect.Data.Fundamental.ChangesInCashCashFlowStatement
• Channel() : QuantConnect.Data.Channel , QuantConnect.Packets.Packet
• ChannelId : QuantConnect.Api.Project
• ChannelNameFromTickType() : QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• ChannelStatus : QuantConnect.Packets.AlgorithmStatusPacket
• CharlesSchwabBrokerageModel() : QuantConnect.Brokerages.CharlesSchwabBrokerageModel
• Chart : QuantConnect.Api.ReadChartResponse , QuantConnect.Chart
• ChartLock : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ChartName : QuantConnect.Api.GridChart
• ChartPoint() : QuantConnect.ChartPoint
• Charts : QuantConnect.Api.Backtest , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• ChartSeriesAlreadyExists : QuantConnect.Messages.Chart
• ChartSubscription : QuantConnect.AlgorithmControl , QuantConnect.Messages.AlgorithmControl , QuantConnect.Packets.AlgorithmStatusPacket
• ChartType : QuantConnect.Chart
• ChartUpdateInterval : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• CheckCompliance() : QuantConnect.Optimizer.Objectives.Target
• CheckPendingRemovals() : QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager
• CheckRemoteFileCache() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader
• Chemicals() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• CHF : QuantConnect.Currencies , QuantConnect.Securities.Futures.Currencies
• Chicago : QuantConnect.TimeZones
• ChicagoEthanolPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• Chikou : QuantConnect.Indicators.IchimokuKinkoHyo
• Chile : QuantConnect.Country
• China : QuantConnect.Country
• China_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• ChinaETFVolatilityIndex : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE
• CHOP() : QuantConnect.Algorithm.QCAlgorithm
• ChoppinessIndex() : QuantConnect.Indicators.ChoppinessIndex
• ChristmasIsland : QuantConnect.Country
• CIK() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.Fundamental.CompanyReference , QuantConnect.Securities.SecurityDefinition , QuantConnect.Securities.SecurityDefinitionSymbolResolver , QuantConnect.Symbol
• CircleCompleted : QuantConnect.Util.CircularQueue< T >
• CircularQueue() : QuantConnect.Util.CircularQueue< T >
• CKS() : QuantConnect.Algorithm.QCAlgorithm
• ClaimsandChangeinInsuranceLiabilities : QuantConnect.Data.Fundamental.IncomeStatement
• ClaimsandChangeinInsuranceLiabilitiesIncomeStatement() : QuantConnect.Data.Fundamental.ClaimsandChangeinInsuranceLiabilitiesIncomeStatement
• ClaimsandPaidIncurred : QuantConnect.Data.Fundamental.IncomeStatement
• ClaimsandPaidIncurredIncomeStatement() : QuantConnect.Data.Fundamental.ClaimsandPaidIncurredIncomeStatement
• ClaimsOutstanding : QuantConnect.Data.Fundamental.BalanceSheet
• ClaimsOutstandingBalanceSheet() : QuantConnect.Data.Fundamental.ClaimsOutstandingBalanceSheet
• ClaimsPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• ClaimsPaidCashFlowStatement() : QuantConnect.Data.Fundamental.ClaimsPaidCashFlowStatement
• ClassesofCashPayments : QuantConnect.Data.Fundamental.CashFlowStatement
• ClassesofCashPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.ClassesofCashPaymentsCashFlowStatement
• ClassesofCashReceiptsfromOperatingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement
• ClassicGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.StockType
• ClassicRangeConsolidator() : QuantConnect.Data.Consolidators.ClassicRangeConsolidator
• ClassicRenkoConsolidator() : QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput >
• ClassIIIMilk : QuantConnect.Securities.Futures.Dairy
• ClassIVMilk : QuantConnect.Securities.Futures.Dairy
• Clear() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Data.Market.DataDictionary< T >
• clear() : QuantConnect.ExtendedDictionary< T >
• Clear() : QuantConnect.ExtendedDictionary< T >
• clear() : QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• Clear() : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Securities.CashBook , QuantConnect.Securities.Positions.PositionCollection , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Storage.ObjectStore , QuantConnect.SymbolCache , QuantConnect.Util.ConcurrentSet< T >
• Clear< T >() : QuantConnect.Extensions
• ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• ClearCache() : QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• Cleared : QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• ClearFulfilled() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection
• Clearing : QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• ClearInvalidOperation< T >() : QuantConnect.Messages.ExtendedDictionary
• ClearLeanPaths() : QuantConnect.Logging.Log
• ClearMethodNotImplemented : QuantConnect.Messages.ExtendedDictionary
• Client : QuantConnect.Api.ApiConnection
• Clone() : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.BaseSeries , QuantConnect.Candlestick , QuantConnect.CandlestickSeries , QuantConnect.Chart , QuantConnect.ChartPoint , QuantConnect.Data.BaseData , QuantConnect.Data.DynamicData , QuantConnect.Data.Fundamental.AssetClassification , QuantConnect.Data.Fundamental.CompanyProfile , QuantConnect.Data.Fundamental.CompanyReference , QuantConnect.Data.Fundamental.EarningRatios , QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.FinancialStatements , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.Fundamental.Fundamental , QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty , QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.SecurityReference , QuantConnect.Data.Fundamental.ValuationRatios , QuantConnect.Data.IBaseData , QuantConnect.Data.Market.Bar , QuantConnect.Data.Market.Delisting , QuantConnect.Data.Market.Dividend , QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OpenInterest , QuantConnect.Data.Market.OptionChain , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.RangeBar , QuantConnect.Data.Market.RenkoBar , QuantConnect.Data.Market.Split , QuantConnect.Data.Market.SymbolChangedEvent , QuantConnect.Data.Market.Tick , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Data.UniverseSelection.Schedule , QuantConnect.Holding , QuantConnect.Interfaces.IOrderProperties , QuantConnect.ISeriesPoint , QuantConnect.Orders.BinanceOrderProperties , QuantConnect.Orders.BitfinexOrderProperties , QuantConnect.Orders.ComboLegLimitOrder , QuantConnect.Orders.ComboLimitOrder , QuantConnect.Orders.ComboMarketOrder , QuantConnect.Orders.FTXOrderProperties , QuantConnect.Orders.IndiaOrderProperties , QuantConnect.Orders.InteractiveBrokersOrderProperties , QuantConnect.Orders.LimitIfTouchedOrder , QuantConnect.Orders.LimitOrder , QuantConnect.Orders.MarketOnCloseOrder , QuantConnect.Orders.MarketOnOpenOrder , QuantConnect.Orders.MarketOrder , QuantConnect.Orders.OptionExerciseOrder , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderProperties , QuantConnect.Orders.OrderSubmissionData , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.StopMarketOrder , QuantConnect.Orders.TrailingStopOrder , QuantConnect.ScatterChartPoint , QuantConnect.Series , QuantConnect.Util.ObjectActivator
• Clone< T >() : QuantConnect.Util.ObjectActivator
• CloneEmpty() : QuantConnect.Chart
• CloneId : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.OptimizationSummary
• CloneValues() : QuantConnect.BaseSeries
• Close() : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Candlestick , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Market.Bar , QuantConnect.Data.Market.IBar , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Field , QuantConnect.Indicators.HeikinAshi , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Orders.Fills.Prices , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache , QuantConnect.ToolBox.Bz2StreamProvider , QuantConnect.ToolBox.FileStreamProvider , QuantConnect.ToolBox.GzipStreamProvider , QuantConnect.ToolBox.IStreamProvider , QuantConnect.ToolBox.LazyStreamWriter , QuantConnect.ToolBox.ZipStreamProvider
• Closed : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper
• ClosedAllDay() : QuantConnect.Securities.LocalMarketHours , QuantConnect.Securities.MarketHoursSegment
• ClosedTrades : QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Statistics.AlgorithmPerformance , QuantConnect.Statistics.TradeBuilder
• CloseOn : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• CloseRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• Closes() : QuantConnect.Extensions , QuantConnect.Securities.Positions.PositionGroupExtensions
• CloseTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• CloseTimeUtc : QuantConnect.Algorithm.Framework.Alphas.Insight
• ClosingMarubozu() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu
• ClosingSoon : QuantConnect.Securities.SecurityExchange
• CME : QuantConnect.Exchange , QuantConnect.Market
• CMF() : QuantConnect.Algorithm.QCAlgorithm
• CMO() : QuantConnect.Algorithm.QCAlgorithm
• CNH : QuantConnect.Currencies
• Coarse() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• CoarseFundamental() : QuantConnect.Data.UniverseSelection.CoarseFundamental
• CoarseFundamentalUniverse() : QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse
• CoarseFundamentalUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel
• CoarseUniverseGenerator() : QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram
• CoarseUniverseGeneratorProgram() : QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram
• Cocoa : QuantConnect.Securities.Futures.Softs
• CocosKeelingIslands : QuantConnect.Country
• Code : QuantConnect.Api.ProjectFile , QuantConnect.Brokerages.BrokerageMessageEvent , QuantConnect.Brokerages.WebSocketCloseData , QuantConnect.Exchange , QuantConnect.Securities.FutureOption.Api.CMEOptionExpirationEntry
• CodeRunning : QuantConnect.Api.Project
• Coffee : QuantConnect.Securities.Futures.Softs
• Coinbase : QuantConnect.Market
• CoinbaseBrokerageModel() : QuantConnect.Brokerages.CoinbaseBrokerageModel
• CoinbaseFeeModel() : QuantConnect.Orders.Fees.CoinbaseFeeModel
• CoinLeverage : QuantConnect.Brokerages.KrakenBrokerageModel
• Coinone : QuantConnect.Market
• CokingCoal : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Collaborators : QuantConnect.Api.Project
• Collapse() : QuantConnect.Data.Market.QuoteBar
• CollectionChanged : QuantConnect.Data.UniverseSelection.UserDefinedUniverse , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.UniverseManager
• CollectionSubscriptionDataSourceReader() : QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader
• Collective2SignalExport() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport
• Colombia : QuantConnect.Country
• Color : QuantConnect.Series
• Column : QuantConnect.Api.GridChart
• Combine() : QuantConnect.Securities.Positions.PositionExtensions
• CombineWith() : QuantConnect.Securities.Positions.PositionGroupCollection
• ComboLegLimitFill() : QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• ComboLegLimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.ComboLegLimitOrder
• ComboLimitFill() : QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• ComboLimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.ComboLimitOrder
• ComboMarketFill() : QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• ComboMarketOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.ComboMarketOrder
• ComboOrder() : QuantConnect.Orders.ComboOrder
• COMEX : QuantConnect.Exchange , QuantConnect.Market
• CommandFileDoesNotExist() : QuantConnect.Messages.FileCommandHandler
• CommandInfo() : QuantConnect.Messages.OrderCommand
• CommandLineOption() : QuantConnect.Configuration.CommandLineOption
• CommandName : QuantConnect.Commands.CommandResultPacket
• CommandPythonWrapper() : QuantConnect.Python.CommandPythonWrapper
• CommandResultPacket() : QuantConnect.Commands.CommandResultPacket
• CommercialLoan : QuantConnect.Data.Fundamental.BalanceSheet
• CommercialLoanBalanceSheet() : QuantConnect.Data.Fundamental.CommercialLoanBalanceSheet
• CommercialPaper : QuantConnect.Data.Fundamental.BalanceSheet
• CommercialPaperBalanceSheet() : QuantConnect.Data.Fundamental.CommercialPaperBalanceSheet
• CommissionExpenses : QuantConnect.Data.Fundamental.IncomeStatement
• CommissionExpensesIncomeStatement() : QuantConnect.Data.Fundamental.CommissionExpensesIncomeStatement
• CommissionPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• CommissionPaidCashFlowStatement() : QuantConnect.Data.Fundamental.CommissionPaidCashFlowStatement
• CommodityChannelIndex() : QuantConnect.Indicators.CommodityChannelIndex
• CommonEquityToAssets() : QuantConnect.Data.Fundamental.CommonEquityToAssets , QuantConnect.Data.Fundamental.OperationRatios
• CommonShareSubType : QuantConnect.Data.Fundamental.SecurityReference
• CommonStock : QuantConnect.Data.Fundamental.BalanceSheet
• CommonStockBalanceSheet() : QuantConnect.Data.Fundamental.CommonStockBalanceSheet
• CommonStockDividendPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• CommonStockDividendPaidCashFlowStatement() : QuantConnect.Data.Fundamental.CommonStockDividendPaidCashFlowStatement
• CommonStockEquity : QuantConnect.Data.Fundamental.BalanceSheet
• CommonStockEquityBalanceSheet() : QuantConnect.Data.Fundamental.CommonStockEquityBalanceSheet
• CommonStockIssuance : QuantConnect.Data.Fundamental.CashFlowStatement
• CommonStockIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.CommonStockIssuanceCashFlowStatement
• CommonStockPayments : QuantConnect.Data.Fundamental.CashFlowStatement
• CommonStockPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.CommonStockPaymentsCashFlowStatement
• CommonUtilityPlant : QuantConnect.Data.Fundamental.BalanceSheet
• CommonUtilityPlantBalanceSheet() : QuantConnect.Data.Fundamental.CommonUtilityPlantBalanceSheet
• CommunicationEquipment : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• CommunicationServices : QuantConnect.Data.Fundamental.MorningstarSectorCode
• Comoros : QuantConnect.Country
• CompanyId : QuantConnect.Data.Fundamental.CompanyReference
• CompanyProfile() : QuantConnect.Data.Fundamental.CompanyProfile , QuantConnect.Data.Fundamental.FineFundamental
• CompanyReference() : QuantConnect.Data.Fundamental.CompanyReference , QuantConnect.Data.Fundamental.FineFundamental
• CompanyStatus : QuantConnect.Data.Fundamental.CompanyReference
• Compare() : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• Compare< T >() : QuantConnect.Extensions , QuantConnect.Util.ComparisonOperator
• ComparePair() : QuantConnect.Util.CurrencyPairUtil
• CompareTo() : QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorDataPoint , QuantConnect.SecurityIdentifier , QuantConnect.Symbol
• Compile() : QuantConnect.Report.Report
• CompileId : QuantConnect.Api.Compile , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.LiveResultPacket
• CompleteAdding() : QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T >
• Completed : QuantConnect.Api.Backtest
• CompletedBacktests : QuantConnect.Optimizer.LeanOptimizer
• CompletedHistoryResult() : QuantConnect.Packets.CompletedHistoryResult
• Composer() : QuantConnect.Util.Composer
• CompositeAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel
• CompositeDataProvider() : QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider
• CompositeFIGI() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinition , QuantConnect.Securities.SecurityDefinitionSymbolResolver , QuantConnect.Symbol
• CompositeIndicator() : QuantConnect.Indicators.CompositeIndicator
• CompositeLogHandler() : QuantConnect.Logging.CompositeLogHandler
• CompositePositionGroupResolver() : QuantConnect.Securities.Positions.CompositePositionGroupResolver
• CompositeRiskManagementModel() : QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel
• CompositeSecurityInitializer() : QuantConnect.Securities.CompositeSecurityInitializer
• CompositeTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.CompositeTimeProvider
• CompositeTimeRule() : QuantConnect.Scheduling.CompositeTimeRule
• CompositeUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel
• CompoundingAnnualPerformance() : QuantConnect.Statistics.Statistics
• CompoundingAnnualReturn : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• ComputeCloseTime() : QuantConnect.Algorithm.Framework.Alphas.Insight
• ComputeDistribution() : QuantConnect.Data.Market.Dividend
• ComputedZeroInitialMargin() : QuantConnect.Messages.PositionGroupBuyingPowerModel
• ComputeIndicator() : QuantConnect.Indicators.Beta , QuantConnect.Indicators.Correlation , QuantConnect.Indicators.DualSymbolIndicator< T >
• ComputeNextValue() : HilbertTransform , QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.AccumulationDistribution , QuantConnect.Indicators.AccumulationDistributionOscillator , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.ArnaudLegouxMovingAverage , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageDirectionalIndex , QuantConnect.Indicators.AverageDirectionalMovementIndexRating , QuantConnect.Indicators.AverageRange , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.BalanceOfPower , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby , QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock , QuantConnect.Indicators.CandlestickPatterns.BeltHold , QuantConnect.Indicators.CandlestickPatterns.Breakaway , QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu , QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow , QuantConnect.Indicators.CandlestickPatterns.Counterattack , QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover , QuantConnect.Indicators.CandlestickPatterns.Doji , QuantConnect.Indicators.CandlestickPatterns.DojiStar , QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji , QuantConnect.Indicators.CandlestickPatterns.Engulfing , QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar , QuantConnect.Indicators.CandlestickPatterns.EveningStar , QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite , QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji , QuantConnect.Indicators.CandlestickPatterns.Hammer , QuantConnect.Indicators.CandlestickPatterns.HangingMan , QuantConnect.Indicators.CandlestickPatterns.Harami , QuantConnect.Indicators.CandlestickPatterns.HaramiCross , QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle , QuantConnect.Indicators.CandlestickPatterns.Hikkake , QuantConnect.Indicators.CandlestickPatterns.HikkakeModified , QuantConnect.Indicators.CandlestickPatterns.HomingPigeon , QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows , QuantConnect.Indicators.CandlestickPatterns.InNeck , QuantConnect.Indicators.CandlestickPatterns.InvertedHammer , QuantConnect.Indicators.CandlestickPatterns.Kicking , QuantConnect.Indicators.CandlestickPatterns.KickingByLength , QuantConnect.Indicators.CandlestickPatterns.LadderBottom , QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji , QuantConnect.Indicators.CandlestickPatterns.LongLineCandle , QuantConnect.Indicators.CandlestickPatterns.Marubozu , QuantConnect.Indicators.CandlestickPatterns.MatchingLow , QuantConnect.Indicators.CandlestickPatterns.MatHold , QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar , QuantConnect.Indicators.CandlestickPatterns.MorningStar , QuantConnect.Indicators.CandlestickPatterns.OnNeck , QuantConnect.Indicators.CandlestickPatterns.Piercing , QuantConnect.Indicators.CandlestickPatterns.RickshawMan , QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods , QuantConnect.Indicators.CandlestickPatterns.SeparatingLines , QuantConnect.Indicators.CandlestickPatterns.ShootingStar , QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle , QuantConnect.Indicators.CandlestickPatterns.SpinningTop , QuantConnect.Indicators.CandlestickPatterns.StalledPattern , QuantConnect.Indicators.CandlestickPatterns.StickSandwich , QuantConnect.Indicators.CandlestickPatterns.Takuri , QuantConnect.Indicators.CandlestickPatterns.TasukiGap , QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows , QuantConnect.Indicators.CandlestickPatterns.ThreeInside , QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike , QuantConnect.Indicators.CandlestickPatterns.ThreeOutside , QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth , QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers , QuantConnect.Indicators.CandlestickPatterns.Thrusting , QuantConnect.Indicators.CandlestickPatterns.Tristar , QuantConnect.Indicators.CandlestickPatterns.TwoCrows , QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver , QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods , QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChandeMomentumOscillator , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.CompositeIndicator , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.ConstantIndicator< T > , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.Delay , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DoubleExponentialMovingAverage , QuantConnect.Indicators.DualSymbolIndicator< T > , QuantConnect.Indicators.EaseOfMovementValue , QuantConnect.Indicators.ExponentialMovingAverage , QuantConnect.Indicators.FilteredIdentity , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.FractalAdaptiveMovingAverage , QuantConnect.Indicators.FunctionalIndicator< T > , QuantConnect.Indicators.HeikinAshi , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.Identity , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.InternalBarStrength , QuantConnect.Indicators.IntradayVwap , QuantConnect.Indicators.KaufmanAdaptiveMovingAverage , QuantConnect.Indicators.KaufmanEfficiencyRatio , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.LeastSquaresMovingAverage , QuantConnect.Indicators.LinearWeightedMovingAverage , QuantConnect.Indicators.LogReturn , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.Maximum , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.McGinleyDynamic , QuantConnect.Indicators.MeanAbsoluteDeviation , QuantConnect.Indicators.MesaAdaptiveMovingAverage , QuantConnect.Indicators.MidPoint , QuantConnect.Indicators.MidPrice , QuantConnect.Indicators.Minimum , QuantConnect.Indicators.Momentum , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.NormalizedAverageTrueRange , QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.ParabolicStopAndReverse , QuantConnect.Indicators.PercentagePriceOscillator , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.PythonIndicator , QuantConnect.Indicators.RateOfChange , QuantConnect.Indicators.RateOfChangePercent , QuantConnect.Indicators.RateOfChangeRatio , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeDailyVolume , QuantConnect.Indicators.RelativeMovingAverage , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.RogersSatchellVolatility , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SimpleMovingAverage , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.StandardDeviation , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.Sum , QuantConnect.Indicators.SuperTrend , QuantConnect.Indicators.SwissArmyKnife , QuantConnect.Indicators.T3MovingAverage , QuantConnect.Indicators.TargetDownsideDeviation , QuantConnect.Indicators.TimeSeriesForecast , QuantConnect.Indicators.TriangularMovingAverage , QuantConnect.Indicators.TripleExponentialMovingAverage , QuantConnect.Indicators.Trix , QuantConnect.Indicators.TrueRange , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.UltimateOscillator , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VariableIndexDynamicAverage , QuantConnect.Indicators.Variance , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.Vortex , QuantConnect.Indicators.WilderAccumulativeSwingIndex , QuantConnect.Indicators.WilderMovingAverage , QuantConnect.Indicators.WilderSwingIndex , QuantConnect.Indicators.WilliamsPercentR , QuantConnect.Indicators.WindowIdentity , QuantConnect.Indicators.WindowIndicator< T > , QuantConnect.Indicators.ZeroLagExponentialMovingAverage , QuantConnect.Indicators.ZigZag
• ComputerHardware : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ComputeScore() : QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyMatchObjectiveFunction , QuantConnect.Securities.Option.StrategyMatcher.UnmatchedPositionCountOptionStrategyMatchObjectiveFunction
• ComputeTrueRange() : QuantConnect.Indicators.AverageTrueRange
• ComTreShaNum : QuantConnect.Data.Fundamental.BalanceSheet
• ComTreShaNumBalanceSheet() : QuantConnect.Data.Fundamental.ComTreShaNumBalanceSheet
• ConcatDataFrames< T >() : QuantConnect.Python.PandasConverter
• ConcatEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator
• ConcealedBabySwallow() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow
• ConditionalOrder : QuantConnect.Orders.KrakenOrderProperties
• Confectioners : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Confidence : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• ConfidenceWeightedPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.ConfidenceWeightedPortfolioConstructionModel
• Config : QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider , QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• ConfigProvider : QuantConnect.Orders.Fills.FillModelParameters
• Configuration : QuantConnect.Data.UniverseSelection.SubscriptionRequest , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.Subscription
• ConfigureConsoleTextWriter() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• ConfigureEnumerator() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• Conglomerates() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Congo : QuantConnect.Country
• Connect() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Interfaces.IBrokerage
• Connected : QuantConnect.Api.Api , QuantConnect.Api.ApiConnection
• ConnectionId : QuantConnect.Brokerages.DefaultConnectionHandler
• ConnectionLost : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• ConnectionRestored : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• ConnectSync() : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• ConnorsRelativeStrengthIndex() : QuantConnect.Indicators.ConnorsRelativeStrengthIndex
• ConsoleLeanOptimizer() : QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer
• ConsoleLogHandler() : QuantConnect.Logging.ConsoleLogHandler
• Consolidate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.Positions.PositionExtensions
• Consolidate< T >() : QuantConnect.Algorithm.QCAlgorithm
• ConsolidateChartPoints() : QuantConnect.BaseSeries , QuantConnect.CandlestickSeries , QuantConnect.Series
• Consolidated : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.ToolBox.TickAggregator
• Consolidator : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.ToolBox.TickAggregator
• ConsolidatorDataProcessor() : QuantConnect.ToolBox.ConsolidatorDataProcessor
• Consolidators : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Indicators.IndicatorBase< T >
• ConsolidatorUpdateData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• ConstantAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel
• ConstantBuyingPowerModel() : QuantConnect.Securities.ConstantBuyingPowerModel
• ConstantCurrencyConversion() : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion
• ConstantDividendYieldModel() : QuantConnect.Data.ConstantDividendYieldModel
• ConstantFeeModel() : QuantConnect.Orders.Fees.ConstantFeeModel
• ConstantIndicator() : QuantConnect.Indicators.ConstantIndicator< T >
• ConstantOptionStrategyLegPredicateReferenceValue() : QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegPredicateReferenceValue< T >
• ConstantQLDividendYieldEstimator() : QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator
• ConstantQLRiskFreeRateEstimator() : QuantConnect.Securities.Option.ConstantQLRiskFreeRateEstimator
• ConstantRiskFreeRateInterestRateModel() : QuantConnect.Data.ConstantRiskFreeRateInterestRateModel
• ConstantSlippageModel() : QuantConnect.Orders.Slippage.ConstantSlippageModel
• ConstituentsUniverse() : QuantConnect.Data.UniverseSelection.ConstituentsUniverse< T >
• ConstituentsUniverseData() : QuantConnect.Data.UniverseSelection.ConstituentsUniverseData
• ConstituentUniverseDefinitions() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Constraint() : QuantConnect.Optimizer.Objectives.Constraint
• Constraints : QuantConnect.Api.Optimization , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• ConstraintTargetValueNotSpecified : QuantConnect.Messages.Constraint
• Construction() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• ConstructionInProgress : QuantConnect.Data.Fundamental.BalanceSheet
• ConstructionInProgressBalanceSheet() : QuantConnect.Data.Fundamental.ConstructionInProgressBalanceSheet
• ConsultingServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Consume() : QuantConnect.IsolatorLimitResultProvider , QuantConnect.Util.RateLimit.ITokenBucket , QuantConnect.Util.RateLimit.LeakyBucket , QuantConnect.Util.RateLimit.TokenBucket
• ConsumerCyclical : QuantConnect.Data.Fundamental.MorningstarSectorCode
• ConsumerDefensive : QuantConnect.Data.Fundamental.MorningstarSectorCode
• ConsumerElectronics : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ConsumerLoan : QuantConnect.Data.Fundamental.BalanceSheet
• ConsumerLoanBalanceSheet() : QuantConnect.Data.Fundamental.ConsumerLoanBalanceSheet
• ConsumerPackagedGoods() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• ContactEmail : QuantConnect.Data.Fundamental.CompanyProfile
• Contains() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Brokerages.BrokerageMultiWebSocketEntry , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection , QuantConnect.Securities.CashBook , QuantConnect.Securities.MarketHoursSegment , QuantConnect.Securities.Positions.PositionGroupCollection , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.ConcurrentSet< T > , QuantConnect.Util.FixedSizeHashQueue< T >
• ContainsFillForwardData : QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >
• ContainsKey() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.Slice , QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Python.PythonSlice , QuantConnect.Securities.CashBook , QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.SymbolPropertiesDatabase , QuantConnect.Securities.UniverseManager , QuantConnect.Storage.ObjectStore
• ContainsMember() : QuantConnect.Data.UniverseSelection.Universe
• Contemplated : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ContemplatedChanges : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact , QuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters
• ContemplatedGroups : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ContingentId : QuantConnect.Orders.Order
• ContinuingAndDiscontinuedBasicEPS() : QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedBasicEPS , QuantConnect.Data.Fundamental.EarningReports
• ContinuingAndDiscontinuedDilutedEPS() : QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedDilutedEPS , QuantConnect.Data.Fundamental.EarningReports
• ContinuousContractUniverse() : QuantConnect.Data.UniverseSelection.ContinuousContractUniverse
• ContractDepthOffset : QuantConnect.Data.HistoryRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings
• ContractFilter : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Option.Option
• ContractHoldingsAdjustmentFillTag() : QuantConnect.Messages.DefaultExerciseModel
• ContractId : QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration
• ContractMultiplier : QuantConnect.Securities.Cfd.Cfd , QuantConnect.Securities.Option.Option , QuantConnect.Securities.SymbolProperties
• Contracts : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain , QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• ContractSecurityFilterUniverse() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• ContractUnitOfTrade : QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.OptionSymbolProperties
• Controls : QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.Controls
• Conversion() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• ConversionRate : QuantConnect.Holding , QuantConnect.Securities.Cash , QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• ConversionRateNotFound() : QuantConnect.Messages.CashBook
• ConversionRateSecurities : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• ConversionRateUpdated : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• ConversionRatio : QuantConnect.Data.Fundamental.SecurityReference
• Convert() : QuantConnect.Algorithm.Framework.Alphas.Serialization.InsightJsonConverter , QuantConnect.Optimizer.Objectives.ExtremumJsonConverter , QuantConnect.Orders.Serialization.OrderEventJsonConverter , QuantConnect.Securities.CashBook , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesConverter , QuantConnect.Util.ColorJsonConverter , QuantConnect.Util.DoubleUnixSecondsDateTimeJsonConverter , QuantConnect.Util.MarketHoursDatabaseJsonConverter , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson , QuantConnect.Util.SecurityIdentifierJsonConverter , QuantConnect.Util.StringDecimalJsonConverter , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• Convert< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• ConvertAndDispose< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• ConverterIsIntendedToBeDirectlyDecoratedInMember : QuantConnect.Messages.SymbolValueJsonConverter
• ConverterIsWriteOnly : QuantConnect.Messages.SymbolValueJsonConverter
• ConvertFromUtc() : QuantConnect.Extensions , QuantConnect.TimeZoneOffsetProvider
• ConvertHoldingsToCollective2() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport
• ConvertibleCashAmount() : QuantConnect.Securities.ConvertibleCashAmount
• ConvertibleLoansCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• ConvertibleLoansCurrentBalanceSheet() : QuantConnect.Data.Fundamental.ConvertibleLoansCurrentBalanceSheet
• ConvertibleLoansNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• ConvertibleLoansNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.ConvertibleLoansNonCurrentBalanceSheet
• ConvertibleLoansTotal : QuantConnect.Data.Fundamental.BalanceSheet
• ConvertibleLoansTotalBalanceSheet() : QuantConnect.Data.Fundamental.ConvertibleLoansTotalBalanceSheet
• ConvertInvariant() : QuantConnect.StringExtensions
• ConvertInvariant< T >() : QuantConnect.StringExtensions
• ConvertInvariantCannotConvertTo() : QuantConnect.Messages.StringExtensions
• ConvertPercentageToQuantity() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport
• ConvertPeriod() : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• ConvertPythonUniverseFilterFunction< T >() : QuantConnect.Extensions
• ConvertSelectionSymbolDelegate< T >() : QuantConnect.Extensions
• ConvertTargetsToNumerai() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport
• ConvertTo() : QuantConnect.Extensions
• ConvertTo< T >() : QuantConnect.Extensions
• ConvertToAccountCurrency() : QuantConnect.Securities.CashBook , QuantConnect.Securities.ErrorCurrencyConverter , QuantConnect.Securities.ICurrencyConverter , QuantConnect.Securities.IdentityCurrencyConverter
• ConvertToAccountCurrencyPurposefullyThrow : QuantConnect.Messages.ErrorCurrencyConverter
• ConvertToComputedValue() : QuantConnect.Indicators.PivotPointsHighLow
• ConvertToCSVFormat() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport
• ConvertToDelegate< T >() : QuantConnect.Extensions
• ConvertToDelegateCannotConverPyObjectToType() : QuantConnect.Messages.Extensions
• ConvertToDictionary< TKey, TValue >() : QuantConnect.Extensions
• ConvertToDictionaryFailed() : QuantConnect.Messages.Extensions , QuantConnect.Messages.PandasConverter
• ConvertToSymbolEnumerable() : QuantConnect.Extensions
• ConvertToSymbolEnumerableFailed() : QuantConnect.Messages.Extensions
• ConvertToSymbols() : QuantConnect.Util.PythonUtil
• ConvertToUniverseSelectionStringDelegate< T >() : QuantConnect.Extensions
• ConvertToUniverseSelectionSymbolDelegate< T >() : QuantConnect.Extensions
• ConvertToUtc() : QuantConnect.Extensions , QuantConnect.TimeZoneOffsetProvider
• ConwayPropaneOPIS : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• CookIslands : QuantConnect.Country
• Copper : QuantConnect.Data.Fundamental.MorningstarIndustryCode , QuantConnect.Securities.Futures.Metals
• CoppockCurve() : QuantConnect.Indicators.CoppockCurve
• copy() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• CopyTo() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Orders.Order , QuantConnect.Securities.CashBook , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.ConcurrentSet< T >
• Cores : QuantConnect.Api.SKU
• Corn : QuantConnect.Securities.Futures.Grains
• CorporateFactorProvider() : QuantConnect.Data.Auxiliary.CorporateFactorProvider
• CorporateFactorRow() : QuantConnect.Data.Auxiliary.CorporateFactorRow
• Correlation() : QuantConnect.Indicators.Correlation
• Cost : QuantConnect.Api.DataLink
• CostaRica : QuantConnect.Country
• CostOfRevenue : QuantConnect.Data.Fundamental.IncomeStatement
• CostOfRevenueIncomeStatement() : QuantConnect.Data.Fundamental.CostOfRevenueIncomeStatement
• Cotton2 : QuantConnect.Securities.Futures.Softs
• Count : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Api.BacktestSummaryList , QuantConnect.Api.OptimizationList , QuantConnect.Brokerages.WebSocketClientWrapper.BinaryMessage , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 , QuantConnect.Data.Custom.IconicTypes.LinkedData , QuantConnect.Data.DataHistory< T > , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.Slice , QuantConnect.Data.SubscriptionManager , QuantConnect.Data.UniverseSelection.SecurityChanges , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Orders.GroupOrderManager , QuantConnect.Python.PythonSlice , QuantConnect.Scheduling.TimeMonitor , QuantConnect.Securities.CashBook , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Positions.CompositePositionGroupResolver , QuantConnect.Securities.Positions.PositionCollection , QuantConnect.Securities.Positions.PositionGroup , QuantConnect.Securities.Positions.PositionGroupCollection , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T > , QuantConnect.Util.ConcurrentSet< T >
• Counterattack() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Counterattack
• CountryId : QuantConnect.Data.Fundamental.CompanyReference
• CoveredCall() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• CoveredPut() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• CpuAllocation : QuantConnect.Packets.Controls
• CpuCount : QuantConnect.Api.Node
• CpuUsage : QuantConnect.OS
• CPUUsageKey : QuantConnect.Messages.OS
• CrankNicolsonFD() : QuantConnect.Securities.Option.OptionPriceModels
• Create() : QuantConnect.AlgorithmConfiguration , QuantConnect.BaseSeries , QuantConnect.Brokerages.BrokerageModel , QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Data.Market.Dividend , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.SecurityChanges , QuantConnect.Indicators.InternalIndicatorValues , QuantConnect.Lean.Engine.DataFeeds.SubscriptionData , QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils , QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory , QuantConnect.Orders.Leg , QuantConnect.Securities.Future.MarginRequirementsEntry , QuantConnect.Securities.Option.OptionPriceModels , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData , QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegReferenceValue , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate , QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Symbol , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator , QuantConnect.Util.MarketHoursDatabaseJsonConverter , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• Create< T >() : QuantConnect.Util.Ref< T >
• CreateAlgorithmInstance() : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• CreateAndScheduleWorker() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils
• CreateBacktest() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateBase() : QuantConnect.Symbol
• CreateBenchmarkDifferences() : QuantConnect.Statistics.StatisticsBuilder
• CreateBenchmarkSecurity() : QuantConnect.Interfaces.ISecurityService , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityService
• CreateBrokerage() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory , QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Brokerages.Paper.PaperBrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• CreateBrokerageMessageHandler() : QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory
• CreateCanonicalOption() : QuantConnect.Symbol
• CreateCoarseFundamentalUniverse() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• CreateCommonKey() : QuantConnect.Securities.SecurityDatabaseKey
• CreateCompile() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateConfiguration() : QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse , QuantConnect.Data.UniverseSelection.FineFundamentalUniverse , QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory
• CreateConsolidator() : QuantConnect.Algorithm.QCAlgorithm
• Created : QuantConnect.Api.BasicBacktest , QuantConnect.Api.OptimizationSummary , QuantConnect.Api.Project , QuantConnect.Api.PropertiesObjectStore , QuantConnect.Api.Version , QuantConnect.Optimizer.OptimizationNodePacket
• CreateDataInstance() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.FutureFilterUniverse , QuantConnect.Securities.OptionFilterUniverse
• CreateDateRangeHistoryRequests() : QuantConnect.Algorithm.QCAlgorithm
• CreateDefaultKey() : QuantConnect.Securities.Positions.SecurityPositionGroupModel
• CreateDirectory() : QuantConnect.Lean.Engine.Storage.FileHandler
• CreatedTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Orders.Order
• CreateEmpty() : QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• CreateEmptyPositions() : QuantConnect.Securities.Positions.PositionGroupKey
• CreateEnumerator() : QuantConnect.Data.ISubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.TimeTriggeredUniverseSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• CreateEnumerators() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.CorporateEventEnumeratorFactory
• CreateEventName() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• CreateFactorFile() : QuantConnect.ToolBox.FactorFileGenerator
• CreateForOption() : QuantConnect.Data.DividendYieldProvider
• CreateFromAssemblies() : QuantConnect.Exceptions.StackExceptionInterpreter
• CreateFuture() : QuantConnect.Symbol
• CreateFutureChain() : QuantConnect.Extensions
• CreateFutureChainRequiresFutureSymbol : QuantConnect.Messages.Extensions
• CreateHistoryRequest() : QuantConnect.Data.HistoryRequestFactory
• CreateIndicatorName() : QuantConnect.Algorithm.QCAlgorithm
• CreateInstance() : QuantConnect.Benchmarks.SecurityBenchmark
• CreateLegData() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition
• CreateLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateLiveCommand() : QuantConnect.Api.Api
• CreateMessage() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport , QuantConnect.Logging.FileLogHandler
• CreateNewBar() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.RangeConsolidator
• CreateOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateOption() : QuantConnect.Symbol
• CreateOptionChain() : QuantConnect.Extensions
• CreateOptionChainRequiresOptionSymbol : QuantConnect.Messages.Extensions
• CreateOptionPosition() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• CreateOptionStrategyLeg() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• CreateOrder() : QuantConnect.Orders.Order
• CreateOrderFromJObject() : QuantConnect.Orders.OrderJsonConverter
• CreatePositions() : QuantConnect.Orders.Order
• CreateProductFromJObject() : QuantConnect.Api.Serialization.ProductJsonConverter
• CreateProject() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateReadOnly< T >() : QuantConnect.Util.Ref< T >
• CreateSafeChartName() : QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• CreateSecureHash() : QuantConnect.Api.Api
• CreateSecurity() : QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Interfaces.ISecurityService , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityService
• CreateSliceEnumerableFromSubscriptions() : QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider
• CreateStrategy() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
• CreateStreamReader() : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• CreateStreamReaderErrorEventArgs() : QuantConnect.Lean.Engine.DataFeeds.CreateStreamReaderErrorEventArgs
• CreateSubscription() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider , QuantConnect.Report.MockDataFeed
• CreateSymbol() : QuantConnect.Algorithm.Selection.OptionContractUniverse , QuantConnect.Data.UniverseSelection.ContinuousContractUniverse , QuantConnect.Data.UniverseSelection.UniverseExtensions , QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• CreateTargets() : QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.NullPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• CreateTimePulse() : QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory
• CreateType() : QuantConnect.Extensions
• CreateUnitGroup() : QuantConnect.Securities.Positions.PositionGroupExtensions
• CreateUniverseEnumerator() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• CreateUniverses() : QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.ManualUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.NullUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper , QuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel
• CreateUtcEventTimes() : QuantConnect.Scheduling.CompositeTimeRule , QuantConnect.Scheduling.FuncTimeRule , QuantConnect.Scheduling.ITimeRule
• Credit : QuantConnect.Api.Organization
• CreditBalance : QuantConnect.Api.Account
• CreditCard : QuantConnect.Data.Fundamental.IncomeStatement
• CreditCardIncomeStatement() : QuantConnect.Data.Fundamental.CreditCardIncomeStatement
• CreditCost : QuantConnect.Packets.Controls
• CreditLossesProvision : QuantConnect.Data.Fundamental.IncomeStatement
• CreditLossesProvisionIncomeStatement() : QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement
• CreditRiskProvisions : QuantConnect.Data.Fundamental.IncomeStatement
• CreditRiskProvisionsIncomeStatement() : QuantConnect.Data.Fundamental.CreditRiskProvisionsIncomeStatement
• CreditServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Crisis() : QuantConnect.Report.Crisis
• Criterion : QuantConnect.Api.BaseOptimization , QuantConnect.Optimizer.OptimizationNodePacket
• Croatia : QuantConnect.Country
• CrossZeroFirstOrderRequest() : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• CrossZeroOrderResponse() : QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse
• CrossZeroSecondOrderRequest() : QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest
• CRRTheoreticalPrice() : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• CrudeOilBrent : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Commodities
• CrudeOilETFVolatilityIndex : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE
• CrudeOilWTI : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Commodities , QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• CrunchDAOSignalExport() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport
• Crypto() : QuantConnect.Securities.Crypto.Crypto
• CryptoExchange() : QuantConnect.Securities.Crypto.CryptoExchange
• CryptoFuture() : QuantConnect.Securities.CryptoFuture.CryptoFuture
• CryptoFutureExchange() : QuantConnect.Securities.CryptoFuture.CryptoFutureExchange
• CryptoFutureHolding() : QuantConnect.Securities.CryptoFuture.CryptoFutureHolding
• CryptoFutureMarginModel() : QuantConnect.Securities.CryptoFuture.CryptoFutureMarginModel
• CryptoHolding() : QuantConnect.Securities.Crypto.CryptoHolding
• CSE : QuantConnect.Exchange
• CSFB : QuantConnect.Exchange
• CsvDataProcessor() : QuantConnect.ToolBox.CsvDataProcessor
• CsvHeader : QuantConnect.Data.UniverseSelection.OptionUniverse
• Cuba : QuantConnect.Country
• CumulativeMax() : QuantConnect.Report.DeedleUtil
• CumulativeMaxPortfolioValue : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• CumulativeProduct() : QuantConnect.Report.DeedleUtil
• CumulativeReturns() : QuantConnect.Report.DeedleUtil
• CumulativeSum() : QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel , QuantConnect.Indicators.TimeSeriesIndicator , QuantConnect.Report.DeedleUtil
• Curaçao : QuantConnect.Country
• Currency : QuantConnect.Securities.CashAmount , QuantConnect.Securities.UnsettledCashAmount
• CurrencyConversion : QuantConnect.Securities.Cash
• CurrencyConversionUpdated : QuantConnect.Securities.Cash
• CurrencyConverter : QuantConnect.Securities.InitialMarginRequiredForOrderParameters
• CurrencyId : QuantConnect.Data.Fundamental.SecurityReference
• CurrencyPairDual() : QuantConnect.Util.CurrencyPairUtil
• CurrencySubscriptionDataConfigManager() : QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager
• CurrencySymbol : QuantConnect.Holding , QuantConnect.Securities.AccountEvent , QuantConnect.Securities.Cash
• CurrencySymbols : QuantConnect.Currencies
• Current : QuantConnect.Data.IndicatorHistory , QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorDataPoints , QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader , QuantConnect.Optimizer.Objectives.Target , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > , QuantConnect.Optimizer.Parameters.OptimizationStepParameterEnumerator , QuantConnect.Orders.Fills.Prices , QuantConnect.Securities.Positions.ReservedBuyingPowerImpact , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader
• CurrentAccruedExpenses : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentAccruedExpensesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentAccruedExpensesBalanceSheet
• CurrentAlgorithmEquity : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• CurrentAssets : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentAssetsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentAssetsBalanceSheet
• CurrentBar : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.RangeConsolidator
• CurrentCapitalLeaseObligation : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.CurrentCapitalLeaseObligationBalanceSheet
• CurrentDebt : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDebtAndCapitalLeaseObligation : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDebtAndCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDebtAndCapitalLeaseObligationBalanceSheet
• CurrentDebtBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDebtBalanceSheet
• CurrentDeferredAssets : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDeferredAssetsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredAssetsBalanceSheet
• CurrentDeferredLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDeferredLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredLiabilitiesBalanceSheet
• CurrentDeferredRevenue : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDeferredRevenueBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredRevenueBalanceSheet
• CurrentDeferredTaxesAssets : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDeferredTaxesAssetsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredTaxesAssetsBalanceSheet
• CurrentDeferredTaxesLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentDeferredTaxesLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredTaxesLiabilitiesBalanceSheet
• CurrentLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentLiabilitiesBalanceSheet
• CurrentNotesPayable : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentNotesPayableBalanceSheet() : QuantConnect.Data.Fundamental.CurrentNotesPayableBalanceSheet
• CurrentOtherFinancialLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentOtherFinancialLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentOtherFinancialLiabilitiesBalanceSheet
• CurrentProvisions : QuantConnect.Data.Fundamental.BalanceSheet
• CurrentProvisionsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentProvisionsBalanceSheet
• CurrentRatio() : QuantConnect.Data.Fundamental.CurrentRatio , QuantConnect.Data.Fundamental.OperationRatios
• CurrentRatioGrowth() : QuantConnect.Data.Fundamental.CurrentRatioGrowth , QuantConnect.Data.Fundamental.OperationRatios
• CurrentSelection : QuantConnect.Data.UniverseSelection.Universe.SelectionEventArgs
• CurrentSlice : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• CurrentSymbol : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
• CurrentTimeStepElapsed : QuantConnect.IsolatorLimitResult
• CurrentTimeUtc : QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• CurrentTrailingLowerBand : QuantConnect.Indicators.SuperTrend
• CurrentTrailingUpperBand : QuantConnect.Indicators.SuperTrend
• CUSIP() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinition , QuantConnect.Securities.SecurityDefinitionSymbolResolver , QuantConnect.Symbol
• CustomData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• CustomerAcceptances : QuantConnect.Data.Fundamental.BalanceSheet
• CustomerAcceptancesBalanceSheet() : QuantConnect.Data.Fundamental.CustomerAcceptancesBalanceSheet
• CustomerAccounts : QuantConnect.Data.Fundamental.BalanceSheet
• CustomerAccountsBalanceSheet() : QuantConnect.Data.Fundamental.CustomerAccountsBalanceSheet
• CustomNotes1 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes2 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes3 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes4 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes5 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomUniverse() : QuantConnect.Algorithm.Framework.Selection.CustomUniverse
• CustomUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel
• Cyclical : QuantConnect.Data.Fundamental.MorningstarEconomySphereCode
• Cyclicals() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.StockType
• Cyprus : QuantConnect.Country
• Czechia : QuantConnect.Country