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

- e -

• EachDay() : QuantConnect.Time
• EachTradeableDay() : QuantConnect.Time
• EachTradeableDayInTimeZone() : QuantConnect.Time
• EarlyCloses : QuantConnect.Securities.SecurityExchangeHours , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• EarningRatios() : QuantConnect.Data.Fundamental.EarningRatios , QuantConnect.Data.Fundamental.FineFundamental
• EarningReports() : QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.FineFundamental
• EarningReportsAccessionNumber() : QuantConnect.Data.Fundamental.EarningReportsAccessionNumber
• EarningReportsFileDate() : QuantConnect.Data.Fundamental.EarningReportsFileDate
• EarningReportsFormType() : QuantConnect.Data.Fundamental.EarningReportsFormType
• EarningReportsPeriodEndingDate() : QuantConnect.Data.Fundamental.EarningReportsPeriodEndingDate
• EarningReportsPeriodType() : QuantConnect.Data.Fundamental.EarningReportsPeriodType
• EarningsFromEquityInterest : QuantConnect.Data.Fundamental.IncomeStatement
• EarningsFromEquityInterestIncomeStatement() : QuantConnect.Data.Fundamental.EarningsFromEquityInterestIncomeStatement
• EarningsfromEquityInterestNetOfTax : QuantConnect.Data.Fundamental.IncomeStatement
• EarningsfromEquityInterestNetOfTaxIncomeStatement() : QuantConnect.Data.Fundamental.EarningsfromEquityInterestNetOfTaxIncomeStatement
• EarningsLossesFromEquityInvestments : QuantConnect.Data.Fundamental.CashFlowStatement
• EarningsLossesFromEquityInvestmentsCashFlowStatement() : QuantConnect.Data.Fundamental.EarningsLossesFromEquityInvestmentsCashFlowStatement
• EarningYield : QuantConnect.Data.Fundamental.ValuationRatios
• EaseOfMovementValue() : QuantConnect.Indicators.EaseOfMovementValue
• EasternStandard : QuantConnect.TimeZones
• EastWestGasolineSpreadPlattsArgus : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EBIT : QuantConnect.Data.Fundamental.IncomeStatement
• EBITDA : QuantConnect.Data.Fundamental.IncomeStatement
• EBITDAGrowth() : QuantConnect.Data.Fundamental.EBITDAGrowth , QuantConnect.Data.Fundamental.OperationRatios
• EBITDAIncomeStatement() : QuantConnect.Data.Fundamental.EBITDAIncomeStatement
• EBITDAMargin() : QuantConnect.Data.Fundamental.EBITDAMargin , QuantConnect.Data.Fundamental.OperationRatios
• EBITIncomeStatement() : QuantConnect.Data.Fundamental.EBITIncomeStatement
• EBITMargin() : QuantConnect.Data.Fundamental.EBITMargin , QuantConnect.Data.Fundamental.OperationRatios
• Ecuador : QuantConnect.Country
• EDGA : QuantConnect.Exchange
• EDGO : QuantConnect.Exchange
• EDGX : QuantConnect.Exchange
• Education() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• EducationAndTrainingServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• EffectiveTaxRateAsReported : QuantConnect.Data.Fundamental.IncomeStatement
• EffectiveTaxRateAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.EffectiveTaxRateAsReportedIncomeStatement
• EffectOfExchangeRateChanges : QuantConnect.Data.Fundamental.CashFlowStatement
• EffectOfExchangeRateChangesCashFlowStatement() : QuantConnect.Data.Fundamental.EffectOfExchangeRateChangesCashFlowStatement
• Egypt : QuantConnect.Country
• EightCharacter : QuantConnect.DateFormat
• ElectricalEquipmentAndParts : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ElectricUtilityPlant : QuantConnect.Data.Fundamental.BalanceSheet
• ElectricUtilityPlantBalanceSheet() : QuantConnect.Data.Fundamental.ElectricUtilityPlantBalanceSheet
• ElectronicComponents : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ElectronicGamingAndMultimedia : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ElectronicsAndComputerDistribution : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ElSalvador : QuantConnect.Country
• EMA() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.IndicatorExtensions
• EMA< T >() : QuantConnect.Indicators.IndicatorExtensions
• EmaCrossAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel
• EmaCrossUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel
• EMAFast : QuantConnect.Indicators.McClellanOscillator
• Email : QuantConnect.Api.Collaborator , QuantConnect.Notifications.NotificationManager , QuantConnect.Util.Validate.RegularExpression
• EmailAddress() : QuantConnect.Util.Validate
• EmailDomainName : QuantConnect.Util.Validate.RegularExpression
• EMASlow : QuantConnect.Indicators.McClellanOscillator
• EmergingMarketsETFVolatilityIndex : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE
• EmitInsights() : QuantConnect.Algorithm.QCAlgorithm
• EmitSplitsAndDividends() : QuantConnect.Data.SubscriptionDataConfigExtensions
• EmitTimeUtc : QuantConnect.Lean.Engine.DataFeeds.SubscriptionData
• EmployeeBenefits : QuantConnect.Data.Fundamental.BalanceSheet
• EmployeeBenefitsBalanceSheet() : QuantConnect.Data.Fundamental.EmployeeBenefitsBalanceSheet
• Empty : QuantConnect.Data.Auxiliary.MapFileResolver , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Positions.PositionGroup , QuantConnect.Securities.Positions.PositionGroupCollection , QuantConnect.SecurityIdentifier , QuantConnect.Symbol
• EMV() : QuantConnect.Algorithm.QCAlgorithm
• EnableAutomaticIndicatorWarmUp : QuantConnect.Algorithm.QCAlgorithm
• Enabled : QuantConnect.Scheduling.ScheduledEvent , QuantConnect.Util.MemoizingEnumerable< T >
• EnableGreekApproximation : QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.QLOptionPriceModel
• EnableIntradayMargins : QuantConnect.Securities.Future.FutureMarginModel
• EnableMonitoring() : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• EnbridgeNoticeOfShipmentDates : QuantConnect.Securities.Future.FuturesExpiryFunctions
• Encode() : QuantConnect.Market
• EncodeBase36() : QuantConnect.Extensions
• EncodeBase64() : QuantConnect.Extensions
• Encoding : QuantConnect.Util.FuncTextWriter , QuantConnect.ZipStreamWriter
• Encrypted : QuantConnect.Api.Project
• EncryptionKey : QuantConnect.Api.Project
• End : QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.Market.RenkoBar , QuantConnect.Packets.MarketHours , QuantConnect.Report.Crisis , QuantConnect.Report.DrawdownCollection , QuantConnect.Report.DrawdownPeriod , QuantConnect.Securities.MarketHoursSegment
• EndCashPosition : QuantConnect.Data.Fundamental.CashFlowStatement
• EndCashPositionCashFlowStatement() : QuantConnect.Data.Fundamental.EndCashPositionCashFlowStatement
• EndDate : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmConfiguration , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.OptimizationBacktest , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Interfaces.IAlgorithm
• EndDateTime : QuantConnect.Statistics.TradeStatistics
• EndDateTimeLocal : QuantConnect.Data.Auxiliary.SymbolDateRange , QuantConnect.Data.Auxiliary.TickerDateRange
• Ended : QuantConnect.Messages.PythonInitializer , QuantConnect.Optimizer.LeanOptimizer
• EndEquity : QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• EndOfDay : QuantConnect.Expiry
• EndOfMonth : QuantConnect.Expiry
• EndOfQuarter : QuantConnect.Expiry
• EndOfStream : QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
• EndOfTime : QuantConnect.Time
• EndOfTimeTimeSpan : QuantConnect.Time
• EndOfWeek : QuantConnect.Expiry
• EndOfYear : QuantConnect.Expiry
• EndsWithInvariant() : QuantConnect.StringExtensions
• EndTime : QuantConnect.Data.Auxiliary.ZipEntryName , QuantConnect.Data.BaseData , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.IBaseData , QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Data.UniverseSelection.CoarseFundamental , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Orders.Fills.Prices , QuantConnect.Python.PythonData
• EndTimeLocal : QuantConnect.Data.BaseDataRequest
• EndTimeUtc : QuantConnect.Data.BaseDataRequest , QuantConnect.Packets.HistoryRequest
• EndTradeDrawdown : QuantConnect.Statistics.Trade
• EndUtc : QuantConnect.DataDownloaderGetParameters
• Energy : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse , QuantConnect.Data.Fundamental.MorningstarSectorCode
• EnergyETFUniverse() : QuantConnect.Algorithm.Framework.Selection.EnergyETFUniverse
• Engine() : QuantConnect.Lean.Engine.Engine
• EngineeringAndConstruction : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Engulfing() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Engulfing
• Enqueue() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Util.FixedSizeQueue< T >
• EnqueueableEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T >
• EnsureCurrencyDataFeed() : QuantConnect.Securities.Cash
• EnsureCurrencyDataFeeds() : QuantConnect.Lean.Engine.DataFeeds.UniverseSelection , QuantConnect.Securities.CashBook
• EnsureCurrencySubscriptionDataConfigs() : QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager
• EnterpriseValue : QuantConnect.Data.Fundamental.CompanyProfile
• Entertainment : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Entries : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson
• Entry() : QuantConnect.Securities.MarketHoursDatabase.Entry
• EntryFileNames : QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader
• EntryPath : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor
• EntryPrice : QuantConnect.Statistics.Trade
• EntryTime : QuantConnect.Statistics.Trade
• Enum< T >() : QuantConnect.Parse
• Enumerate() : QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.DefaultOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.FunctionalOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.IdentityOptionStrategyDefinitionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.IOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• EnumerateFiles() : QuantConnect.Lean.Engine.Storage.FileHandler
• Enumerator : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• EnumeratorFinished : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• EnumeratorHandler() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• EpochSignedTime : QuantConnect.Api.DataAgreement
• Equal : QuantConnect.BinaryComparison
• Equals() : QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Channel , QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataSource , QuantConnect.Exchange , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorDataPoint , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Optimizer.Parameters.OptimizationParameter , QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Scheduling.ScheduledEvent , QuantConnect.Securities.CashAmount , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch , QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel , QuantConnect.Securities.Positions.PositionGroupKey , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.Symbol , QuantConnect.Util.ListComparer< T >
• EqualWeightingPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.EqualWeightingPortfolioConstructionModel
• EquatorialGuinea : QuantConnect.Country
• Equipment : QuantConnect.Data.Fundamental.IncomeStatement
• EquipmentIncomeStatement() : QuantConnect.Data.Fundamental.EquipmentIncomeStatement
• Equity : QuantConnect.Api.OptimizationBacktest , QuantConnect.Securities.Equity.Equity
• EquityAttributableToOwnersOfParent : QuantConnect.Data.Fundamental.BalanceSheet
• EquityAttributableToOwnersOfParentBalanceSheet() : QuantConnect.Data.Fundamental.EquityAttributableToOwnersOfParentBalanceSheet
• EquityCache() : QuantConnect.Securities.Equity.EquityCache
• EquityDataFilter() : QuantConnect.Securities.Equity.EquityDataFilter
• EquityDividends : QuantConnect.TradingDay
• EquityExchange() : QuantConnect.Securities.Equity.EquityExchange
• EquityHolding() : QuantConnect.Securities.Equity.EquityHolding
• EquityInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• EquityInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.EquityInvestmentsBalanceSheet
• EquityKey : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• EquityPerShareGrowth : QuantConnect.Data.Fundamental.EarningRatios , QuantConnect.Data.Fundamental.EquityPerShareGrowth
• EquityPoints() : QuantConnect.Report.ResultsUtil
• EquitySharesInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• EquitySharesInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.EquitySharesInvestmentsBalanceSheet
• EquityUsa : QuantConnect.Data.Auxiliary.AuxiliaryDataKey
• Eritrea : QuantConnect.Country
• Error() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.BasicBacktest , QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.ObjectStoreErrorRaisedEventArgs , QuantConnect.Logging.CompositeLogHandler , QuantConnect.Logging.ConsoleLogHandler , QuantConnect.Logging.FileLogHandler , QuantConnect.Logging.FunctionalLogHandler , QuantConnect.Logging.ILogHandler , QuantConnect.Logging.Log , QuantConnect.Logging.LogHandlerExtensions , QuantConnect.Logging.QueueLogHandler , QuantConnect.Orders.OrderResponse , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• ErrorAdjustingSymbolByOffset : QuantConnect.Messages.Extensions
• ErrorCode : QuantConnect.Orders.OrderResponse
• ErrorHistoryResult() : QuantConnect.Packets.ErrorHistoryResult
• ErrorMessage : QuantConnect.Interfaces.DataProviderNewDataRequestEventArgs , QuantConnect.IsolatorLimitResult , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Orders.OrderResponse
• ErrorMessages : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• ErrorParsingSecurityIdentifier() : QuantConnect.Messages.SecurityIdentifier
• ErrorRaised : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Storage.ObjectStore
• Errors : QuantConnect.Api.RestResponse , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• Estimate : QuantConnect.Api.EstimateResponseWrapper , QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator , QuantConnect.Securities.Option.ConstantQLRiskFreeRateEstimator , QuantConnect.Securities.Option.ConstantQLUnderlyingVolatilityEstimator , QuantConnect.Securities.Option.FedRateQLRiskFreeRateEstimator , QuantConnect.Securities.Option.IQLDividendYieldEstimator , QuantConnect.Securities.Option.IQLRiskFreeRateEstimator , QuantConnect.Securities.Option.IQLUnderlyingVolatilityEstimator
• EstimatedCapacityReportElement() : QuantConnect.Report.ReportElements.EstimatedCapacityReportElement
• EstimatedStrategyCapacity : QuantConnect.Statistics.PerformanceMetrics
• EstimatedValue : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• EstimateId : QuantConnect.Api.Estimate
• EstimateOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• Estonia : QuantConnect.Country
• Eswatini : QuantConnect.Country
• ETF() : QuantConnect.Algorithm.UniverseDefinitions
• ETFConstituentsUniverseFactory() : QuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory
• ETFConstituentsUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel
• ETH : QuantConnect.Securities.Futures.Currencies
• Ethanol : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EthanolT2FOBRdamIncludingDutyPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• Ethiopia : QuantConnect.Country
• EUR : QuantConnect.Currencies , QuantConnect.Securities.Futures.Currencies
• EURAUD : QuantConnect.Securities.Futures.Currencies
• EURCAD : QuantConnect.Securities.Futures.Currencies
• EUREX : QuantConnect.Exchange , QuantConnect.Market
• EUREXFutureFeesUnsupportedSecurityType() : QuantConnect.Messages.InteractiveBrokersFeeModel
• EuroDollar : QuantConnect.Securities.Futures.Financials
• EuroFXEmini : QuantConnect.Securities.Futures.Currencies
• EuropeanNaphthaPlattsBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EuropeanNaphthaPlattsCrackSpread : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EuropeanPropaneCIFARAArgus : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EuropeanPropaneCIFARAArgusBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• EuropeanUnion : QuantConnect.Country
• EuroStoxx50 : QuantConnect.Securities.Futures.Indices
• EURSEK : QuantConnect.Securities.Futures.Currencies
• Evaluate() : QuantConnect.Benchmarks.FuncBenchmark , QuantConnect.Benchmarks.IBenchmark , QuantConnect.Benchmarks.SecurityBenchmark , QuantConnect.Python.BenchmarkPythonWrapper , QuantConnect.Securities.Option.CurrentPriceOptionPriceModel , QuantConnect.Securities.Option.IOptionPriceModel , QuantConnect.Securities.Option.QLOptionPriceModel
• Evaluate< T >() : QuantConnect.BinaryComparison
• EvaluatePriceModel() : QuantConnect.Interfaces.IOptionPrice , QuantConnect.Securities.Option.Option
• EveningDojiStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar
• EveningStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.EveningStar
• Event : QuantConnect.Packets.OrderEventPacket , QuantConnect.Scheduling.ScheduleManager
• EventBasedDataQueueHandlerSubscriptionManager() : QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• EventFired : QuantConnect.Scheduling.ScheduledEvent
• Events : QuantConnect.Orders.ApiOrderResponse , QuantConnect.Report.Crisis
• Every() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.IFluentSchedulingDateSpecifier , QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Scheduling.TimeRules
• EveryAlgorithmEndOfDay() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• EveryDay() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.IFluentSchedulingDateSpecifier
• EveryDayAt() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• EverySecurityEndOfDay() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• EVToEBIT : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBIT3YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBIT3YrAvgChange : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA10YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA1YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA3YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA3YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA3YrAvgChange : QuantConnect.Data.Fundamental.ValuationRatios
• EVToEBITDA5YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF10YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF1YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF3YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF3YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF3YrAvgChange : QuantConnect.Data.Fundamental.ValuationRatios
• EVToFCF5YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToForwardEBIT : QuantConnect.Data.Fundamental.ValuationRatios
• EVToForwardEBITDA : QuantConnect.Data.Fundamental.ValuationRatios
• EVToForwardRevenue : QuantConnect.Data.Fundamental.ValuationRatios
• EVToPreTaxIncome : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue10YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue1YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue3YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue3YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue3YrAvgChange : QuantConnect.Data.Fundamental.ValuationRatios
• EVToRevenue5YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets10YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets1YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets3YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets3YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets3YrAvgChange : QuantConnect.Data.Fundamental.ValuationRatios
• EVToTotalAssets5YearGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• ExanteBrokerageModel() : QuantConnect.Brokerages.ExanteBrokerageModel
• ExanteFeeModel() : QuantConnect.Orders.Fees.ExanteFeeModel
• Exception : QuantConnect.Brokerages.WebSocketError , QuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs , QuantConnect.Lean.Engine.DataFeeds.ReaderErrorEventArgs
• ExceptionLineShift : QuantConnect.Util.PythonUtil
• ExceptWith() : QuantConnect.Util.ConcurrentSet< T >
• ExcessTaxBenefitFromStockBasedCompensation : QuantConnect.Data.Fundamental.CashFlowStatement
• ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement() : QuantConnect.Data.Fundamental.ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement
• Exchange : QuantConnect.Data.Market.Tick , QuantConnect.Exchange , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Orders.OrderProperties , QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry , QuantConnect.Securities.Security
• ExchangeCode : QuantConnect.Data.Market.Tick
• ExchangeHours : QuantConnect.Data.BaseDataRequest , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Securities.MarketHoursDatabase.Entry
• ExchangeHoursListing : QuantConnect.Securities.MarketHoursDatabase
• ExchangeHoursNotFound() : QuantConnect.Messages.MarketHoursDatabase
• ExchangeId : QuantConnect.Data.Fundamental.SecurityReference
• ExchangeOpen : QuantConnect.Securities.SecurityExchange
• ExchangePostFix : QuantConnect.Orders.WolverineOrderProperties
• ExchangeRoundDown() : QuantConnect.Extensions
• ExchangeRoundDownInTimeZone() : QuantConnect.Extensions
• ExchangeSubMarketGlobalId : QuantConnect.Data.Fundamental.SecurityReference
• ExchangeTimeZone : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• ExchangeTransactionChargeMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• ExciseTaxes : QuantConnect.Data.Fundamental.IncomeStatement
• ExciseTaxesIncomeStatement() : QuantConnect.Data.Fundamental.ExciseTaxesIncomeStatement
• Execute() : QuantConnect.Algorithm.Framework.Execution.ExecutionModel , QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper , QuantConnect.Algorithm.Framework.Execution.IExecutionModel , QuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel , QuantConnect.Algorithm.Framework.Execution.NullExecutionModel , QuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel , QuantConnect.Util.KeyStringSynchronizer
• Execute< T >() : QuantConnect.Util.KeyStringSynchronizer
• ExecuteMarginCall() : QuantConnect.Python.MarginCallModelPythonWrapper , QuantConnect.Securities.DefaultMarginCallModel , QuantConnect.Securities.IMarginCallModel
• ExecuteWithTimeLimit() : QuantConnect.Isolator
• ExecutingCommand() : QuantConnect.Messages.BaseCommandHandler
• Execution : QuantConnect.Algorithm.QCAlgorithm
• ExecutionInstruction : QuantConnect.Orders.TerminalLinkOrderProperties
• ExecutionModelPythonWrapper() : QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper
• ExerciseOption() : QuantConnect.Algorithm.QCAlgorithm
• ExerciseSettlement : QuantConnect.Securities.Option.Option
• Exists() : QuantConnect.Lean.Engine.Storage.FileHandler
• Exit() : QuantConnect.Data.DataMonitor , QuantConnect.Interfaces.IDataMonitor , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Report.MockDataFeed
• ExitCode : QuantConnect.Api.OptimizationBacktest
• ExitEvent : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ExitPrice : QuantConnect.Statistics.Trade
• ExitTime : QuantConnect.Statistics.Trade
• ExitTriggered : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Expectancy : QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• ExpectedDividendGrowthRate : QuantConnect.Data.Fundamental.ValuationRatios
• ExpectedFiscalYearEnd : QuantConnect.Data.Fundamental.CompanyReference
• ExpectedInterfaceTypeParameter : QuantConnect.Messages.PythonWrapper
• ExpectedOutput : QuantConnect.Interfaces.IRegressionResearchDefinition
• ExpectedStatistics : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
• ExpenseRatio() : QuantConnect.Data.Fundamental.ExpenseRatio , QuantConnect.Data.Fundamental.OperationRatios
• Expiration : QuantConnect.Api.Card , QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• ExpirationCycle() : QuantConnect.Securities.FutureFilterUniverse
• ExpirationDate : QuantConnect.SymbolRepresentation.OptionTickerProperties
• ExpirationDay : QuantConnect.SymbolRepresentation.FutureTickerProperties
• ExpirationMonth : QuantConnect.SymbolRepresentation.FutureTickerProperties
• Expirations : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• ExpirationYearShort : QuantConnect.SymbolRepresentation.FutureTickerProperties
• ExpirationYearShortLength : QuantConnect.SymbolRepresentation.FutureTickerProperties
• Expire() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager , QuantConnect.Algorithm.Framework.Alphas.Insight
• Expiry : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce , QuantConnect.Securities.Future.Future , QuantConnect.Securities.Option.Option
• ExplorationDevelopmentAndMineralPropertyLeaseExpenses : QuantConnect.Data.Fundamental.IncomeStatement
• ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement() : QuantConnect.Data.Fundamental.ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement
• ExponentialMovingAverage() : QuantConnect.Indicators.ExponentialMovingAverage
• Exposure() : QuantConnect.Report.Metrics
• ExtendedMarketHours : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings
• ExtendedMarketHoursTradingNotSupported : QuantConnect.Messages.TradierBrokerageModel
• ExtendedRegularTradingHours : QuantConnect.Orders.CharlesSchwabOrderProperties
• Extract7ZipArchive() : QuantConnect.Compression
• Extremum() : QuantConnect.Optimizer.Objectives.Extremum , QuantConnect.Optimizer.Objectives.Target
• EzeBrokerageModel() : QuantConnect.Brokerages.EzeBrokerageModel
• EzeOrderProperties() : QuantConnect.Orders.EzeOrderProperties