- a -

• AccountChanged : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage

- b -

• BestBidAskUpdated : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >

- c -

• CircleCompleted : QuantConnect.Util.CircularQueue< T >
• Closed : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper
• CollectionChanged : QuantConnect.Data.UniverseSelection.UserDefinedUniverse , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.UniverseManager
• ConnectionLost : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• ConnectionRestored : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• ConversionRateUpdated : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• CurrencyConversionUpdated : QuantConnect.Securities.Cash

- d -

• DataConsolidated : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Python.PythonConsolidator
• DataFilterError : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator
• DelistingNotification : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• DownloadFailed : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader

- e -

• Ended : QuantConnect.Optimizer.LeanOptimizer
• EnumeratorFinished : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• Error : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper
• ErrorRaised : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore
• EventFired : QuantConnect.Scheduling.ScheduledEvent

- f -

• FillForwardResolutionChanged : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection

- i -

• InsightsGenerated : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• InvalidConfigurationDetected : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• InvalidSource : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader

- l -

• LogEvent : QuantConnect.Logging.QueueLogHandler

- m -

• Message : QuantConnect.Brokerages.Brokerage , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Interfaces.IBrokerage

- n -

• NameUpdated : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• NewBrokerageOrderNotification : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• NewDataAvailable : QuantConnect.Lean.Engine.DataFeeds.Subscription
• NewDataRequest : QuantConnect.Interfaces.IDataProvider , QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider , QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider , QuantConnect.Lean.Engine.DataFeeds.ProcessedDataProvider
• NewEvent : QuantConnect.Lean.Engine.DataFeeds.RealTimeScheduleEventService
• NewOrderEvent : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.IOrderEventProvider
• NewParameterSet : QuantConnect.Optimizer.Strategies.IOptimizationStrategy , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• NewPivotPointFormed : QuantConnect.Indicators.PivotPointsHighLow
• NewSymbol : QuantConnect.Data.SubscriptionDataConfig
• NewTradableDate : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ITradableDatesNotifier , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• NumericalPrecisionLimited : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader

- o -

• Open : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper
• OptionNotification : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OptionPositionAssigned : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OrderIdChanged : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OrdersStatusChanged : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OrderUpdated : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage

- q -

• QuantityChanged : QuantConnect.Securities.SecurityHolding

- r -

• Reached : QuantConnect.Optimizer.Objectives.Target
• ReaderError : QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• ReaderErrorDetected : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• ReconnectRequested : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler

- s -

• SelectionChanged : QuantConnect.Data.UniverseSelection.Universe
• StartDateLimited : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• SubscriptionAdded : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager
• SubscriptionFinished : QuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer , QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SubscriptionRemoved : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager

- t -

• TagsUpdated : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• TimeUpdated : QuantConnect.LocalTimeKeeper

- u -

• UnsupportedConfiguration : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager
• Updated : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Securities.Cash , QuantConnect.Securities.CashBook