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

- l -

• Label : QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration , QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• LadderBottom() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.LadderBottom
• LaggedSeries() : QuantConnect.Indicators.TimeSeriesIndicator
• Lambda : QuantConnect.Data.Market.Greeks
• Lambda_ : QuantConnect.Data.Market.Greeks
• LandAndImprovements : QuantConnect.Data.Fundamental.BalanceSheet
• LandAndImprovementsBalanceSheet() : QuantConnect.Data.Fundamental.LandAndImprovementsBalanceSheet
• Language : QuantConnect.Api.Project , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Queues.JobQueue
• Languages : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
• Laos : QuantConnect.Country
• LargeCore() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• LargeGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• LargestLoss : QuantConnect.Statistics.TradeStatistics
• LargestMAE : QuantConnect.Statistics.TradeStatistics
• LargestMFE : QuantConnect.Statistics.TradeStatistics
• LargestProfit : QuantConnect.Statistics.TradeStatistics
• LargeValue() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• LastAskSize : QuantConnect.Data.Market.QuoteBar
• LastBaseData : QuantConnect.NewTradableDateEventArgs
• LastBidSize : QuantConnect.Data.Market.QuoteBar
• LastDeltaOrderEventsPosition : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• LastDeltaOrderPosition : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• LastFillTime : QuantConnect.Orders.Order
• LastFourDigits : QuantConnect.Api.Card
• LastFriday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• LastIndexOfInvariant() : QuantConnect.StringExtensions
• LastLiveDeployment : QuantConnect.Api.Project
• LastMarketOpenNotFound() : QuantConnect.Messages.SecurityExchangeHours
• LastOrderId : QuantConnect.Securities.SecurityTransactionManager
• LastPrice : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.Market.Tick , QuantConnect.Orders.OrderSubmissionData
• LastRawPrice : QuantConnect.NewTradableDateEventArgs
• LastSyncDate : QuantConnect.Brokerages.Brokerage
• LastSyncDateTimeUtc : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerageCashSynchronizer
• LastThursday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• LastTradeProfit : QuantConnect.Securities.SecurityHolding
• LastUpdate : QuantConnect.Data.UniverseSelection.ETFConstituentUniverse
• LastUpdateTime : QuantConnect.Orders.Order
• LastWeekday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• LateOpens : QuantConnect.Securities.SecurityExchangeHours , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• Latvia : QuantConnect.Country
• Launched : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary
• LazyStreamWriter() : QuantConnect.ToolBox.LazyStreamWriter
• LazyToLower() : QuantConnect.Extensions
• LazyToUpper() : QuantConnect.Extensions
• LeakyBucket() : QuantConnect.Util.RateLimit.LeakyBucket
• LeakyBucketControlParameters() : QuantConnect.Packets.LeakyBucketControlParameters
• LeanCloudHash : QuantConnect.Api.Version
• LeanDataPathComponents() : QuantConnect.Util.LeanDataPathComponents
• LeanDataReader() : QuantConnect.ToolBox.LeanDataReader
• LeanDataWriter() : QuantConnect.Data.LeanDataWriter
• LeanEngineAlgorithmHandlers() : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• LeanEngineSystemHandlers() : QuantConnect.Lean.Engine.LeanEngineSystemHandlers
• LeanEnvironment : QuantConnect.Api.Project
• LeanHash : QuantConnect.Api.Version
• LeanHogs : QuantConnect.Securities.Futures.Meats
• LeanManager : QuantConnect.Lean.Engine.LeanEngineSystemHandlers
• LeanOptimizer() : QuantConnect.Optimizer.LeanOptimizer
• LeanOrder : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• LeanOrderByZeroCrossBrokerageOrderId : QuantConnect.Brokerages.Brokerage
• LeanPinnedToMaster : QuantConnect.Api.Project
• LeanVersionId : QuantConnect.Api.Project
• LEANVersionKey : QuantConnect.Messages.OS
• Leases : QuantConnect.Data.Fundamental.BalanceSheet
• LeasesBalanceSheet() : QuantConnect.Data.Fundamental.LeasesBalanceSheet
• LeastSquaresMovingAverage() : QuantConnect.Indicators.LeastSquaresMovingAverage
• Lebanon : QuantConnect.Country
• Left : QuantConnect.Indicators.CompositeIndicator
• LegalName : QuantConnect.Data.Fundamental.CompanyReference
• LegalNameLanguageCode : QuantConnect.Data.Fundamental.CompanyReference
• LegCount : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• LegendDisabled : QuantConnect.Chart
• Legs : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
• Leisure : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Length : QuantConnect.Api.InsightResponse , QuantConnect.Api.LiveLog , QuantConnect.Orders.OrdersResponseWrapper
• Lesotho : QuantConnect.Country
• LessThan : QuantConnect.BinaryComparison
• LessThanOrEqual : QuantConnect.BinaryComparison
• Levels : QuantConnect.Python.PandasData
• Leverage : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityHolding
• LeverageUtilization() : QuantConnect.Report.Metrics
• Lg : QuantConnect.Api.Grid
• LiabilitiesHeldforSaleCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• LiabilitiesHeldforSaleCurrentBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesHeldforSaleCurrentBalanceSheet
• LiabilitiesHeldforSaleNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• LiabilitiesHeldforSaleNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesHeldforSaleNonCurrentBalanceSheet
• LiabilitiesHeldforSaleTotal : QuantConnect.Data.Fundamental.BalanceSheet
• LiabilitiesHeldforSaleTotalBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesHeldforSaleTotalBalanceSheet
• LiabilitiesOfDiscontinuedOperations : QuantConnect.Data.Fundamental.BalanceSheet
• LiabilitiesOfDiscontinuedOperationsBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesOfDiscontinuedOperationsBalanceSheet
• Liberia : QuantConnect.Country
• Libraries : QuantConnect.Api.Project
• LibraryName : QuantConnect.Api.Library
• Libya : QuantConnect.Country
• Liechtenstein : QuantConnect.Country
• Limit : QuantConnect.Util.FixedSizeQueue< T >
• LimitedPartnershipCapital : QuantConnect.Data.Fundamental.BalanceSheet
• LimitedPartnershipCapitalBalanceSheet() : QuantConnect.Data.Fundamental.LimitedPartnershipCapitalBalanceSheet
• LimitFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• LimitIfTouchedFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• LimitIfTouchedOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.LimitIfTouchedOrder
• LimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.LimitOrder
• LimitPrice : QuantConnect.Commands.OrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Orders.ComboLegLimitOrder , QuantConnect.Orders.GroupOrderManager , QuantConnect.Orders.LimitIfTouchedOrder , QuantConnect.Orders.LimitOrder , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Orders.UpdateOrderRequest
• Line : QuantConnect.DocumentationAttribute , QuantConnect.Lean.Engine.DataFeeds.ReaderErrorEventArgs
• LinearRegression : QuantConnect.Indicators.RegressionChannel
• LinearSearch() : QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• LinearWeightedMovingAverage() : QuantConnect.Indicators.LinearWeightedMovingAverage
• LineOfCredit : QuantConnect.Data.Fundamental.BalanceSheet
• LineOfCreditBalanceSheet() : QuantConnect.Data.Fundamental.LineOfCreditBalanceSheet
• Link() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.Authentication , QuantConnect.Api.DataLink
• Liquidate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• LiquidateEnabled : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• LiquidateLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• LiquidETFUniverse() : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse
• ListBacktests() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ListedContracts() : QuantConnect.Securities.Future.FuturesListings
• ListEquals< T >() : QuantConnect.Extensions
• ListLiveAlgorithms() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ListObjectStore() : QuantConnect.Api.Api
• ListOptimizations() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ListProjects() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• Lithuania : QuantConnect.Country
• LiveAlgorithmApiSettingsWrapper() : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• LiveAuxiliaryDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataEnumerator
• LiveAuxiliaryDataOffset : QuantConnect.Time
• LiveAuxiliaryDataSynchronizingEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator
• LiveCattle : QuantConnect.Securities.Futures.Meats
• LiveControl : QuantConnect.Api.Collaborator
• LiveCustomDataSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory
• LiveDataTypes : QuantConnect.Packets.LiveNodePacket
• LiveFillForwardEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveFillForwardEnumerator
• LiveForm : QuantConnect.Api.Project
• LiveFutureChainProvider() : QuantConnect.Lean.Engine.DataFeeds.LiveFutureChainProvider
• LiveGrid : QuantConnect.Api.Project
• LiveLogLimit : QuantConnect.Packets.Controls
• LiveMode : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.UniverseSelection.BaseFundamentalDataProvider , QuantConnect.Globals , QuantConnect.Interfaces.IAlgorithm
• LiveNodePacket() : QuantConnect.Packets.LiveNodePacket
• LiveNodes : QuantConnect.Api.NodeList
• LiveOptionChainProvider() : QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider
• LiveResult() : QuantConnect.Packets.LiveResult , QuantConnect.Report.ReportElements.SharpeRatioReportElement
• LiveResultPacket() : QuantConnect.Packets.LiveResultPacket
• LiveResultParameters() : QuantConnect.Packets.LiveResultParameters
• LiveSubscriptionEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator
• LiveTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.LiveTimeProvider
• LiveTradingResultHandler() : QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• LoadBacktestJobAccountCurrency() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• LoadBacktestJobCashAmount() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• LoadCorporateEvents() : QuantConnect.Data.DividendYieldProvider
• LoadedExceptionInterpreter() : QuantConnect.Messages.StackExceptionInterpreter
• Loader() : QuantConnect.AlgorithmFactory.Loader
• LoadExistingHoldingsAndOrders() : QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
• LoadingComplete() : QuantConnect.Messaging.EventMessagingHandler
• LoansandAdvancestoBank : QuantConnect.Data.Fundamental.BalanceSheet
• LoansandAdvancestoBankBalanceSheet() : QuantConnect.Data.Fundamental.LoansandAdvancestoBankBalanceSheet
• LoansandAdvancestoCustomer : QuantConnect.Data.Fundamental.BalanceSheet
• LoansandAdvancestoCustomerBalanceSheet() : QuantConnect.Data.Fundamental.LoansandAdvancestoCustomerBalanceSheet
• LoansHeldForSale : QuantConnect.Data.Fundamental.BalanceSheet
• LoansHeldForSaleBalanceSheet() : QuantConnect.Data.Fundamental.LoansHeldForSaleBalanceSheet
• LoansReceivable : QuantConnect.Data.Fundamental.BalanceSheet
• LoansReceivableBalanceSheet() : QuantConnect.Data.Fundamental.LoansReceivableBalanceSheet
• LocalDiskFactorFileProvider() : QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider
• LocalDiskMapFileProvider() : QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider
• LocalDiskShortableProvider() : QuantConnect.Data.Shortable.LocalDiskShortableProvider
• LocalFileName : QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader
• LocalFileSubscriptionStreamReader() : QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader
• LocalMarketHours() : QuantConnect.Securities.LocalMarketHours
• LocalTime : QuantConnect.LocalTimeKeeper , QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityExchange , QuantConnect.Time.DateTimeWithZone
• LocalZipFactorFileProvider() : QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider
• LocalZipMapFileProvider() : QuantConnect.Data.Auxiliary.LocalZipMapFileProvider
• Lodging : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Log() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• LogEntry() : QuantConnect.Logging.LogEntry
• LogEvent : QuantConnect.Logging.QueueLogHandler
• LogEventRaised() : QuantConnect.Logging.QueueLogHandler
• LogFilePath : QuantConnect.Lean.Engine.Results.RegressionResultHandler
• LogHandler : QuantConnect.Logging.Log
• LogMarginInformation() : QuantConnect.Securities.SecurityPortfolioManager
• LogMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• LogMessages : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• LogPacket() : QuantConnect.Packets.LogPacket
• LOGR() : QuantConnect.Algorithm.QCAlgorithm
• LogReturn() : QuantConnect.Indicators.LogReturn
• Logs : QuantConnect.Api.Compile , QuantConnect.Api.LiveLog , QuantConnect.Logging.QueueLogHandler
• LogStore : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• London : QuantConnect.TimeZones
• Long : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping , QuantConnect.Parse
• LongAverage : QuantConnect.Indicators.RelativeMovingAverage
• LongInsightCountKey : QuantConnect.Messages.AlphaRuntimeStatistics
• LongLeggedDoji() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji
• LongLineCandle() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.LongLineCandle
• LongShortRatioKey : QuantConnect.Messages.AlphaRuntimeStatistics
• LongStop : QuantConnect.Indicators.ChandeKrollStop
• LongTermCapitalLeaseObligation : QuantConnect.Data.Fundamental.BalanceSheet
• LongTermCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.LongTermCapitalLeaseObligationBalanceSheet
• LongTermDebt : QuantConnect.Data.Fundamental.BalanceSheet
• LongTermDebtAndCapitalLeaseObligation : QuantConnect.Data.Fundamental.BalanceSheet
• LongTermDebtAndCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.LongTermDebtAndCapitalLeaseObligationBalanceSheet
• LongTermDebtBalanceSheet() : QuantConnect.Data.Fundamental.LongTermDebtBalanceSheet
• LongTermDebtEquityRatio() : QuantConnect.Data.Fundamental.LongTermDebtEquityRatio , QuantConnect.Data.Fundamental.OperationRatios
• LongTermDebtIssuance : QuantConnect.Data.Fundamental.CashFlowStatement
• LongTermDebtIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.LongTermDebtIssuanceCashFlowStatement
• LongTermDebtPayments : QuantConnect.Data.Fundamental.CashFlowStatement
• LongTermDebtPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.LongTermDebtPaymentsCashFlowStatement
• LongTermDebtTotalCapitalRatio() : QuantConnect.Data.Fundamental.LongTermDebtTotalCapitalRatio , QuantConnect.Data.Fundamental.OperationRatios
• LongTermInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• LongTermInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.LongTermInvestmentsBalanceSheet
• LongTermProvisions : QuantConnect.Data.Fundamental.BalanceSheet
• LongTermProvisionsBalanceSheet() : QuantConnect.Data.Fundamental.LongTermProvisionsBalanceSheet
• LongTime : QuantConnect.Candlestick
• LookupSubscriptionConfigDataTypes() : QuantConnect.Data.SubscriptionManager , QuantConnect.Interfaces.ISubscriptionDataConfigService , QuantConnect.Lean.Engine.DataFeeds.DataManager
• LookupSymbols() : QuantConnect.Interfaces.IDataQueueUniverseProvider , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue
• LosAngeles : QuantConnect.TimeZones
• LosAngelesCARBDieselOPISvsNYHarborULSD : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• LosAngelesCARBOBGasolineOPISvsRBOBGasoline : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• LosAngelesJetOPISvsNYHarborULSD : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• LosingTransactions : QuantConnect.Securities.SecurityTransactionManager
• LossAdjustmentExpense : QuantConnect.Data.Fundamental.IncomeStatement
• LossAdjustmentExpenseIncomeStatement() : QuantConnect.Data.Fundamental.LossAdjustmentExpenseIncomeStatement
• LossCount : QuantConnect.Securities.SecurityTransactionManager
• LossonExtinguishmentofDebt : QuantConnect.Data.Fundamental.IncomeStatement
• LossonExtinguishmentofDebtIncomeStatement() : QuantConnect.Data.Fundamental.LossonExtinguishmentofDebtIncomeStatement
• LossRate : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
• LossRatio() : QuantConnect.Data.Fundamental.LossRatio , QuantConnect.Data.Fundamental.OperationRatios
• LotSize : QuantConnect.Securities.SymbolProperties
• Low : 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.Orders.Fills.Prices , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache
• LowerBand : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.KeltnerChannels
• LowerChannel : QuantConnect.Indicators.RegressionChannel
• LowestCapacityAsset : QuantConnect.CapacityEstimate , QuantConnect.Statistics.PerformanceMetrics
• LowPivot : QuantConnect.Indicators.ZigZag
• LowRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• LowSulfurGasoil : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• LSMA() : QuantConnect.Algorithm.QCAlgorithm
• LTSE : QuantConnect.Exchange
• Lumber : QuantConnect.Securities.Futures.Forestry
• LumberAndWoodProduction : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Luxembourg : QuantConnect.Country
• LuxuryGoods : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• LWMA() : QuantConnect.Algorithm.QCAlgorithm