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

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• O2_8 : QuantConnect.Api.OptimizationNodes
• O4_12 : QuantConnect.Api.OptimizationNodes
• O8_16 : QuantConnect.Api.OptimizationNodes
• Oanda : QuantConnect.Market
• OandaBrokerageModel() : QuantConnect.Brokerages.OandaBrokerageModel
• Oats : QuantConnect.Securities.Futures.Grains
• ObjectFromPythonIsNotACSharpType() : QuantConnect.Messages.Extensions
• Objective() : QuantConnect.Optimizer.Objectives.Objective
• ObjectiveFunction : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• Objects : QuantConnect.Api.ListObjectStoreResponse
• ObjectStorageUsed : QuantConnect.Api.ListObjectStoreResponse
• ObjectStorageUsedHuman : QuantConnect.Api.ListObjectStoreResponse
• ObjectStore : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Storage.ObjectStore
• ObjectStoreErrorRaisedEventArgs() : QuantConnect.Interfaces.ObjectStoreErrorRaisedEventArgs
• ObjectStoreSubscriptionStreamReader() : QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader
• ObservedSharpeRatio() : QuantConnect.Statistics.Statistics
• OBV() : QuantConnect.Algorithm.QCAlgorithm
• OccupancyAndEquipment : QuantConnect.Data.Fundamental.IncomeStatement
• OccupancyAndEquipmentIncomeStatement() : QuantConnect.Data.Fundamental.OccupancyAndEquipmentIncomeStatement
• Occupied : QuantConnect.ChannelStatus
• Occurrences : QuantConnect.Util.RateGate
• Of() : QuantConnect.Indicators.IndicatorExtensions
• Of< T >() : QuantConnect.Indicators.IndicatorExtensions
• OffsetProvider : QuantConnect.Lean.Engine.DataFeeds.Subscription
• OfType< T >() : QuantConnect.Util.ExpressionBuilder
• OI() : QuantConnect.Securities.OptionFilterUniverse
• OilAndGas() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• OilAndGasDrilling : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OilAndGasEAndP : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OilAndGasEquipmentAndServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OilAndGasIntegrated : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OilAndGasMidstream : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OilAndGasRefiningAndMarketing : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OkCoin : QuantConnect.Market
• Old : QuantConnect.Data.SubscriptionDataConfig.NewSymbolEventArgs , QuantConnect.Lean.Engine.DataFeeds.FillForwardResolutionChangedEvent
• OldCloseTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• OldCreatedTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• OldSymbol : QuantConnect.Data.Market.SymbolChangedEvent
• OldTargetValue : QuantConnect.Optimizer.Objectives.Objective
• Oman : QuantConnect.Country
• On() : QuantConnect.Data.UniverseSelection.Schedule , QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.IFluentSchedulingDateSpecifier , QuantConnect.Scheduling.ScheduleManager
• OnAccountChanged() : QuantConnect.Brokerages.Brokerage
• OnAlgorithmEnd() : QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager
• OnAlgorithmStart() : QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager
• OnAssignmentOrderEvent() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnBacktestResultEvent() : QuantConnect.Messaging.EventMessagingHandler
• OnBalanceVolume() : QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.SmoothedOnBalanceVolume
• OnBrokerageDisconnect() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnBrokerageMessage() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnBrokerageReconnect() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnCircleCompleted() : QuantConnect.Util.CircularQueue< T >
• OnClose() : QuantConnect.Brokerages.WebSocketClientWrapper
• OnCollectionChanged() : QuantConnect.Algorithm.Selection.OptionContractUniverse , QuantConnect.Data.UniverseSelection.UserDefinedUniverse , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.UniverseManager
• OnCommand() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnConnectionLost() : QuantConnect.Brokerages.DefaultConnectionHandler
• OnConnectionRestored() : QuantConnect.Brokerages.DefaultConnectionHandler
• OnConsumerReadyEvent() : QuantConnect.Messaging.EventMessagingHandler
• OnData() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnDataConsolidated() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Python.PythonConsolidator
• OnDebugEvent() : QuantConnect.Messaging.EventMessagingHandler
• OnDelistingNotification() : QuantConnect.Brokerages.Brokerage
• OnDelistings() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnDividends() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnDownloadFailed() : QuantConnect.Data.HistoryProviderBase , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• OneDay : QuantConnect.Time
• OneHour : QuantConnect.Time
• OneMillisecond : QuantConnect.Time
• OneMinute : QuantConnect.Time
• OneMonth : QuantConnect.Data.Fundamental.AccountsPayableBalanceSheet , QuantConnect.Data.Fundamental.AccountsReceivableBalanceSheet , QuantConnect.Data.Fundamental.AccumulatedDepreciationBalanceSheet , QuantConnect.Data.Fundamental.AdditionalPaidInCapitalBalanceSheet , QuantConnect.Data.Fundamental.AllTaxesPaidCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationIncomeStatement , QuantConnect.Data.Fundamental.AmortizationOfFinancingCostsAndDiscountsCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationOfIntangiblesCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationOfIntangiblesIncomeStatement , QuantConnect.Data.Fundamental.AmortizationOfSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.AssetImpairmentChargeCashFlowStatement , QuantConnect.Data.Fundamental.AuditorReportStatus , QuantConnect.Data.Fundamental.BalanceSheetFileDate , QuantConnect.Data.Fundamental.BasicAverageShares , QuantConnect.Data.Fundamental.BasicContinuousOperations , QuantConnect.Data.Fundamental.BasicDiscontinuousOperations , QuantConnect.Data.Fundamental.BasicEPS , QuantConnect.Data.Fundamental.BasicExtraordinary , QuantConnect.Data.Fundamental.BeginningCashPositionCashFlowStatement , QuantConnect.Data.Fundamental.BuildingsAndImprovementsBalanceSheet , QuantConnect.Data.Fundamental.CapExReportedCashFlowStatement , QuantConnect.Data.Fundamental.CapitalExpenditureCashFlowStatement , QuantConnect.Data.Fundamental.CapitalLeaseObligationsBalanceSheet , QuantConnect.Data.Fundamental.CapitalStockBalanceSheet , QuantConnect.Data.Fundamental.CashAndCashEquivalentsBalanceSheet , QuantConnect.Data.Fundamental.CashBalanceSheet , QuantConnect.Data.Fundamental.CashCashEquivalentsAndMarketableSecuritiesBalanceSheet , QuantConnect.Data.Fundamental.CashDividendsPaidCashFlowStatement , QuantConnect.Data.Fundamental.CashFlowFileDate , QuantConnect.Data.Fundamental.CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement , QuantConnect.Data.Fundamental.CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromLoansCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInAccountPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInAccruedExpenseCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInIncomeTaxPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInInterestPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInInventoryCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInOtherCurrentAssetsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInOtherCurrentLiabilitiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInOtherWorkingCapitalCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInPayablesAndAccruedExpenseCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInPrepaidAssetsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInReceivablesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInTaxPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInWorkingCapitalCashFlowStatement , QuantConnect.Data.Fundamental.ChangesInAccountReceivablesCashFlowStatement , QuantConnect.Data.Fundamental.ChangesInCashCashFlowStatement , QuantConnect.Data.Fundamental.ClassesofCashPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CommissionExpensesIncomeStatement , QuantConnect.Data.Fundamental.CommonEquityToAssets , QuantConnect.Data.Fundamental.CommonStockBalanceSheet , QuantConnect.Data.Fundamental.CommonStockDividendPaidCashFlowStatement , QuantConnect.Data.Fundamental.CommonStockEquityBalanceSheet , QuantConnect.Data.Fundamental.CommonStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.CommonStockPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.ConstructionInProgressBalanceSheet , QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedBasicEPS , QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedDilutedEPS , QuantConnect.Data.Fundamental.CostOfRevenueIncomeStatement , QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement , QuantConnect.Data.Fundamental.CurrentAccruedExpensesBalanceSheet , QuantConnect.Data.Fundamental.CurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.CurrentCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.CurrentDebtAndCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.CurrentDebtBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredAssetsBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredRevenueBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredTaxesAssetsBalanceSheet , QuantConnect.Data.Fundamental.CurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.CurrentNotesPayableBalanceSheet , QuantConnect.Data.Fundamental.CurrentRatio , QuantConnect.Data.Fundamental.DebtToAssets , QuantConnect.Data.Fundamental.DeferredCostsBalanceSheet , QuantConnect.Data.Fundamental.DeferredIncomeTaxCashFlowStatement , QuantConnect.Data.Fundamental.DeferredTaxCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationAmortizationDepletionCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationAmortizationDepletionIncomeStatement , QuantConnect.Data.Fundamental.DepreciationAndAmortizationCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationAndAmortizationIncomeStatement , QuantConnect.Data.Fundamental.DepreciationCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationIncomeStatement , QuantConnect.Data.Fundamental.DerivativeProductLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.DilutedAverageShares , QuantConnect.Data.Fundamental.DilutedContinuousOperations , QuantConnect.Data.Fundamental.DilutedDiscontinuousOperations , QuantConnect.Data.Fundamental.DilutedEPS , QuantConnect.Data.Fundamental.DilutedExtraordinary , QuantConnect.Data.Fundamental.DividendIncomeIncomeStatement , QuantConnect.Data.Fundamental.DividendPerShare , QuantConnect.Data.Fundamental.DividendsPayableBalanceSheet , QuantConnect.Data.Fundamental.EarningReportsAccessionNumber , QuantConnect.Data.Fundamental.EarningReportsFileDate , QuantConnect.Data.Fundamental.EarningReportsFormType , QuantConnect.Data.Fundamental.EarningReportsPeriodEndingDate , QuantConnect.Data.Fundamental.EarningReportsPeriodType , QuantConnect.Data.Fundamental.EarningsFromEquityInterestIncomeStatement , QuantConnect.Data.Fundamental.EarningsfromEquityInterestNetOfTaxIncomeStatement , QuantConnect.Data.Fundamental.EarningsLossesFromEquityInvestmentsCashFlowStatement , QuantConnect.Data.Fundamental.EBITDAIncomeStatement , QuantConnect.Data.Fundamental.EBITDAMargin , QuantConnect.Data.Fundamental.EBITIncomeStatement , QuantConnect.Data.Fundamental.EBITMargin , QuantConnect.Data.Fundamental.EffectOfExchangeRateChangesCashFlowStatement , QuantConnect.Data.Fundamental.EndCashPositionCashFlowStatement , QuantConnect.Data.Fundamental.FeesAndCommissionsIncomeStatement , QuantConnect.Data.Fundamental.FinancialLeverage , QuantConnect.Data.Fundamental.FinancialStatementsAccessionNumber , QuantConnect.Data.Fundamental.FinancialStatementsFileDate , QuantConnect.Data.Fundamental.FinancialStatementsFormType , QuantConnect.Data.Fundamental.FinancialStatementsPeriodEndingDate , QuantConnect.Data.Fundamental.FinancialStatementsPeriodType , QuantConnect.Data.Fundamental.FinancingCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.FinishedGoodsBalanceSheet , QuantConnect.Data.Fundamental.FreeCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.FuelIncomeStatement , QuantConnect.Data.Fundamental.GainLossOnInvestmentSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.GainLossonSaleofAssetsIncomeStatement , QuantConnect.Data.Fundamental.GainLossOnSaleOfBusinessCashFlowStatement , QuantConnect.Data.Fundamental.GainLossOnSaleOfPPECashFlowStatement , QuantConnect.Data.Fundamental.GainOnSaleOfBusinessIncomeStatement , QuantConnect.Data.Fundamental.GainonSaleofLoansIncomeStatement , QuantConnect.Data.Fundamental.GainOnSaleOfPPEIncomeStatement , QuantConnect.Data.Fundamental.GainOnSaleOfSecurityIncomeStatement , QuantConnect.Data.Fundamental.GainsLossesNotAffectingRetainedEarningsBalanceSheet , QuantConnect.Data.Fundamental.GeneralAndAdministrativeExpenseIncomeStatement , QuantConnect.Data.Fundamental.GoodwillAndOtherIntangibleAssetsBalanceSheet , QuantConnect.Data.Fundamental.GoodwillBalanceSheet , QuantConnect.Data.Fundamental.GrossMargin , QuantConnect.Data.Fundamental.GrossPPEBalanceSheet , QuantConnect.Data.Fundamental.GrossProfitIncomeStatement , QuantConnect.Data.Fundamental.ImpairmentOfCapitalAssetsIncomeStatement , QuantConnect.Data.Fundamental.IncomeStatementFileDate , QuantConnect.Data.Fundamental.IncomeTaxPaidSupplementalDataCashFlowStatement , QuantConnect.Data.Fundamental.IncomeTaxPayableBalanceSheet , QuantConnect.Data.Fundamental.InterestCoverage , QuantConnect.Data.Fundamental.InterestExpenseForDepositIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseNonOperatingIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeAfterProvisionForLoanLossIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromDepositsIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromLeasesIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromLoansAndLeaseIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromLoansIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromSecuritiesIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeNonOperatingIncomeStatement , QuantConnect.Data.Fundamental.InterestPaidSupplementalDataCashFlowStatement , QuantConnect.Data.Fundamental.InterestPayableBalanceSheet , QuantConnect.Data.Fundamental.InventoryBalanceSheet , QuantConnect.Data.Fundamental.InventoryValuationMethod , QuantConnect.Data.Fundamental.InvestedCapitalBalanceSheet , QuantConnect.Data.Fundamental.InvestingCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.InvestmentsAndAdvancesBalanceSheet , QuantConnect.Data.Fundamental.IssuanceOfCapitalStockCashFlowStatement , QuantConnect.Data.Fundamental.IssuanceOfDebtCashFlowStatement , QuantConnect.Data.Fundamental.LandAndImprovementsBalanceSheet , QuantConnect.Data.Fundamental.LeasesBalanceSheet , QuantConnect.Data.Fundamental.LineOfCreditBalanceSheet , QuantConnect.Data.Fundamental.LongTermCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.LongTermDebtAndCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.LongTermDebtBalanceSheet , QuantConnect.Data.Fundamental.LongTermDebtEquityRatio , QuantConnect.Data.Fundamental.LongTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.LongTermDebtPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.LongTermDebtTotalCapitalRatio , QuantConnect.Data.Fundamental.MachineryFurnitureEquipmentBalanceSheet , QuantConnect.Data.Fundamental.MaintenanceAndRepairsIncomeStatement , QuantConnect.Data.Fundamental.MinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.MinorityInterestsIncomeStatement , QuantConnect.Data.Fundamental.NetBusinessPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetCommonStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetDebtBalanceSheet , QuantConnect.Data.Fundamental.NetForeignCurrencyExchangeGainLossCashFlowStatement , QuantConnect.Data.Fundamental.NetIncomeCommonStockholdersIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeContinuousOperationsIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeDiscontinuousOperationsIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeExtraordinaryIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationsCashFlowStatement , QuantConnect.Data.Fundamental.NetIncomeIncludingNoncontrollingInterestsIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeIncomeStatement , QuantConnect.Data.Fundamental.NetIntangiblesPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.NetInvestmentPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetIssuancePaymentsOfDebtCashFlowStatement , QuantConnect.Data.Fundamental.NetLongTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetMargin , QuantConnect.Data.Fundamental.NetNonOperatingInterestIncomeExpenseIncomeStatement , QuantConnect.Data.Fundamental.NetOtherFinancingChargesCashFlowStatement , QuantConnect.Data.Fundamental.NetOtherInvestingChangesCashFlowStatement , QuantConnect.Data.Fundamental.NetPPEBalanceSheet , QuantConnect.Data.Fundamental.NetPPEPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetPreferredStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetShortTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetTangibleAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredRevenueBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredTaxesAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredTaxesLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentPrepaidAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonInterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.NonInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.NormalizedBasicEPS , QuantConnect.Data.Fundamental.NormalizedDilutedEPS , QuantConnect.Data.Fundamental.NormalizedEBITDAIncomeStatement , QuantConnect.Data.Fundamental.NormalizedIncomeIncomeStatement , QuantConnect.Data.Fundamental.NormalizedNetProfitMargin , QuantConnect.Data.Fundamental.NumberOfShareHolders , QuantConnect.Data.Fundamental.OperatingCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.OperatingExpenseIncomeStatement , QuantConnect.Data.Fundamental.OperatingGainsLossesCashFlowStatement , QuantConnect.Data.Fundamental.OperatingIncomeIncomeStatement , QuantConnect.Data.Fundamental.OperatingRevenueIncomeStatement , QuantConnect.Data.Fundamental.OperationAndMaintenanceIncomeStatement , QuantConnect.Data.Fundamental.OperationMargin , QuantConnect.Data.Fundamental.OtherCapitalStockBalanceSheet , QuantConnect.Data.Fundamental.OtherCashPaymentsfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.OtherCashReceiptsfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.OtherCurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherCurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.OtherCustomerServicesIncomeStatement , QuantConnect.Data.Fundamental.OtherIncomeExpenseIncomeStatement , QuantConnect.Data.Fundamental.OtherIntangibleAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherInterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.OtherInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.OtherInventoriesBalanceSheet , QuantConnect.Data.Fundamental.OtherNonCashItemsCashFlowStatement , QuantConnect.Data.Fundamental.OtherNonCurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherNonCurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.OtherNonInterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.OtherNonInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.OtherOperatingExpensesIncomeStatement , QuantConnect.Data.Fundamental.OtherPayableBalanceSheet , QuantConnect.Data.Fundamental.OtherPropertiesBalanceSheet , QuantConnect.Data.Fundamental.OtherShortTermInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.OtherTaxesIncomeStatement , QuantConnect.Data.Fundamental.OtherunderPreferredStockDividendIncomeStatement , QuantConnect.Data.Fundamental.PayablesAndAccruedExpensesBalanceSheet , QuantConnect.Data.Fundamental.PayablesBalanceSheet , QuantConnect.Data.Fundamental.PensionAndEmployeeBenefitExpenseCashFlowStatement , QuantConnect.Data.Fundamental.Period , QuantConnect.Data.Fundamental.PeriodAuditor , QuantConnect.Data.Fundamental.PreferredSecuritiesOutsideStockEquityBalanceSheet , QuantConnect.Data.Fundamental.PreferredStockBalanceSheet , QuantConnect.Data.Fundamental.PreferredStockDividendPaidCashFlowStatement , QuantConnect.Data.Fundamental.PreferredStockDividendsIncomeStatement , QuantConnect.Data.Fundamental.PreferredStockEquityBalanceSheet , QuantConnect.Data.Fundamental.PreferredStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.PreferredStockPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.PrepaidAssetsBalanceSheet , QuantConnect.Data.Fundamental.PretaxIncomeIncomeStatement , QuantConnect.Data.Fundamental.PretaxMargin , QuantConnect.Data.Fundamental.ProceedsFromStockOptionExercisedCashFlowStatement , QuantConnect.Data.Fundamental.ProfessionalExpenseAndContractServicesExpenseIncomeStatement , QuantConnect.Data.Fundamental.PurchaseOfBusinessCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfIntangiblesCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfInvestmentCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfPPECashFlowStatement , QuantConnect.Data.Fundamental.QuickRatio , QuantConnect.Data.Fundamental.RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement , QuantConnect.Data.Fundamental.ReceivablesBalanceSheet , QuantConnect.Data.Fundamental.ReconciledCostOfRevenueIncomeStatement , QuantConnect.Data.Fundamental.ReconciledDepreciationIncomeStatement , QuantConnect.Data.Fundamental.RentAndLandingFeesIncomeStatement , QuantConnect.Data.Fundamental.RepaymentOfDebtCashFlowStatement , QuantConnect.Data.Fundamental.RepurchaseOfCapitalStockCashFlowStatement , QuantConnect.Data.Fundamental.ResearchAndDevelopmentIncomeStatement , QuantConnect.Data.Fundamental.RestrictedCashBalanceSheet , QuantConnect.Data.Fundamental.RestructuringAndMergernAcquisitionIncomeStatement , QuantConnect.Data.Fundamental.RetainedEarningsBalanceSheet , QuantConnect.Data.Fundamental.SalariesAndWagesIncomeStatement , QuantConnect.Data.Fundamental.SaleOfBusinessCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfIntangiblesCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfInvestmentCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfPPECashFlowStatement , QuantConnect.Data.Fundamental.SalesPerEmployee , QuantConnect.Data.Fundamental.SecuritiesAmortizationIncomeStatement , QuantConnect.Data.Fundamental.SellingAndMarketingExpenseIncomeStatement , QuantConnect.Data.Fundamental.SellingGeneralAndAdministrationIncomeStatement , QuantConnect.Data.Fundamental.ServiceChargeOnDepositorAccountsIncomeStatement , QuantConnect.Data.Fundamental.ShortTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.ShortTermDebtPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.SpecialIncomeChargesIncomeStatement , QuantConnect.Data.Fundamental.StockBasedCompensationCashFlowStatement , QuantConnect.Data.Fundamental.StockholdersEquityBalanceSheet , QuantConnect.Data.Fundamental.TangibleBookValueBalanceSheet , QuantConnect.Data.Fundamental.TaxEffectOfUnusualItemsIncomeStatement , QuantConnect.Data.Fundamental.TaxProvisionIncomeStatement , QuantConnect.Data.Fundamental.TaxRate , QuantConnect.Data.Fundamental.TaxRateForCalcsIncomeStatement , QuantConnect.Data.Fundamental.TotalAssetsBalanceSheet , QuantConnect.Data.Fundamental.TotalCapitalizationBalanceSheet , QuantConnect.Data.Fundamental.TotalDebtBalanceSheet , QuantConnect.Data.Fundamental.TotalDebtEquityRatio , QuantConnect.Data.Fundamental.TotalDividendPerShare , QuantConnect.Data.Fundamental.TotalEquityBalanceSheet , QuantConnect.Data.Fundamental.TotalEquityGrossMinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.TotalExpensesIncomeStatement , QuantConnect.Data.Fundamental.TotalLiabilitiesNetMinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.TotalMoneyMarketInvestmentsIncomeStatement , QuantConnect.Data.Fundamental.TotalNonCurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.TotalRevenueIncomeStatement , QuantConnect.Data.Fundamental.TotalRiskBasedCapital , QuantConnect.Data.Fundamental.TotalTaxPayableBalanceSheet , QuantConnect.Data.Fundamental.TotalUnusualItemsExcludingGoodwillIncomeStatement , QuantConnect.Data.Fundamental.TotalUnusualItemsIncomeStatement , QuantConnect.Data.Fundamental.TradingGainLossIncomeStatement , QuantConnect.Data.Fundamental.TreasuryStockBalanceSheet , QuantConnect.Data.Fundamental.UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.WorkingCapitalBalanceSheet , QuantConnect.Data.Fundamental.WorkInProcessBalanceSheet , QuantConnect.Expiry
• OnEndOfAlgorithm() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnEndOfDay() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnEndOfTimeStep() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnEnumeratorFinished() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• OneQuarter : QuantConnect.Expiry
• OnError() : QuantConnect.Brokerages.WebSocketClientWrapper
• OnErrorRaised() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• OneSecond : QuantConnect.Time
• OnEventFired() : QuantConnect.Scheduling.ScheduledEvent
• OneYear : QuantConnect.Data.Fundamental.AssetsTurnover , QuantConnect.Data.Fundamental.BookValuePerShareGrowth , QuantConnect.Data.Fundamental.CapExGrowth , QuantConnect.Data.Fundamental.CapExSalesRatio , QuantConnect.Data.Fundamental.CapitalExpenditureAnnual5YrGrowth , QuantConnect.Data.Fundamental.CapitalExpendituretoEBITDA , QuantConnect.Data.Fundamental.CashConversionCycle , QuantConnect.Data.Fundamental.CashFlowFromFinancingGrowth , QuantConnect.Data.Fundamental.CashFlowFromInvestingGrowth , QuantConnect.Data.Fundamental.CashRatio , QuantConnect.Data.Fundamental.CashRatioGrowth , QuantConnect.Data.Fundamental.CashtoTotalAssets , QuantConnect.Data.Fundamental.CFOGrowth , QuantConnect.Data.Fundamental.CommonEquityToAssets , QuantConnect.Data.Fundamental.CurrentRatio , QuantConnect.Data.Fundamental.CurrentRatioGrowth , QuantConnect.Data.Fundamental.DaysInInventory , QuantConnect.Data.Fundamental.DaysInPayment , QuantConnect.Data.Fundamental.DaysInSales , QuantConnect.Data.Fundamental.DebtToAssets , QuantConnect.Data.Fundamental.DilutedContEPSGrowth , QuantConnect.Data.Fundamental.DilutedEPSGrowth , QuantConnect.Data.Fundamental.DPSGrowth , QuantConnect.Data.Fundamental.EBITDAGrowth , QuantConnect.Data.Fundamental.EBITDAMargin , QuantConnect.Data.Fundamental.EBITMargin , QuantConnect.Data.Fundamental.EquityPerShareGrowth , QuantConnect.Data.Fundamental.ExpenseRatio , QuantConnect.Data.Fundamental.FCFGrowth , QuantConnect.Data.Fundamental.FCFNetIncomeRatio , QuantConnect.Data.Fundamental.FCFPerShareGrowth , QuantConnect.Data.Fundamental.FCFSalesRatio , QuantConnect.Data.Fundamental.FCFtoCFO , QuantConnect.Data.Fundamental.FinancialLeverage , QuantConnect.Data.Fundamental.FixAssetsTuronver , QuantConnect.Data.Fundamental.GrossMargin , QuantConnect.Data.Fundamental.GrossProfitAnnual5YrGrowth , QuantConnect.Data.Fundamental.InterestCoverage , QuantConnect.Data.Fundamental.InventoryTurnover , QuantConnect.Data.Fundamental.LongTermDebtEquityRatio , QuantConnect.Data.Fundamental.LongTermDebtTotalCapitalRatio , QuantConnect.Data.Fundamental.LossRatio , QuantConnect.Data.Fundamental.NetIncomeContOpsGrowth , QuantConnect.Data.Fundamental.NetIncomeGrowth , QuantConnect.Data.Fundamental.NetIncomePerEmployee , QuantConnect.Data.Fundamental.NetMargin , QuantConnect.Data.Fundamental.NormalizedBasicEPSGrowth , QuantConnect.Data.Fundamental.NormalizedDilutedEPSGrowth , QuantConnect.Data.Fundamental.NormalizedNetProfitMargin , QuantConnect.Data.Fundamental.NormalizedROIC , QuantConnect.Data.Fundamental.OperationIncomeGrowth , QuantConnect.Data.Fundamental.OperationMargin , QuantConnect.Data.Fundamental.OperationRevenueGrowth3MonthAvg , QuantConnect.Data.Fundamental.PaymentTurnover , QuantConnect.Data.Fundamental.Period , QuantConnect.Data.Fundamental.PretaxMargin , QuantConnect.Data.Fundamental.QuickRatio , QuantConnect.Data.Fundamental.ReceivableTurnover , QuantConnect.Data.Fundamental.RevenueGrowth , QuantConnect.Data.Fundamental.ROA , QuantConnect.Data.Fundamental.ROE , QuantConnect.Data.Fundamental.ROIC , QuantConnect.Data.Fundamental.SalesPerEmployee , QuantConnect.Data.Fundamental.SolvencyRatio , QuantConnect.Data.Fundamental.StockholdersEquityGrowth , QuantConnect.Data.Fundamental.TaxRate , QuantConnect.Data.Fundamental.TotalAssetsGrowth , QuantConnect.Data.Fundamental.TotalDebtEquityRatio , QuantConnect.Data.Fundamental.TotalDebtEquityRatioGrowth , QuantConnect.Data.Fundamental.TotalLiabilitiesGrowth , QuantConnect.Data.Fundamental.WorkingCapitalTurnoverRatio , QuantConnect.Expiry , QuantConnect.Time
• OnFrameworkData() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnFrameworkSecuritiesChanged() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnHandledErrorEvent() : QuantConnect.Messaging.EventMessagingHandler
• OnInvalidConfigurationDetected() : QuantConnect.Data.HistoryProviderBase , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• OnInvalidSource() : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• OnLogEvent() : QuantConnect.Logging.QueueLogHandler , QuantConnect.Messaging.EventMessagingHandler
• OnlyApplyFilterAtMarketOpen() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• OnMarginCall() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnMarginCallWarning() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnMessage() : QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Brokerages.WebSocketClientWrapper
• OnNeck() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.OnNeck
• OnNewBrokerageOrderNotification() : QuantConnect.Brokerages.Brokerage
• OnNewDataAvailable() : QuantConnect.Lean.Engine.DataFeeds.Subscription
• OnNewDataRequest() : QuantConnect.Data.DataMonitor , QuantConnect.Interfaces.IDataMonitor , QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider
• OnNewParameterSet() : QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• OnNewTradableDate() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• OnNumericalPrecisionLimited() : QuantConnect.Data.HistoryProviderBase , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• OnOpen() : QuantConnect.Brokerages.WebSocketClientWrapper
• OnOptionNotification() : QuantConnect.Brokerages.Brokerage
• OnOptionPositionAssigned() : QuantConnect.Brokerages.Brokerage
• OnOrderEvent() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Brokerages.Brokerage , QuantConnect.CapacityEstimate , QuantConnect.Interfaces.IAlgorithm
• OnOrderEvents() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage
• OnOrderIdChangedEvent() : QuantConnect.Brokerages.Brokerage
• OnOrderUpdated() : QuantConnect.Brokerages.Brokerage , QuantConnect.Orders.Fills.FillModelParameters
• OnQuantityChanged() : QuantConnect.Securities.SecurityHolding
• OnReaderErrorDetected() : QuantConnect.Data.HistoryProviderBase , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• OnReconnectRequested() : QuantConnect.Brokerages.DefaultConnectionHandler
• OnRuntimeErrorEvent() : QuantConnect.Messaging.EventMessagingHandler
• OnSecuritiesChanged() : QuantConnect.Algorithm.Framework.Alphas.AlphaModel , QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper , QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel , QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel , QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel , QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel , QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel , QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel , QuantConnect.Algorithm.Framework.Alphas.PearsonCorrelationPairsTradingAlphaModel , QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel , QuantConnect.Algorithm.Framework.Execution.ExecutionModel , QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper , QuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel , QuantConnect.Algorithm.Framework.INotifiedSecurityChanges , QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper , QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel , QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel , QuantConnect.Algorithm.Framework.Risk.RiskManagementModel , QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager
• OnSelectionChanged() : QuantConnect.Data.UniverseSelection.Universe
• OnSplits() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnStartDateLimited() : QuantConnect.Data.HistoryProviderBase , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• OnSubscriptionFinished() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• OnSubscriptionNewDataAvailable() : QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer
• OnSymbolChangedEvents() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OnSystemDebugEvent() : QuantConnect.Messaging.EventMessagingHandler
• OnUpdated() : QuantConnect.Indicators.IndicatorBase< T >
• OnWarmupFinished() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• Open : QuantConnect.Api.ProjectFile , 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.Orders.Fills.Prices , QuantConnect.Packets.MarketToday , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache , QuantConnect.ToolBox.Bz2StreamProvider , QuantConnect.ToolBox.FileStreamProvider , QuantConnect.ToolBox.GzipStreamProvider , QuantConnect.ToolBox.IStreamProvider , QuantConnect.ToolBox.ZipStreamProvider
• OpenAllDay() : QuantConnect.Securities.LocalMarketHours , QuantConnect.Securities.MarketHoursSegment
• OpenInterest : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OpenInterest , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.OptionFilterUniverse , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache
• OpenInterestConsolidator() : QuantConnect.Data.Consolidators.OpenInterestConsolidator
• OpenInterestFutureUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.OpenInterestFutureUniverseSelectionModel
• OpenOn : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• OpenOrdersCancelOnReverseSplitSymbols : QuantConnect.Messages.TradierBrokerageModel
• OpenRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• OperatingCashFlow : QuantConnect.Data.Fundamental.CashFlowStatement
• OperatingCashFlowCashFlowStatement() : QuantConnect.Data.Fundamental.OperatingCashFlowCashFlowStatement
• OperatingExpense : QuantConnect.Data.Fundamental.IncomeStatement
• OperatingExpenseAsReported : QuantConnect.Data.Fundamental.IncomeStatement
• OperatingExpenseAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.OperatingExpenseAsReportedIncomeStatement
• OperatingExpenseIncomeStatement() : QuantConnect.Data.Fundamental.OperatingExpenseIncomeStatement
• OperatingGainsLosses : QuantConnect.Data.Fundamental.CashFlowStatement
• OperatingGainsLossesCashFlowStatement() : QuantConnect.Data.Fundamental.OperatingGainsLossesCashFlowStatement
• OperatingIncome : QuantConnect.Data.Fundamental.IncomeStatement
• OperatingIncomeIncomeStatement() : QuantConnect.Data.Fundamental.OperatingIncomeIncomeStatement
• OperatingLeaseAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OperatingLeaseAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OperatingLeaseAssetsBalanceSheet
• OperatingRevenue : QuantConnect.Data.Fundamental.IncomeStatement
• OperatingRevenueIncomeStatement() : QuantConnect.Data.Fundamental.OperatingRevenueIncomeStatement
• OperationAndMaintenance : QuantConnect.Data.Fundamental.IncomeStatement
• OperationAndMaintenanceIncomeStatement() : QuantConnect.Data.Fundamental.OperationAndMaintenanceIncomeStatement
• OperationIncomeGrowth() : QuantConnect.Data.Fundamental.OperationIncomeGrowth , QuantConnect.Data.Fundamental.OperationRatios
• OperationMargin() : QuantConnect.Data.Fundamental.OperationMargin , QuantConnect.Data.Fundamental.OperationRatios
• OperationRatios : QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.Fundamental.OperationRatios
• OperationRevenueGrowth3MonthAvg : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.OperationRevenueGrowth3MonthAvg
• Operator : QuantConnect.Optimizer.Objectives.Constraint
• operator CashAmount() : QuantConnect.Securities.ConvertibleCashAmount
• operator decimal() : QuantConnect.Data.Fundamental.MultiPeriodField< T > , QuantConnect.Data.Fundamental.MultiPeriodFieldLong , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorDataPoint , QuantConnect.Indicators.IndicatorDataPoints , QuantConnect.Orders.Fees.OrderFee , QuantConnect.Securities.ConvertibleCashAmount , QuantConnect.Securities.InitialMargin , QuantConnect.Securities.MaintenanceMargin , QuantConnect.Securities.Positions.PositionGroupBuyingPower , QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroup
• operator HasSufficientBuyingPowerForOrderParameters() : QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• operator IndicatorResult() : QuantConnect.Indicators.IndicatorResult
• operator InitialMargin() : QuantConnect.Securities.InitialMargin
• operator int() : QuantConnect.Orders.OrderTicket
• operator List< Symbol >() : QuantConnect.Securities.OptionFilterUniverse
• operator MaintenanceMargin() : QuantConnect.Securities.MaintenanceMargin
• operator PositionGroupBuyingPower() : QuantConnect.Securities.Positions.PositionGroupBuyingPower
• operator ReservedBuyingPowerForPositionGroup() : QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroup
• operator ReservedBuyingPowerForPositionGroupParameters() : QuantConnect.Securities.Positions.PositionGroupBuyingPowerParameters
• operator string() : QuantConnect.Exchange , QuantConnect.Symbol
• operator Symbol() : QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Symbol
• operator T() : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• operator!=() : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataSource , QuantConnect.Exchange , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Securities.CashAmount , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch , QuantConnect.Securities.Positions.PositionGroupKey , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.Symbol
• operator*() : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• operator+() : QuantConnect.Data.UniverseSelection.SecurityChanges , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• operator-() : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• operator<() : QuantConnect.Indicators.IndicatorBase< T >
• operator<=() : QuantConnect.Indicators.IndicatorBase< T >
• operator==() : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataSource , QuantConnect.Exchange , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Securities.CashAmount , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch , QuantConnect.Securities.Positions.PositionGroupKey , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.Symbol
• operator>() : QuantConnect.Indicators.IndicatorBase< T >
• operator>=() : QuantConnect.Indicators.IndicatorBase< T >
• OppositePrice : QuantConnect.Indicators.OptionIndicatorBase
• OPRA : QuantConnect.Exchange
• Optimization : QuantConnect.Api.OptimizationResponseWrapper
• OptimizationBacktest() : QuantConnect.Api.OptimizationBacktest
• OptimizationId : QuantConnect.Api.BaseOptimization , QuantConnect.Api.BasicBacktest , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
• OptimizationNodePacket() : QuantConnect.Optimizer.OptimizationNodePacket
• OptimizationParameter() : QuantConnect.Optimizer.Parameters.OptimizationParameter , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T >
• OptimizationParameterNotSpecified : QuantConnect.Messages.OptimizationParameterJsonConverter
• OptimizationParameterNotSupported : QuantConnect.Messages.OptimizationParameterJsonConverter
• OptimizationParameters : QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• OptimizationResult() : QuantConnect.Optimizer.OptimizationResult
• Optimizations : QuantConnect.Api.OptimizationList
• OptimizationStepParameter() : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
• OptimizationStepParameterEnumerator() : QuantConnect.Optimizer.Parameters.OptimizationStepParameterEnumerator
• OptimizationStrategy : QuantConnect.Optimizer.OptimizationNodePacket
• OptimizationStrategySettings : QuantConnect.Optimizer.OptimizationNodePacket
• OptimizationTarget : QuantConnect.Api.Optimization , QuantConnect.Optimizer.LeanOptimizer
• Optimize() : QuantConnect.Algorithm.Framework.Portfolio.IPortfolioOptimizer , QuantConnect.Algorithm.Framework.Portfolio.MaximumSharpeRatioPortfolioOptimizer , QuantConnect.Algorithm.Framework.Portfolio.MinimumVariancePortfolioOptimizer , QuantConnect.Algorithm.Framework.Portfolio.PortfolioOptimizerPythonWrapper , QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioOptimizer , QuantConnect.Algorithm.Framework.Portfolio.UnconstrainedMeanVariancePortfolioOptimizer
• Option : QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.OptionAssignmentParameters
• OptionAssignment : QuantConnect.Messages.DefaultExerciseModel
• OptionAssignmentModel : QuantConnect.Securities.Option.Option
• OptionAssignmentModelPythonWrapper() : QuantConnect.Python.OptionAssignmentModelPythonWrapper
• OptionAssignmentParameters() : QuantConnect.Securities.Option.OptionAssignmentParameters
• OptionAssignmentResult() : QuantConnect.Securities.Option.OptionAssignmentResult
• OptionChain() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.Market.OptionChain
• OptionChainedUniverseSelectionModel() : QuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel
• OptionChainProvider : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• OptionChains() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.Market.OptionChains , QuantConnect.Data.Slice
• OptionChainUniverse() : QuantConnect.Data.UniverseSelection.OptionChainUniverse
• OptionChainUniverseSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory
• OptionContract() : QuantConnect.Data.Market.OptionContract
• OptionContracts() : QuantConnect.Data.Market.OptionContracts
• OptionContractUniverse() : QuantConnect.Algorithm.Selection.OptionContractUniverse
• OptionExchange() : QuantConnect.Securities.Option.OptionExchange
• OptionExercise : QuantConnect.Messages.DefaultExerciseModel , QuantConnect.Orders.OptionExercise.DefaultExerciseModel , QuantConnect.Orders.OptionExercise.IOptionExerciseModel , QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper
• OptionExerciseModel : QuantConnect.Securities.Option.Option
• OptionExerciseModelPythonWrapper() : QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper
• OptionExerciseOrder() : QuantConnect.Orders.OptionExerciseOrder
• OptionExpirations : QuantConnect.TradingDay
• OptionFilterUniverse() : QuantConnect.Securities.OptionFilterUniverse
• OptionGreeksIndicatorBase() : QuantConnect.Indicators.OptionGreeksIndicatorBase
• OptionHistory() : QuantConnect.Research.OptionHistory , QuantConnect.Research.QuantBook
• OptionHolding() : QuantConnect.Securities.Option.OptionHolding
• OptionIndicatorBase() : QuantConnect.Indicators.OptionIndicatorBase
• OptionInitialMargin() : QuantConnect.Securities.OptionInitialMargin
• OptionLegs : QuantConnect.Securities.Option.OptionStrategy
• OptionMarginModel() : QuantConnect.Securities.Option.OptionMarginModel
• OptionNotification : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OptionNotificationEventArgs() : QuantConnect.Brokerages.OptionNotificationEventArgs
• OptionPosition() : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• OptionPositionAssigned : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OptionPositionCollection() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• OptionPriceModelPriceGenerator() : QuantConnect.ToolBox.RandomDataGenerator.OptionPriceModelPriceGenerator
• OptionPriceModelResult() : QuantConnect.Securities.Option.OptionPriceModelResult
• OptionResolutions : QuantConnect.Data.BaseData
• OptionRight : QuantConnect.SecurityIdentifier , QuantConnect.SymbolRepresentation.OptionTickerProperties
• OptionRightNotSupportedBySecurityType : QuantConnect.Messages.SecurityIdentifier
• OptionRightToLower() : QuantConnect.Extensions
• Options : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher
• OptionStrategyDefinition() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• OptionStrategyDefinitionMatch() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
• OptionStrategyLegDefinition() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition
• OptionStrategyLegDefinitionMatch() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• OptionStrategyLegPredicate() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate
• OptionStrategyLegPredicateReferenceValue() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue
• OptionStrategyMatch() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatch
• OptionStrategyMatcher() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher
• OptionStrategyMatcherOptions() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• OptionStrategyPositionGroupBuyingPowerModel() : QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel
• OptionStrategyPositionGroupResolver() : QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver
• OptionStrike : QuantConnect.SymbolRepresentation.OptionTickerProperties
• OptionStyle : QuantConnect.SecurityIdentifier
• OptionStyleNotSupportedBySecurityType : QuantConnect.Messages.SecurityIdentifier
• OptionStyleToLower() : QuantConnect.Extensions
• OptionSymbol : QuantConnect.Indicators.OptionIndicatorBase
• OptionSymbolProperties() : QuantConnect.Securities.Option.OptionSymbolProperties
• OptionType : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• OptionUniverse() : QuantConnect.Data.UniverseSelection.OptionUniverse
• OptionUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel
• OptionUseScaleFactor() : QuantConnect.Util.LeanData
• OrangeJuice : QuantConnect.Securities.Futures.Softs
• Order() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Brokerages.NewBrokerageOrderNotificationEventArgs , 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 , QuantConnect.Orders.ApiOrderResponse , QuantConnect.Orders.Fees.OrderFeeParameters , QuantConnect.Orders.Fills.FillModelParameters , QuantConnect.Orders.Order , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.InitialMarginRequiredForOrderParameters , QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters
• OrderByMarginImpact() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection
• OrderBySafe< TSource, TKey >() : QuantConnect.Extensions
• OrderCanceledByCancelOpenOrders() : QuantConnect.Messages.SecurityTransactionManager
• OrderClosed : QuantConnect.Orders.OrderTicket
• OrderCrossesZero() : QuantConnect.Brokerages.BrokerageExtensions
• OrderEvent() : 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.Orders.OrderEvent
• OrderEventId : QuantConnect.Orders.Serialization.SerializedOrderEvent
• OrderEventJsonConverter() : QuantConnect.Orders.Serialization.OrderEventJsonConverter
• OrderEventPacket() : QuantConnect.Packets.OrderEventPacket
• OrderEvents : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Orders.OrderTicket , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• OrderFee() : QuantConnect.Orders.Fees.OrderFee , QuantConnect.Orders.OrderEvent
• OrderFeeAmount : QuantConnect.Orders.Serialization.SerializedOrderEvent
• OrderFeeCurrency : QuantConnect.Orders.Serialization.SerializedOrderEvent
• OrderFeeParameters() : QuantConnect.Orders.Fees.OrderFeeParameters
• OrderId : QuantConnect.Commands.CancelOrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Orders.BrokerageOrderIdChangedEvent , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.OrderResponse , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.OrderUpdateEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• OrderIdChanged : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OrderIds : QuantConnect.Orders.GroupOrderManager
• OrderNotFilledWithinExpectedTime() : QuantConnect.Messages.SecurityTransactionManager
• OrderPosition : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• OrderPrice : QuantConnect.Orders.Leg
• OrderProperties() : QuantConnect.Orders.OrderProperties , QuantConnect.Orders.SubmitOrderRequest
• OrderQuantity : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• OrderQuantityHolding : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• OrderQuantityLessThanLotSize() : QuantConnect.Messages.BuyingPowerModel , QuantConnect.Messages.CashBuyingPowerModel
• OrderQuantityLessThanLotSizeOrderDetails() : QuantConnect.Messages.CashBuyingPowerModel
• OrderQuantityUpdateNotSupported : QuantConnect.Messages.TradierBrokerageModel
• OrderRequest() : QuantConnect.Orders.OrderRequest
• OrderRequestMarginInformation() : QuantConnect.Messages.SecurityPortfolioManager
• OrderRequestType : QuantConnect.Orders.CancelOrderRequest , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderRequest
• Orders : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Orders.OrdersResponseWrapper , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters
• OrdersCount : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.IOrderProvider , QuantConnect.Securities.SecurityTransactionManager
• OrderSet : QuantConnect.Orders.OrderTicket
• OrdersStatusChanged : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OrderSubmissionData : QuantConnect.Orders.Order , QuantConnect.Orders.OrderSubmissionData
• OrderTargetsByMarginImpact() : QuantConnect.Extensions
• OrderTicket() : QuantConnect.Orders.OrderTicket
• OrderTickets : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler
• OrderType : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest , QuantConnect.Commands.OrderCommand , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.SubmitOrderRequest
• OrderUpdated : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• OrderUpdateNotSupported : QuantConnect.Messages.DefaultBrokerageModel
• OrdinarySharesNumber : QuantConnect.Data.Fundamental.BalanceSheet
• OrdinarySharesNumberBalanceSheet() : QuantConnect.Data.Fundamental.OrdinarySharesNumberBalanceSheet
• Organization : QuantConnect.Api.OrganizationResponse
• OrganizationId : QuantConnect.Api.Account , QuantConnect.Api.Backtest , QuantConnect.Api.Project
• OrganizationID : QuantConnect.Globals
• OrganizationId : QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket
• OTCX : QuantConnect.Exchange
• OtherAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OtherAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OtherAssetsBalanceSheet
• OtherBorrowedFunds : QuantConnect.Data.Fundamental.BalanceSheet
• OtherBorrowedFundsBalanceSheet() : QuantConnect.Data.Fundamental.OtherBorrowedFundsBalanceSheet
• OtherCapitalStock : QuantConnect.Data.Fundamental.BalanceSheet
• OtherCapitalStockBalanceSheet() : QuantConnect.Data.Fundamental.OtherCapitalStockBalanceSheet
• OtherCashAdjustExcludeFromChangeinCash : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherCashAdjustExcludeFromChangeinCashCashFlowStatement() : QuantConnect.Data.Fundamental.OtherCashAdjustExcludeFromChangeinCashCashFlowStatement
• OtherCashAdjustIncludedIntoChangeinCash : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement() : QuantConnect.Data.Fundamental.OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement
• OtherCashPaymentsfromOperatingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherCashPaymentsfromOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.OtherCashPaymentsfromOperatingActivitiesCashFlowStatement
• OtherCashReceiptsfromOperatingActivities : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherCashReceiptsfromOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.OtherCashReceiptsfromOperatingActivitiesCashFlowStatement
• OtherCostofRevenue : QuantConnect.Data.Fundamental.IncomeStatement
• OtherCostofRevenueIncomeStatement() : QuantConnect.Data.Fundamental.OtherCostofRevenueIncomeStatement
• OtherCurrentAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OtherCurrentAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OtherCurrentAssetsBalanceSheet
• OtherCurrentBorrowings : QuantConnect.Data.Fundamental.BalanceSheet
• OtherCurrentBorrowingsBalanceSheet() : QuantConnect.Data.Fundamental.OtherCurrentBorrowingsBalanceSheet
• OtherCurrentLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• OtherCurrentLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.OtherCurrentLiabilitiesBalanceSheet
• OtherCustomerServices : QuantConnect.Data.Fundamental.IncomeStatement
• OtherCustomerServicesIncomeStatement() : QuantConnect.Data.Fundamental.OtherCustomerServicesIncomeStatement
• OtherEnergySources() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• OtherEquityAdjustments : QuantConnect.Data.Fundamental.BalanceSheet
• OtherEquityAdjustmentsBalanceSheet() : QuantConnect.Data.Fundamental.OtherEquityAdjustmentsBalanceSheet
• OtherEquityInterest : QuantConnect.Data.Fundamental.BalanceSheet
• OtherEquityInterestBalanceSheet() : QuantConnect.Data.Fundamental.OtherEquityInterestBalanceSheet
• OtherFinancialLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• OtherFinancialLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.OtherFinancialLiabilitiesBalanceSheet
• OtherGA : QuantConnect.Data.Fundamental.IncomeStatement
• OtherGAIncomeStatement() : QuantConnect.Data.Fundamental.OtherGAIncomeStatement
• OtherImportantTradingPartners : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.TradeWeightedUsDollarIndex
• OtherIncomeExpense : QuantConnect.Data.Fundamental.IncomeStatement
• OtherIncomeExpenseIncomeStatement() : QuantConnect.Data.Fundamental.OtherIncomeExpenseIncomeStatement
• OtherIndustrialMetalsAndMining : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OtherIntangibleAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OtherIntangibleAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OtherIntangibleAssetsBalanceSheet
• OtherInterestExpense : QuantConnect.Data.Fundamental.IncomeStatement
• OtherInterestExpenseIncomeStatement() : QuantConnect.Data.Fundamental.OtherInterestExpenseIncomeStatement
• OtherInterestIncome : QuantConnect.Data.Fundamental.IncomeStatement
• OtherInterestIncomeIncomeStatement() : QuantConnect.Data.Fundamental.OtherInterestIncomeIncomeStatement
• OtherInventories : QuantConnect.Data.Fundamental.BalanceSheet
• OtherInventoriesBalanceSheet() : QuantConnect.Data.Fundamental.OtherInventoriesBalanceSheet
• OtherInvestedAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OtherInvestedAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OtherInvestedAssetsBalanceSheet
• OtherInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• OtherInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.OtherInvestmentsBalanceSheet
• OtherLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• OtherLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.OtherLiabilitiesBalanceSheet
• OtherLoanAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OtherLoanAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OtherLoanAssetsBalanceSheet
• OtherLoansCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• OtherLoansCurrentBalanceSheet() : QuantConnect.Data.Fundamental.OtherLoansCurrentBalanceSheet
• OtherLoansNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• OtherLoansNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.OtherLoansNonCurrentBalanceSheet
• OtherLoansTotal : QuantConnect.Data.Fundamental.BalanceSheet
• OtherLoansTotalBalanceSheet() : QuantConnect.Data.Fundamental.OtherLoansTotalBalanceSheet
• OtherNonCashItems : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherNonCashItemsCashFlowStatement() : QuantConnect.Data.Fundamental.OtherNonCashItemsCashFlowStatement
• OtherNonCurrentAssets : QuantConnect.Data.Fundamental.BalanceSheet
• OtherNonCurrentAssetsBalanceSheet() : QuantConnect.Data.Fundamental.OtherNonCurrentAssetsBalanceSheet
• OtherNonCurrentLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• OtherNonCurrentLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.OtherNonCurrentLiabilitiesBalanceSheet
• OtherNonInterestExpense : QuantConnect.Data.Fundamental.IncomeStatement
• OtherNonInterestExpenseIncomeStatement() : QuantConnect.Data.Fundamental.OtherNonInterestExpenseIncomeStatement
• OtherNonInterestIncome : QuantConnect.Data.Fundamental.IncomeStatement
• OtherNonInterestIncomeIncomeStatement() : QuantConnect.Data.Fundamental.OtherNonInterestIncomeIncomeStatement
• OtherNonOperatingExpenses : QuantConnect.Data.Fundamental.IncomeStatement
• OtherNonOperatingExpensesIncomeStatement() : QuantConnect.Data.Fundamental.OtherNonOperatingExpensesIncomeStatement
• OtherNonOperatingIncome : QuantConnect.Data.Fundamental.IncomeStatement
• OtherNonOperatingIncomeExpenses : QuantConnect.Data.Fundamental.IncomeStatement
• OtherNonOperatingIncomeExpensesIncomeStatement() : QuantConnect.Data.Fundamental.OtherNonOperatingIncomeExpensesIncomeStatement
• OtherNonOperatingIncomeIncomeStatement() : QuantConnect.Data.Fundamental.OtherNonOperatingIncomeIncomeStatement
• OtherOperatingExpenses : QuantConnect.Data.Fundamental.IncomeStatement
• OtherOperatingExpensesIncomeStatement() : QuantConnect.Data.Fundamental.OtherOperatingExpensesIncomeStatement
• OtherOperatingIncomeTotal : QuantConnect.Data.Fundamental.IncomeStatement
• OtherOperatingIncomeTotalIncomeStatement() : QuantConnect.Data.Fundamental.OtherOperatingIncomeTotalIncomeStatement
• OtherOperatingInflowsOutflowsofCash : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherOperatingInflowsOutflowsofCashCashFlowStatement() : QuantConnect.Data.Fundamental.OtherOperatingInflowsOutflowsofCashCashFlowStatement
• OtherPayable : QuantConnect.Data.Fundamental.BalanceSheet
• OtherPayableBalanceSheet() : QuantConnect.Data.Fundamental.OtherPayableBalanceSheet
• OtherPreciousMetalsAndMining : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• OtherProperties : QuantConnect.Data.Fundamental.BalanceSheet
• OtherPropertiesBalanceSheet() : QuantConnect.Data.Fundamental.OtherPropertiesBalanceSheet
• OtherRealEstateOwned : QuantConnect.Data.Fundamental.BalanceSheet
• OtherRealEstateOwnedBalanceSheet() : QuantConnect.Data.Fundamental.OtherRealEstateOwnedBalanceSheet
• OtherReceivables : QuantConnect.Data.Fundamental.BalanceSheet
• OtherReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.OtherReceivablesBalanceSheet
• OtherReserves : QuantConnect.Data.Fundamental.BalanceSheet
• OtherReservesBalanceSheet() : QuantConnect.Data.Fundamental.OtherReservesBalanceSheet
• OtherShortTermInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• OtherShortTermInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.OtherShortTermInvestmentsBalanceSheet
• OtherSpecialCharges : QuantConnect.Data.Fundamental.IncomeStatement
• OtherSpecialChargesIncomeStatement() : QuantConnect.Data.Fundamental.OtherSpecialChargesIncomeStatement
• OtherStaffCosts : QuantConnect.Data.Fundamental.IncomeStatement
• OtherStaffCostsIncomeStatement() : QuantConnect.Data.Fundamental.OtherStaffCostsIncomeStatement
• OtherTaxes : QuantConnect.Data.Fundamental.IncomeStatement
• OtherTaxesIncomeStatement() : QuantConnect.Data.Fundamental.OtherTaxesIncomeStatement
• OtherunderPreferredStockDividend : QuantConnect.Data.Fundamental.IncomeStatement
• OtherunderPreferredStockDividendIncomeStatement() : QuantConnect.Data.Fundamental.OtherunderPreferredStockDividendIncomeStatement
• OtherUnderwritingExpensesPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• OtherUnderwritingExpensesPaidCashFlowStatement() : QuantConnect.Data.Fundamental.OtherUnderwritingExpensesPaidCashFlowStatement
• OutOfSampleDays : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.Backtest , QuantConnect.Api.BaseOptimization , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.BacktestNodePacket
• OutOfSampleMaxEndDate : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.Backtest , QuantConnect.Api.BaseOptimization , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.BacktestNodePacket
• OutOfTheMoneyAmount() : QuantConnect.Securities.Option.Option
• OutputType : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RangeConsolidator , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper
• OutsideRegularTradingHours : QuantConnect.Orders.InteractiveBrokersOrderProperties
• Over() : QuantConnect.Indicators.IndicatorExtensions
• Overlaps() : QuantConnect.Securities.MarketHoursSegment , QuantConnect.Util.ConcurrentSet< T >
• Owner : QuantConnect.Api.Collaborator , QuantConnect.Api.Project
• OwnerId : QuantConnect.Api.Project
• OwnerName : QuantConnect.Api.Library