- a -

AbsoluteHoldingsCost : QuantConnect.Securities.SecurityHolding
AbsoluteHoldingsValue : QuantConnect.Securities.SecurityHolding
AbsoluteQuantity : QuantConnect.Securities.SecurityHolding
AbsoluteUsedBuyingPower : QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroup , QuantConnect.Securities.ReservedBuyingPowerForPosition
Access : QuantConnect.Api.Library
Account : QuantConnect.Orders.EzeOrderProperties , QuantConnect.Orders.InteractiveBrokersOrderProperties , QuantConnect.Orders.TerminalLinkOrderProperties
AccountBaseCurrency : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
AccountCurrency : QuantConnect.AlgorithmConfiguration , QuantConnect.Interfaces.IAccountCurrencyProvider , QuantConnect.Packets.LiveResult , QuantConnect.Securities.CashBook , QuantConnect.Securities.ErrorCurrencyConverter , QuantConnect.Securities.ICurrencyConverter , QuantConnect.Securities.IdentityCurrencyConverter
AccountCurrencySymbol : QuantConnect.Packets.LiveResult
AccountInstantlyUpdated : QuantConnect.Interfaces.IBrokerage
AccountType : QuantConnect.AlgorithmConfiguration , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
Active : QuantConnect.Api.Node
Added : QuantConnect.Data.UniverseSelection.Universe.Member , QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
ADDifference : QuantConnect.Indicators.McClellanOscillator
AdditionalTimeBucket : QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
Address : QuantConnect.Notifications.NotificationEmail , QuantConnect.Notifications.NotificationWeb
AdjustedClose : QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedHigh : QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedLow : QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedOpen : QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustedVolume : QuantConnect.Data.Custom.Tiingo.TiingoPrice
AdjustmentType : QuantConnect.Securities.Interfaces.IContinuousContractModel
ADRatio : QuantConnect.Indicators.ArmsIndex
ADVRatio : QuantConnect.Indicators.ArmsIndex
ADX : QuantConnect.Indicators.AverageDirectionalMovementIndexRating
AgreementUrl : QuantConnect.Api.DataPricesList
Algorithm : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportTargetParameters , QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Commands.BaseCommandHandler , QuantConnect.Lean.Engine.DataFeeds.Synchronizer , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Server.LocalLeanManager , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Report.PortfolioLooper
AlgorithmConfiguration : QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
AlgorithmCreationTimeout : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
AlgorithmCurrencySymbol : QuantConnect.Lean.Engine.Results.BaseResultsHandler
AlgorithmHandlers : QuantConnect.Lean.Engine.Engine , QuantConnect.Lean.Engine.Server.LocalLeanManager
AlgorithmHistoryDataPoints : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
AlgorithmId : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.AlgorithmManager , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Packets.AlgorithmNameUpdatePacket , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.AlgorithmTagsUpdatePacket , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.HandledErrorPacket , QuantConnect.Packets.LogPacket , QuantConnect.Packets.OrderEventPacket , QuantConnect.Packets.RuntimeErrorPacket
AlgorithmMode : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.LiveNodePacket
AlgorithmNodePacket : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
AlgorithmPerformanceCharts : QuantConnect.Lean.Engine.Results.BaseResultsHandler
Algorithms : QuantConnect.Api.LiveList
AlgorithmSettings : QuantConnect.Data.DataAggregatorInitializeParameters , QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider
AlgorithmStatus : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
AlgorithmStorageRoot : QuantConnect.Lean.Engine.Storage.LocalObjectStore
AllData : QuantConnect.Data.Slice
AllDefinitions : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
AllOrNone : QuantConnect.Orders.TradeStationOrderProperties
AllowedOptionStyles : QuantConnect.Securities.Option.QLOptionPriceModel
AllowedSecurityTypes : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport
Alpha : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics
AlphaId : QuantConnect.Packets.AlphaNodePacket , QuantConnect.Packets.AlphaResultPacket
AlwaysOpen : QuantConnect.Securities.MarketHoursDatabase
AMEX : QuantConnect.Exchange
AMEX_Options : QuantConnect.Exchange
Amount : QuantConnect.Securities.Cash , QuantConnect.Securities.CashAmount , QuantConnect.Securities.ConvertibleCashAmount , QuantConnect.Securities.UnsettledCashAmount
AnnualStandardDeviation : QuantConnect.Statistics.PortfolioStatistics
AnnualVariance : QuantConnect.Statistics.PortfolioStatistics
AnyTicker : QuantConnect.Data.Custom.IconicTypes.UnlinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar
Api : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Globals , QuantConnect.Interfaces.MessagingHandlerInitializeParameters , QuantConnect.Lean.Engine.LeanEngineSystemHandlers , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters
ApiConnection : QuantConnect.Api.Api
ApiKey : QuantConnect.Brokerages.BaseWebsocketsBrokerage
ApiSecret : QuantConnect.Brokerages.BaseWebsocketsBrokerage
appDomain : QuantConnect.AlgorithmFactory.Loader
ApplicationMemoryUsed : QuantConnect.OS
ARCA : QuantConnect.Exchange
ARCA_Options : QuantConnect.Exchange
AroonDown : QuantConnect.Indicators.AroonOscillator
AroonUp : QuantConnect.Indicators.AroonOscillator
ArParameters : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
ArResidualError : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
Ask : QuantConnect.Data.Market.QuoteBar
AskClose : QuantConnect.Field
AskHigh : QuantConnect.Field
AskLow : QuantConnect.Field
AskOpen : QuantConnect.Field
AskPrice : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.Tick , QuantConnect.Field , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Orders.OrderSubmissionData , QuantConnect.Securities.SecurityCache
Asks : QuantConnect.Brokerages.DefaultOrderBook
AskSize : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.Tick , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.SecurityCache
Assets : QuantConnect.Api.Node
Asynchronous : QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Securities.EmptyContractFilter , QuantConnect.Securities.FuncSecurityDerivativeFilter< T > , QuantConnect.Securities.IDerivativeSecurityFilter< T >
AuthCode : QuantConnect.Data.Custom.Tiingo.Tiingo
AutomaticIndicatorWarmUp : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
AutomaticPositionSides : QuantConnect.Orders.TerminalLinkOrderProperties
AutomaticRedeploy : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
AutoSelectNode : QuantConnect.Api.ProjectNodesResponse
AvailableData : QuantConnect.Api.DataList
AvailableDataTypes : QuantConnect.Interfaces.ISubscriptionDataConfigService , QuantConnect.Lean.Engine.DataFeeds.DataManager
AvailableTokens : QuantConnect.Util.RateLimit.ITokenBucket , QuantConnect.Util.RateLimit.LeakyBucket
Average : QuantConnect.Field
AverageEndTradeDrawdown : QuantConnect.Statistics.TradeStatistics
AverageFillPrice : QuantConnect.Orders.OrderTicket
AverageGain : QuantConnect.Indicators.RelativeStrengthIndex
AverageLosingTradeDuration : QuantConnect.Statistics.TradeStatistics
AverageLoss : QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Statistics.TradeStatistics
AverageLossRate : QuantConnect.Statistics.PortfolioStatistics
AverageMAE : QuantConnect.Statistics.TradeStatistics
AverageMFE : QuantConnect.Statistics.TradeStatistics
AveragePeriod : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
AveragePrice : QuantConnect.Holding , QuantConnect.Securities.SecurityHolding
AverageProfit : QuantConnect.Statistics.TradeStatistics
AverageProfitLoss : QuantConnect.Statistics.TradeStatistics
AverageTradeDuration : QuantConnect.Statistics.TradeStatistics
AverageTrueRange : QuantConnect.Indicators.KeltnerChannels
AverageWinningTradeDuration : QuantConnect.Statistics.TradeStatistics
AverageWinRate : QuantConnect.Statistics.PortfolioStatistics