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• Backtest : QuantConnect.Api.BacktestResponseWrapper
• BacktestCount : QuantConnect.Api.ResearchGuide
• BacktestEnd : QuantConnect.Api.Backtest
• BacktestId : QuantConnect.Api.BasicBacktest , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationResult , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
• BacktestingMaxInsights : QuantConnect.Packets.Controls
• BacktestingMaxOrders : QuantConnect.Packets.Controls
• BacktestLogLimit : QuantConnect.Packets.Controls
• BacktestNodes : QuantConnect.Api.NodeList
• BacktestResult : QuantConnect.Report.ReportElements.SharpeRatioReportElement
• Backtests : QuantConnect.Api.BacktestList , QuantConnect.Api.BacktestSummaryList , QuantConnect.Api.Optimization
• BacktestStart : QuantConnect.Api.Backtest
• BackwardsPanamaCanalScale : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• BackwardsRatioScale : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• Balance : QuantConnect.Api.Credit , QuantConnect.Api.DataLink , QuantConnect.Api.Estimate
• BandWidth : QuantConnect.Indicators.BollingerBands
• Bars : QuantConnect.Data.Slice
• BarSize : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• BaseCurrency : QuantConnect.Securities.Crypto.Crypto , QuantConnect.Securities.CryptoFuture.CryptoFuture , QuantConnect.Securities.Forex.Forex , QuantConnect.Securities.IBaseCurrencySymbol
• BasicLowerBand : QuantConnect.Indicators.SuperTrend
• BasicUpperBand : QuantConnect.Indicators.SuperTrend
• BATS : QuantConnect.Exchange
• BATS_Y : QuantConnect.Exchange
• BearCallLadder : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BearCallSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BearPutLadder : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BearPutSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Benchmark : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• BestAskPrice : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• BestAskSize : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• BestBidPrice : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• BestBidSize : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook
• Beta : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics
• Bid : QuantConnect.Data.Market.QuoteBar
• BidClose : QuantConnect.Field
• BidHigh : QuantConnect.Field
• BidLow : QuantConnect.Field
• BidOpen : QuantConnect.Field
• BidPrice : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.Tick , QuantConnect.Field , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Orders.OrderSubmissionData , QuantConnect.Securities.SecurityCache
• Bids : QuantConnect.Brokerages.DefaultOrderBook
• BidSize : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.Tick , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.SecurityCache
• Bio : QuantConnect.Api.Collaborator
• BollingerBands : QuantConnect.Indicators.SqueezeMomentum
• BOSTON : QuantConnect.Exchange
• BOX : QuantConnect.Exchange
• BoxSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Brand : QuantConnect.Api.Card
• BrickSize : QuantConnect.Data.Market.BaseRenkoBar
• Broker : QuantConnect.Orders.TerminalLinkOrderProperties
• Brokerage : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters , QuantConnect.Packets.LiveNodePacket
• BrokerageData : QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory , QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory , QuantConnect.Packets.LiveNodePacket
• BrokerageMessageHandler : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• BrokerageModel : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• BrokerageMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel
• BrokerageName : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• BrokerageOrderId : QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse
• BrokerageType : QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory
• BrokerId : QuantConnect.Orders.BrokerageOrderIdChangedEvent , QuantConnect.Orders.Order
• BSE : QuantConnect.Exchange
• BullCallLadder : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BullCallSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BullPutLadder : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BullPutSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BusinessDay : QuantConnect.TradingDay
• Busy : QuantConnect.Api.Node
• ButterflyCall : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ButterflyPut : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• BuyingPowerModel : QuantConnect.Securities.Positions.IPositionGroup , QuantConnect.Securities.Positions.PositionGroupKey , QuantConnect.Securities.Security