- c -

• C2 : QuantConnect.Exchange
• C2Symbol : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.Collective2Position
• Cache : QuantConnect.Securities.Security
• CacheDataFolder : QuantConnect.Globals
• CachedOrderIDs : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• CacheRefreshPeriod : QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider , QuantConnect.Data.Auxiliary.LocalZipMapFileProvider , QuantConnect.Data.DividendYieldProvider
• CallCalendarSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• CanceledTime : QuantConnect.Orders.Order
• CancellationTokenSource : QuantConnect.Isolator
• CancelRequest : QuantConnect.Orders.OrderTicket
• CandlestickPatterns : QuantConnect.Algorithm.QCAlgorithm
• CanEmitNull : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator
• Canonical : QuantConnect.Symbol
• CanonicalOption : QuantConnect.Securities.Option.OptionStrategy
• CanRunLocally : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
• CanWrite : QuantConnect.Api.LiveAlgorithmResultsJsonConverter , QuantConnect.Orders.OrderJsonConverter
• Capacity : QuantConnect.CapacityEstimate , QuantConnect.Packets.LeakyBucketControlParameters , QuantConnect.Util.RateLimit.ITokenBucket , QuantConnect.Util.RateLimit.LeakyBucket
• Card : QuantConnect.Api.Account
• Cash : QuantConnect.Api.Portfolio , QuantConnect.Packets.LiveResult , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.CashBookUpdatedEventArgs , QuantConnect.Securities.ConvertibleCashAmount , QuantConnect.Securities.SecurityPortfolioManager
• CashAmount : QuantConnect.Packets.BacktestNodePacket , QuantConnect.Securities.ApplyFundsSettlementModelParameters
• CashBalance : QuantConnect.Securities.AccountEvent
• CashBook : QuantConnect.Packets.LiveResult , QuantConnect.Packets.LiveResultParameters , QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Securities.SecurityPortfolioManager
• CBOE : QuantConnect.Exchange
• CBOT : QuantConnect.Exchange
• CFE : QuantConnect.Exchange
• Channel : QuantConnect.Packets.Packet
• ChannelId : QuantConnect.Api.Project
• ChannelStatus : QuantConnect.Packets.AlgorithmStatusPacket
• Chart : QuantConnect.Api.ReadChartResponse
• ChartLock : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ChartName : QuantConnect.Api.GridChart
• Charts : QuantConnect.Api.Backtest , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• ChartSubscription : QuantConnect.AlgorithmControl , QuantConnect.Packets.AlgorithmStatusPacket
• ChartType : QuantConnect.Chart
• ChartUpdateInterval : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Chikou : QuantConnect.Indicators.IchimokuKinkoHyo
• CIK : QuantConnect.Securities.SecurityDefinition , QuantConnect.Symbol
• Cleared : QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• Clearing : QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• Client : QuantConnect.Api.ApiConnection
• CloneId : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.OptimizationSummary
• Close : 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.Interfaces.ISecurityPrice , QuantConnect.Orders.Fills.Prices , QuantConnect.Securities.SecurityCache
• ClosedTrades : QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Statistics.AlgorithmPerformance , QuantConnect.Statistics.TradeBuilder
• CloseOn : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• CloseRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• CloseTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• CloseTimeUtc : QuantConnect.Algorithm.Framework.Alphas.Insight
• CME : QuantConnect.Exchange
• Code : QuantConnect.Api.ProjectFile , QuantConnect.Brokerages.BrokerageMessageEvent , QuantConnect.Brokerages.WebSocketCloseData , QuantConnect.Exchange , QuantConnect.Securities.FutureOption.Api.CMEOptionExpirationEntry
• CodeRunning : QuantConnect.Api.Project
• CoinLeverage : QuantConnect.Brokerages.KrakenBrokerageModel
• Collaborators : QuantConnect.Api.Project
• Color : QuantConnect.Series
• Column : QuantConnect.Api.GridChart
• COMEX : QuantConnect.Exchange
• CommandName : QuantConnect.Commands.CommandResultPacket
• CompileId : QuantConnect.Api.Compile , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.LiveResultPacket
• Completed : QuantConnect.Api.Backtest
• CompositeFIGI : QuantConnect.Securities.SecurityDefinition , QuantConnect.Symbol
• CompoundingAnnualReturn : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics
• ConditionalOrder : QuantConnect.Orders.KrakenOrderProperties
• Confidence : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• Config : QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider , QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• ConfigProvider : QuantConnect.Orders.Fills.FillModelParameters
• Configuration : QuantConnect.Data.UniverseSelection.SubscriptionRequest , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.Subscription
• Connected : QuantConnect.Api.ApiConnection
• ConnectionId : QuantConnect.Brokerages.DefaultConnectionHandler
• Consolidated : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.ToolBox.TickAggregator
• Consolidator : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.ToolBox.TickAggregator
• Consolidators : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Indicators.IndicatorBase< T >
• ConsolidatorUpdateData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• Constraints : QuantConnect.Api.Optimization , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• ContainsFillForwardData : QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >
• Contemplated : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ContemplatedChanges : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact , QuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters
• ContemplatedGroups : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ContingentId : QuantConnect.Orders.Order
• ContractDepthOffset : QuantConnect.Data.HistoryRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings
• ContractFilter : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Option.Option
• ContractId : QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration
• ContractMultiplier : QuantConnect.Securities.Cfd.Cfd , QuantConnect.Securities.Option.Option , QuantConnect.Securities.SymbolProperties
• Contracts : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain
• ContractUnitOfTrade : QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.OptionSymbolProperties
• Controls : QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Packets.AlgorithmNodePacket
• Conversion : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ConversionRate : QuantConnect.Holding , QuantConnect.Securities.Cash , QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• ConversionRateSecurities : QuantConnect.Securities.CurrencyConversion.ICurrencyConversion
• Cores : QuantConnect.Api.SKU
• Cost : QuantConnect.Api.DataLink
• Count : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Api.BacktestSummaryList , QuantConnect.Brokerages.WebSocketClientWrapper.BinaryMessage , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 , QuantConnect.Data.Custom.IconicTypes.LinkedData , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.Slice , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Orders.GroupOrderManager , QuantConnect.Python.PythonSlice , QuantConnect.Scheduling.TimeMonitor , QuantConnect.Securities.CashBook , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.ConcurrentSet< T >
• CoveredCall : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• CoveredPut : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• CpuAllocation : QuantConnect.Packets.Controls
• CpuCount : QuantConnect.Api.Node
• CpuUsage : QuantConnect.OS
• Created : QuantConnect.Api.BasicBacktest , QuantConnect.Api.OptimizationSummary , QuantConnect.Api.Project , QuantConnect.Api.PropertiesObjectStore , QuantConnect.Api.Version , QuantConnect.Optimizer.OptimizationNodePacket
• CreatedTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• Credit : QuantConnect.Api.Organization
• CreditBalance : QuantConnect.Api.Account
• CreditCost : QuantConnect.Packets.Controls
• Criterion : QuantConnect.Api.BaseOptimization , QuantConnect.Optimizer.OptimizationNodePacket
• CSE : QuantConnect.Exchange
• CSFB : QuantConnect.Exchange
• CumulativeMaxPortfolioValue : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Currency : QuantConnect.Securities.CashAmount , QuantConnect.Securities.UnsettledCashAmount
• CurrencyConversion : QuantConnect.Securities.Cash
• CurrencyConverter : QuantConnect.Securities.InitialMarginRequiredForOrderParameters
• CurrencySymbol : QuantConnect.Holding , QuantConnect.Securities.AccountEvent , QuantConnect.Securities.Cash
• Current : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader , QuantConnect.Optimizer.Objectives.Target , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > , QuantConnect.Optimizer.Parameters.OptimizationStepParameterEnumerator , QuantConnect.Orders.Fills.Prices , QuantConnect.Securities.Positions.ReservedBuyingPowerImpact , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader
• CurrentAlgorithmEquity : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• CurrentBar : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.RangeConsolidator
• CurrentSelection : QuantConnect.Data.UniverseSelection.Universe.SelectionEventArgs
• CurrentSlice : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• CurrentSymbol : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
• CurrentTimeStepElapsed : QuantConnect.IsolatorLimitResult
• CurrentTrailingLowerBand : QuantConnect.Indicators.SuperTrend
• CurrentTrailingUpperBand : QuantConnect.Indicators.SuperTrend
• CUSIP : QuantConnect.Securities.SecurityDefinition , QuantConnect.Symbol
• CustomData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• CustomNotes1 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes2 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes3 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes4 : QuantConnect.Orders.TerminalLinkOrderProperties
• CustomNotes5 : QuantConnect.Orders.TerminalLinkOrderProperties