- e -

EarlyCloses : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
EDGA : QuantConnect.Exchange
EDGO : QuantConnect.Exchange
EDGX : QuantConnect.Exchange
EMAFast : QuantConnect.Indicators.McClellanOscillator
Email : QuantConnect.Api.Collaborator
EMASlow : QuantConnect.Indicators.McClellanOscillator
EmitTimeUtc : QuantConnect.Lean.Engine.DataFeeds.SubscriptionData
Empty : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
EnableAutomaticIndicatorWarmUp : QuantConnect.Algorithm.QCAlgorithm
Enabled : QuantConnect.Scheduling.ScheduledEvent , QuantConnect.Util.MemoizingEnumerable< T >
EnableGreekApproximation : QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.QLOptionPriceModel
EnableIntradayMargins : QuantConnect.Securities.Future.FutureMarginModel
Encoding : QuantConnect.Util.FuncTextWriter
Encrypted : QuantConnect.Api.Project
EncryptionKey : QuantConnect.Api.Project
End : QuantConnect.Data.Market.RenkoBar , QuantConnect.Packets.MarketHours , QuantConnect.Report.Crisis , QuantConnect.Report.DrawdownCollection , QuantConnect.Report.DrawdownPeriod , QuantConnect.Securities.MarketHoursSegment
EndDate : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmConfiguration , QuantConnect.Api.OptimizationBacktest , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Interfaces.IAlgorithm
EndDateTime : QuantConnect.Statistics.TradeStatistics
EndDateTimeLocal : QuantConnect.Data.Auxiliary.SymbolDateRange , QuantConnect.Data.Auxiliary.TickerDateRange
EndEquity : QuantConnect.Statistics.PortfolioStatistics
EndOfMonth : QuantConnect.Expiry
EndOfQuarter : QuantConnect.Expiry
EndOfStream : QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
EndOfWeek : QuantConnect.Expiry
EndTime : QuantConnect.Data.Auxiliary.ZipEntryName , QuantConnect.Data.BaseData , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.IBaseData , QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Data.UniverseSelection.CoarseFundamental , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Orders.Fills.Prices , QuantConnect.Python.PythonData
EndTimeUtc : QuantConnect.Data.BaseDataRequest , QuantConnect.Packets.HistoryRequest
EndTradeDrawdown : QuantConnect.Statistics.Trade
EndUtc : QuantConnect.DataDownloaderGetParameters
Entries : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson
EntryFileNames : QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader
EntryPath : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor
EntryPrice : QuantConnect.Statistics.Trade
EntryTime : QuantConnect.Statistics.Trade
Enumerator : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
EpochSignedTime : QuantConnect.Api.DataAgreement
Equity : QuantConnect.Api.OptimizationBacktest
EquityDividends : QuantConnect.TradingDay
EquityUsa : QuantConnect.Data.Auxiliary.AuxiliaryDataKey
Error : QuantConnect.Api.BasicBacktest , QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Interfaces.ObjectStoreErrorRaisedEventArgs
ErrorCode : QuantConnect.Orders.OrderResponse
ErrorMessage : QuantConnect.Interfaces.DataProviderNewDataRequestEventArgs , QuantConnect.IsolatorLimitResult , QuantConnect.Orders.OrderResponse
ErrorMessages : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
ErrorRaised : QuantConnect.Storage.ObjectStore
Errors : QuantConnect.Api.RestResponse , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
Estimate : QuantConnect.Api.EstimateResponseWrapper
EstimatedValue : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
EstimateId : QuantConnect.Api.Estimate
EUREX : QuantConnect.Exchange
Event : QuantConnect.Packets.OrderEventPacket
Events : QuantConnect.Orders.ApiOrderResponse
Exception : QuantConnect.Brokerages.WebSocketError , QuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs , QuantConnect.Lean.Engine.DataFeeds.ReaderErrorEventArgs
ExceptionLineShift : QuantConnect.Util.PythonUtil
Exchange : QuantConnect.Data.Market.Tick , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Orders.OrderProperties , QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry , QuantConnect.Securities.Security
ExchangeCode : QuantConnect.Data.Market.Tick
ExchangeHours : QuantConnect.Data.BaseDataRequest , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Securities.MarketHoursDatabase.Entry
ExchangePostFix : QuantConnect.Orders.WolverineOrderProperties
ExchangeTimeZone : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
ExchangeTransactionChargeMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel
Execution : QuantConnect.Algorithm.QCAlgorithm
ExecutionInstruction : QuantConnect.Orders.TerminalLinkOrderProperties
ExerciseSettlement : QuantConnect.Securities.Option.Option
ExitCode : QuantConnect.Api.OptimizationBacktest
ExitEvent : QuantConnect.Lean.Engine.Results.BaseResultsHandler
ExitPrice : QuantConnect.Statistics.Trade
ExitTime : QuantConnect.Statistics.Trade
Expectancy : QuantConnect.Statistics.PortfolioStatistics
ExpectedOutput : QuantConnect.Interfaces.IRegressionResearchDefinition
ExpectedStatistics : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
Expiration : QuantConnect.Api.Card , QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
ExpirationDate : QuantConnect.SymbolRepresentation.OptionTickerProperties
ExpirationDay : QuantConnect.SymbolRepresentation.FutureTickerProperties
ExpirationMonth : QuantConnect.SymbolRepresentation.FutureTickerProperties
Expirations : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
ExpirationYearShort : QuantConnect.SymbolRepresentation.FutureTickerProperties
ExpirationYearShortLength : QuantConnect.SymbolRepresentation.FutureTickerProperties
Expiry : QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce , QuantConnect.Securities.Future.Future
ExtendedMarketHours : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings
ExtendedRegularTradingHours : QuantConnect.Orders.CharlesSchwabOrderProperties
Extremum : QuantConnect.Optimizer.Objectives.Target