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Label : QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration , QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
Lambda : QuantConnect.Data.Market.Greeks
Language : QuantConnect.Api.Project , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Queues.JobQueue
Languages : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
LargestLoss : QuantConnect.Statistics.TradeStatistics
LargestMAE : QuantConnect.Statistics.TradeStatistics
LargestMFE : QuantConnect.Statistics.TradeStatistics
LargestProfit : QuantConnect.Statistics.TradeStatistics
LastAskSize : QuantConnect.Data.Market.QuoteBar
LastBaseData : QuantConnect.NewTradableDateEventArgs
LastBidSize : QuantConnect.Data.Market.QuoteBar
LastDeltaOrderEventsPosition : QuantConnect.Lean.Engine.Results.BaseResultsHandler
LastDeltaOrderPosition : QuantConnect.Lean.Engine.Results.BaseResultsHandler
LastFillTime : QuantConnect.Orders.Order
LastFourDigits : QuantConnect.Api.Card
LastLiveDeployment : QuantConnect.Api.Project
LastOrderId : QuantConnect.Securities.SecurityTransactionManager
LastPrice : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.Tick , QuantConnect.Orders.OrderSubmissionData
LastRawPrice : QuantConnect.NewTradableDateEventArgs
LastSyncDateTimeUtc : QuantConnect.Interfaces.IBrokerageCashSynchronizer
LastTradeProfit : QuantConnect.Securities.SecurityHolding
LastUpdate : QuantConnect.Data.UniverseSelection.ETFConstituentUniverse
LastUpdateTime : QuantConnect.Orders.Order
LateOpens : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
Launched : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary
LeanCloudHash : QuantConnect.Api.Version
LeanEnvironment : QuantConnect.Api.Project
LeanHash : QuantConnect.Api.Version
LeanManager : QuantConnect.Lean.Engine.LeanEngineSystemHandlers
LeanOrder : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
LeanOrderByZeroCrossBrokerageOrderId : QuantConnect.Brokerages.Brokerage
LeanPinnedToMaster : QuantConnect.Api.Project
LeanVersionId : QuantConnect.Api.Project
Left : QuantConnect.Indicators.CompositeIndicator
LegendDisabled : QuantConnect.Chart
Legs : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
Length : QuantConnect.Api.InsightResponse , QuantConnect.Api.LiveLog , QuantConnect.Orders.OrdersResponseWrapper
Levels : QuantConnect.Python.PandasData
Leverage : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.SecurityHolding
Lg : QuantConnect.Api.Grid
Libraries : QuantConnect.Api.Project
LibraryName : QuantConnect.Api.Library
Limit : QuantConnect.Util.FixedSizeQueue< T >
LimitPrice : QuantConnect.Commands.OrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Orders.ComboLegLimitOrder , QuantConnect.Orders.GroupOrderManager , QuantConnect.Orders.LimitIfTouchedOrder , QuantConnect.Orders.LimitOrder , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Orders.UpdateOrderRequest
Line : QuantConnect.DocumentationAttribute , QuantConnect.Lean.Engine.DataFeeds.ReaderErrorEventArgs
LinearRegression : QuantConnect.Indicators.RegressionChannel
Link : QuantConnect.Api.DataLink
LiquidateEnabled : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
LiveAuxiliaryDataOffset : QuantConnect.Time
LiveControl : QuantConnect.Api.Collaborator
LiveDataTypes : QuantConnect.Packets.LiveNodePacket
LiveForm : QuantConnect.Api.Project
LiveGrid : QuantConnect.Api.Project
LiveLogLimit : QuantConnect.Packets.Controls
LiveMode : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.UniverseSelection.BaseFundamentalDataProvider , QuantConnect.Globals , QuantConnect.Interfaces.IAlgorithm
LiveNodes : QuantConnect.Api.NodeList
LiveResult : QuantConnect.Report.ReportElements.SharpeRatioReportElement
LocalFileName : QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader
LocalTime : QuantConnect.LocalTimeKeeper , QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.Security , QuantConnect.Time.DateTimeWithZone
LogHandler : QuantConnect.Logging.Log
LogMessages : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
Logs : QuantConnect.Api.Compile , QuantConnect.Api.LiveLog , QuantConnect.Logging.QueueLogHandler
LogStore : QuantConnect.Lean.Engine.Results.BaseResultsHandler
Long : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping
LongAverage : QuantConnect.Indicators.RelativeMovingAverage
LongStop : QuantConnect.Indicators.ChandeKrollStop
LongTime : QuantConnect.Candlestick
LosingTransactions : QuantConnect.Securities.SecurityTransactionManager
LossCount : QuantConnect.Securities.SecurityTransactionManager
LossRate : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
LotSize : QuantConnect.Securities.SymbolProperties
Low : 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.Securities.SecurityCache
LowerBand : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.KeltnerChannels
LowerChannel : QuantConnect.Indicators.RegressionChannel
LowPivot : QuantConnect.Indicators.ZigZag
LowRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
LTSE : QuantConnect.Exchange