- n -

• NakedCall : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• NakedPut : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Name : QuantConnect.Algorithm.Framework.Alphas.AlphaModel , QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper , QuantConnect.Algorithm.Framework.Alphas.INamedModel , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmConfiguration , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.BaseOptimization , QuantConnect.Api.BasicBacktest , QuantConnect.Api.Collaborator , QuantConnect.Api.EncryptionKey , QuantConnect.Api.Node , QuantConnect.Api.OptimizationBacktest , QuantConnect.Api.Parameter , QuantConnect.Api.Project , QuantConnect.Api.ProjectFile , QuantConnect.Api.SummaryObjectStore , QuantConnect.Api.Version , QuantConnect.BaseSeries , QuantConnect.Brokerages.Brokerage , QuantConnect.Chart , QuantConnect.Configuration.CommandLineOption , QuantConnect.Data.Channel , QuantConnect.Exchange , QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.InternalIndicatorValues , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.IBrokerage , QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Optimizer.Parameters.OptimizationParameter , QuantConnect.Orders.TerminalLinkOrderProperties.StrategyParameters , QuantConnect.Packets.AlgorithmNameUpdatePacket , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Parameters.ParameterAttribute , QuantConnect.Python.PandasColumnAttribute , QuantConnect.Report.Crisis , QuantConnect.Report.ReportElements.ReportElement , QuantConnect.Scheduling.CompositeTimeRule , QuantConnect.Scheduling.FuncDateRule , QuantConnect.Scheduling.FuncTimeRule , QuantConnect.Scheduling.IDateRule , QuantConnect.Scheduling.ITimeRule , QuantConnect.Scheduling.ScheduledEvent , QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration , QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry , QuantConnect.Securities.Option.OptionStrategy , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Positions.PositionGroupState , QuantConnect.ToolBox.LeanInstrument , QuantConnect.ToolBox.RawFileProcessor
• NameUpdated : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• NASDAQ : QuantConnect.Exchange
• NASDAQ_BX : QuantConnect.Exchange
• NASDAQ_Options : QuantConnect.Exchange
• NASDAQ_PSX : QuantConnect.Exchange
• NegativeDirectionalIndex : QuantConnect.Indicators.AverageDirectionalIndex
• NegativeMoneyFlow : QuantConnect.Indicators.MoneyFlowIndex
• NetProfit : QuantConnect.Api.BacktestSummary , QuantConnect.Securities.SecurityHolding
• New : QuantConnect.Data.SubscriptionDataConfig.NewSymbolEventArgs , QuantConnect.Lean.Engine.DataFeeds.FillForwardResolutionChangedEvent
• NewSymbol : QuantConnect.Data.Market.SymbolChangedEvent
• NextEventUtcTime : QuantConnect.Scheduling.ScheduledEvent
• NextTimeRequest : QuantConnect.Scheduling.TimeConsumer
• Node : QuantConnect.Api.CreatedNode
• NodeId : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• NodeName : QuantConnect.Api.Backtest
• NodePacket : QuantConnect.Optimizer.LeanOptimizer
• Nodes : QuantConnect.Api.ProjectNodesResponse
• NodeType : QuantConnect.Api.BaseOptimization
• NoMarketPriceProtection : QuantConnect.Orders.KrakenOrderProperties
• None : QuantConnect.Securities.Option.OptionPriceModelResult
• Note : QuantConnect.Api.Backtest
• Notes : QuantConnect.Orders.EzeOrderProperties , QuantConnect.Orders.FixOrderProperites , QuantConnect.Orders.TerminalLinkOrderProperties
• Notification : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• NotificationEvents : QuantConnect.Packets.LiveNodePacket
• NotificationPeriod : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• NotificationTargets : QuantConnect.Packets.LiveNodePacket
• Notify : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.LeanEngineSystemHandlers
• NoValue : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• NSE : QuantConnect.Exchange
• NSX : QuantConnect.Exchange
• Null : QuantConnect.Securities.Option.OptionAssignmentResult
• NumberOfLosingTrades : QuantConnect.Statistics.TradeStatistics
• NumberOfLots : QuantConnect.Securities.Positions.GetMaximumLotsResult
• NumberOfWinningTrades : QuantConnect.Statistics.TradeStatistics
• Numerator : QuantConnect.Indicators.SharpeRatio
• NYMEX : QuantConnect.Exchange
• NYSE : QuantConnect.Exchange
• NYSELIFFE : QuantConnect.Exchange