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ObjectiveFunction : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
Objects : QuantConnect.Api.ListObjectStoreResponse
ObjectStorageUsed : QuantConnect.Api.ListObjectStoreResponse
ObjectStorageUsedHuman : QuantConnect.Api.ListObjectStoreResponse
ObjectStore : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
Occurrences : QuantConnect.Util.RateGate
OffsetProvider : QuantConnect.Lean.Engine.DataFeeds.Subscription
Old : QuantConnect.Data.SubscriptionDataConfig.NewSymbolEventArgs , QuantConnect.Lean.Engine.DataFeeds.FillForwardResolutionChangedEvent
OldCloseTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
OldCreatedTime : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
OldSymbol : QuantConnect.Data.Market.SymbolChangedEvent
OldTargetValue : QuantConnect.Optimizer.Objectives.Objective
OnBalanceVolume : QuantConnect.Indicators.SmoothedOnBalanceVolume
OnOrderUpdated : QuantConnect.Orders.Fills.FillModelParameters
Open : QuantConnect.Api.ProjectFile , 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.Packets.MarketToday , QuantConnect.Securities.SecurityCache
OpenInterest : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.SecurityCache
OpenOn : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
OpenRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
Operator : QuantConnect.Optimizer.Objectives.Constraint
OppositePrice : QuantConnect.Indicators.OptionIndicatorBase
OPRA : QuantConnect.Exchange
Optimization : QuantConnect.Api.OptimizationResponseWrapper
OptimizationId : QuantConnect.Api.BaseOptimization , QuantConnect.Api.BasicBacktest , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
OptimizationParameter : QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T >
OptimizationParameters : QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
Optimizations : QuantConnect.Api.OptimizationList
OptimizationStrategy : QuantConnect.Optimizer.OptimizationNodePacket
OptimizationStrategySettings : QuantConnect.Optimizer.OptimizationNodePacket
OptimizationTarget : QuantConnect.Api.Optimization , QuantConnect.Optimizer.LeanOptimizer
Option : QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Securities.Option.OptionAssignmentParameters
OptionAssignmentModel : QuantConnect.Securities.Option.Option
OptionChainProvider : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
OptionChains : QuantConnect.Data.Slice
OptionExerciseModel : QuantConnect.Securities.Option.Option
OptionExpirations : QuantConnect.TradingDay
OptionLegs : QuantConnect.Securities.Option.OptionStrategy
OptionRight : QuantConnect.SecurityIdentifier , QuantConnect.SymbolRepresentation.OptionTickerProperties
Options : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher
OptionStrike : QuantConnect.SymbolRepresentation.OptionTickerProperties
OptionStyle : QuantConnect.SecurityIdentifier
OptionSymbol : QuantConnect.Indicators.OptionIndicatorBase
OptionType : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
Order : QuantConnect.Brokerages.NewBrokerageOrderNotificationEventArgs , QuantConnect.Exceptions.IExceptionInterpreter , QuantConnect.Orders.ApiOrderResponse , QuantConnect.Orders.Fees.OrderFeeParameters , QuantConnect.Orders.Fills.FillModelParameters , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.InitialMarginRequiredForOrderParameters , QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters
OrderClosed : QuantConnect.Orders.OrderTicket
OrderEventId : QuantConnect.Orders.Serialization.SerializedOrderEvent
OrderEvents : QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Orders.OrderTicket , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
OrderFee : QuantConnect.Orders.OrderEvent
OrderFeeAmount : QuantConnect.Orders.Serialization.SerializedOrderEvent
OrderFeeCurrency : QuantConnect.Orders.Serialization.SerializedOrderEvent
OrderId : QuantConnect.Commands.CancelOrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Orders.BrokerageOrderIdChangedEvent , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.OrderResponse , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.OrderUpdateEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
OrderIds : QuantConnect.Orders.GroupOrderManager
OrderPosition : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
OrderPrice : QuantConnect.Orders.Leg
OrderProperties : QuantConnect.Orders.SubmitOrderRequest
OrderQuantity : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
OrderQuantityHolding : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
OrderRequestType : QuantConnect.Orders.CancelOrderRequest , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderRequest
Orders : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Orders.OrdersResponseWrapper , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters
OrdersCount : QuantConnect.Securities.IOrderProvider , QuantConnect.Securities.SecurityTransactionManager
OrderSubmissionData : QuantConnect.Orders.Order
OrderTickets : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler
OrderType : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest , QuantConnect.Commands.OrderCommand , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.SubmitOrderRequest
Organization : QuantConnect.Api.OrganizationResponse
OrganizationId : QuantConnect.Api.Account , QuantConnect.Api.Backtest , QuantConnect.Api.Project
OrganizationID : QuantConnect.Globals
OrganizationId : QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket
OTCX : QuantConnect.Exchange
OutOfSampleDays : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.Backtest , QuantConnect.Api.BaseOptimization , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.BacktestNodePacket
OutOfSampleMaxEndDate : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.Backtest , QuantConnect.Api.BaseOptimization , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.BacktestNodePacket
OutputType : QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper
OutsideRegularTradingHours : QuantConnect.Orders.InteractiveBrokersOrderProperties
Owner : QuantConnect.Api.Collaborator , QuantConnect.Api.Project
OwnerId : QuantConnect.Api.Project
OwnerName : QuantConnect.Api.Library