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• SaleCondition : QuantConnect.Data.Market.Tick
• Samples : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
• Saturday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• ScaledStrikePrice : QuantConnect.Securities.Option.Option
• ScatterMarkerSymbol : QuantConnect.Series
• Schedule : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Interfaces.IAlgorithm
• ScheduledEventName : QuantConnect.Scheduling.ScheduledEventException
• ScheduledEvents : QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler
• Score : QuantConnect.Algorithm.Framework.Alphas.Insight
• ScoreDirection : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• ScoreIsFinal : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• ScoreMagnitude : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• SebiChargesMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel
• Second : QuantConnect.Data.Consolidators.SequentialConsolidator
• SecondLimit : QuantConnect.Packets.Controls
• SecondTimeOut : QuantConnect.Packets.Controls
• Secure : QuantConnect.Notifications.NotificationFtp
• Securities : QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Scheduling.BaseScheduleRules , QuantConnect.Securities.SecurityPortfolioManager
• SecuritiesForOrders : QuantConnect.Orders.Fills.FillModelParameters
• SecuritiesTransactionTaxTotalMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel
• SecuritiesUpdateData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• Security : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData , QuantConnect.Benchmarks.SecurityBenchmark , QuantConnect.Data.UniverseSelection.SubscriptionRequest , QuantConnect.Data.UniverseSelection.Universe.Member , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.RemovedMember , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Orders.Fees.OrderFeeParameters , QuantConnect.Orders.Fills.FillModelParameters , QuantConnect.Securities.ApplyFundsSettlementModelParameters , QuantConnect.Securities.BuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.GetMinimumPriceVariationParameters , QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.InitialMarginParameters , QuantConnect.Securities.InitialMarginRequiredForOrderParameters , QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.MarginInterestRateParameters , QuantConnect.Securities.ReservedBuyingPowerForPositionParameters , QuantConnect.Securities.ScanSettlementModelParameters , QuantConnect.Securities.SecurityEventArgs , QuantConnect.Securities.SecurityHolding
• SecurityChanges : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• SecurityIdentifier : QuantConnect.Data.Fundamental.MultiPeriodField< T > , QuantConnect.Securities.SecurityDefinition
• SecurityInitializer : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.ISecurityInitializerProvider
• SecurityType : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.LiquidateCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.Symbol , QuantConnect.Util.LeanDataPathComponents
• SecurityTypes : QuantConnect.Api.BacktestSummary , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Exchange
• SEDOL : QuantConnect.Securities.SecurityDefinition , QuantConnect.Symbol
• Segments : QuantConnect.Securities.LocalMarketHours
• Selected : QuantConnect.Data.UniverseSelection.Universe
• Selector : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >
• SelfTradePreventionId : QuantConnect.Orders.CoinbaseOrderProperties
• SenkouA : QuantConnect.Indicators.IchimokuKinkoHyo
• SenkouB : QuantConnect.Indicators.IchimokuKinkoHyo
• SenkouBMaximum : QuantConnect.Indicators.IchimokuKinkoHyo
• SenkouBMinimum : QuantConnect.Indicators.IchimokuKinkoHyo
• SerializerSettings : QuantConnect.Api.Api , QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Series : QuantConnect.Chart
• SeriesType : QuantConnect.BaseSeries
• ServerStatistics : QuantConnect.Packets.LiveResultParameters , QuantConnect.Result
• ServerType : QuantConnect.Packets.AlgorithmNodePacket
• SessionId : QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• Settings : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• SettledProfit : QuantConnect.Securities.Future.FutureHolding
• SettlementModel : QuantConnect.Securities.Security
• SettlementPrice : QuantConnect.Securities.Future.FutureCache
• SettlementTimeUtc : QuantConnect.Securities.UnsettledCashAmount
• SettlementType : QuantConnect.Securities.Future.Future
• Setup : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• SevenBar : QuantConnect.Field
• SharesHeld : QuantConnect.Data.UniverseSelection.ETFConstituentUniverse
• SharpeRatio : QuantConnect.Api.BacktestSummary , QuantConnect.Api.OptimizationSummary , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
• Shortable : QuantConnect.Securities.Equity.Equity
• ShortableProvider : QuantConnect.Securities.Security
• ShortAverage : QuantConnect.Indicators.RelativeMovingAverage
• ShortBoxSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortButterflyCall : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortButterflyPut : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortCallCalendarSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortIronButterfly : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortIronCondor : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortJellyRoll : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortPutCalendarSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortStop : QuantConnect.Indicators.ChandeKrollStop
• ShortStraddle : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortStrangle : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShouldBeRateLimited : QuantConnect.Interfaces.IStreamReader
• ShouldThrow : QuantConnect.Lean.Engine.DataFeeds.NullDataFeed
• SIAC : QuantConnect.Exchange
• Signal : QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.TrueStrengthIndex
• SignalExport : QuantConnect.Algorithm.QCAlgorithm
• Signature : QuantConnect.Api.Compile , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• SignatureOrder : QuantConnect.Api.Compile
• Signed : QuantConnect.Api.DataAgreement
• SilenceNonErrorReasons : QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters
• Size : QuantConnect.Api.BasicObjectStore , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
• SKU : QuantConnect.Api.Node
• SleepInterval : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• Slice : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• SlippageModel : QuantConnect.Securities.Security
• Slope : QuantConnect.Indicators.LeastSquaresMovingAverage
• Slow : QuantConnect.Indicators.MovingAverageConvergenceDivergence
• SlowAo : QuantConnect.Indicators.AwesomeOscillator
• Sm : QuantConnect.Api.Grid
• SMA : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData
• SMART : QuantConnect.Exchange
• SnapShotId : QuantConnect.Api.BasicBacktest
• SnapshotId : QuantConnect.Api.Optimization
• Solution : QuantConnect.Optimizer.Strategies.IOptimizationStrategy , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• Sort : QuantConnect.Api.GridChart , QuantConnect.Data.SubscriptionDataSource
• SortedFactorFileData : QuantConnect.Data.Auxiliary.FactorFile< T >
• SortinoRatio : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
• Source : QuantConnect.Api.CreateLiveAlgorithmResponse , QuantConnect.Data.SubscriptionDataSource , QuantConnect.Lean.Engine.DataFeeds.CreateStreamReaderErrorEventArgs , QuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs
• SourceCurrency : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• SourceModel : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• Speed : QuantConnect.Api.Node
• SplitFactor : QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Market.Split , QuantConnect.Data.UniverseSelection.CoarseFundamental
• SplitFactorSetter : QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource
• Splits : QuantConnect.Data.Slice
• Spread : QuantConnect.Data.Market.RenkoBar
• Stacktrace : QuantConnect.Api.BasicBacktest
• StackTrace : QuantConnect.DownloadFailedEventArgs , QuantConnect.Packets.HandledErrorPacket , QuantConnect.Packets.RuntimeErrorPacket , QuantConnect.ReaderErrorDetectedEventArgs
• StalePriceTimeSpan : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings , QuantConnect.Orders.Fills.FillModelParameters
• StampChargesMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel
• StandardDeviation : QuantConnect.Indicators.BollingerBands
• Start : QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Packets.MarketHours , QuantConnect.Report.Crisis , QuantConnect.Report.DrawdownCollection , QuantConnect.Report.DrawdownPeriod , QuantConnect.Securities.MarketHoursSegment
• StartDate : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.OptimizationBacktest , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Interfaces.IAlgorithm
• StartDateTime : QuantConnect.Statistics.TradeStatistics
• StartDateTimeLocal : QuantConnect.Data.Auxiliary.SymbolDateRange , QuantConnect.Data.Auxiliary.TickerDateRange
• StartEquity : QuantConnect.Statistics.PortfolioStatistics
• StartingDate : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• StartingPortfolioValue : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• StartTime : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StartTimeUtc : QuantConnect.Data.BaseDataRequest , QuantConnect.Packets.HistoryRequest
• StartUtc : QuantConnect.DataDownloaderGetParameters
• State : QuantConnect.Api.Compile , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result , QuantConnect.Securities.MarketHoursSegment
• StateTaxMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel
• Statistics : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.Backtest , QuantConnect.Api.OptimizationBacktest , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• Status : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmControl , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.BaseOptimization , QuantConnect.Api.BasicBacktest , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Commands.AlgorithmStatusCommand , QuantConnect.Indicators.IndicatorResult , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.MarketToday
• StatusUpdateAction : QuantConnect.Data.HistoryProviderInitializeParameters
• STD : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData
• Step : QuantConnect.Optimizer.Parameters.OptimizationStepParameter , QuantConnect.SeriesSampler
• Sto : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• StochD : QuantConnect.Indicators.Stochastic
• StochK : QuantConnect.Indicators.Stochastic
• Stopped : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary
• StopPrice : QuantConnect.Commands.OrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.StopMarketOrder , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Orders.UpdateOrderRequest
• StopTriggered : QuantConnect.Orders.OrderUpdateEvent , QuantConnect.Orders.StopLimitOrder
• StorageFileCount : QuantConnect.Packets.Controls
• StorageLimit : QuantConnect.Packets.Controls
• StoragePermissions : QuantConnect.Packets.Controls
• Straddle : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Strangle : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Strategies : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatch
• Strategy : QuantConnect.Api.Optimization , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.Orders.TerminalLinkOrderProperties
• StreamReader : QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader
• Strike : QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• StrikeMultiplier : QuantConnect.Securities.SymbolProperties
• StrikePrice : QuantConnect.Securities.FutureOption.Api.CMEOptionChainQuoteEntry , QuantConnect.SecurityIdentifier
• subGroupId : QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• Subject : QuantConnect.Notifications.NotificationEmail
• SubmitRequest : QuantConnect.Orders.OrderTicket
• SubSample : QuantConnect.SeriesSampler
• Subscribed : QuantConnect.Api.PriceEntry
• SubscribeImpl : QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• SubscribersByChannel : QuantConnect.Data.DataQueueHandlerSubscriptionManager
• Subscription : QuantConnect.Api.LiveAlgorithmSummary
• SubscriptionDataConfig : QuantConnect.Securities.Security
• SubscriptionDataConfigProvider : QuantConnect.Securities.Volatility.BaseVolatilityModel
• SubscriptionDataTypes : QuantConnect.Data.UniverseSelection.UniverseSettings
• SubscriptionManager : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• SubscriptionManagerSubscriptions : QuantConnect.Interfaces.IAlgorithmSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.DataManager
• Subscriptions : QuantConnect.Securities.Security
• SubscriptionSynchronizer : QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• Succeeded : QuantConnect.Interfaces.DataProviderNewDataRequestEventArgs
• SucceededDataRequestsCount : QuantConnect.DataMonitorReport
• SucceededUniverseDataRequestsCount : QuantConnect.DataMonitorReport
• Success : QuantConnect.Api.RestResponse , QuantConnect.Commands.CommandResultPacket
• Summary : QuantConnect.Statistics.StatisticsResults
• Summation : QuantConnect.Indicators.McClellanSummationIndex
• SumOfDividends : QuantConnect.Data.SubscriptionDataConfig
• Sunday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• Suspicious : QuantConnect.Data.Market.Tick
• Symbol : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget , QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.DelistingNotificationEventArgs , QuantConnect.Brokerages.OptionNotificationEventArgs , QuantConnect.Chart , QuantConnect.Commands.AddSecurityCommand.Result , QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.SymbolDateRange , QuantConnect.Data.BaseData , QuantConnect.Data.Channel , QuantConnect.Data.HistoryRequest , QuantConnect.Data.ISymbolProvider , QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataConfigList , QuantConnect.DataDownloaderGetParameters , QuantConnect.DataProviderEventArgs , QuantConnect.Holding , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler , QuantConnect.Orders.ApiOrderResponse , QuantConnect.Orders.Leg , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Packets.HistoryRequest , QuantConnect.Report.PointInTimePortfolio.PointInTimeHolding , QuantConnect.Securities.Cash , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Positions.IPosition , QuantConnect.Securities.Positions.Position , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.Securities.SecurityHolding , QuantConnect.SecurityIdentifier , QuantConnect.Statistics.Trade , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor , QuantConnect.ToolBox.FactorFileGenerator , QuantConnect.ToolBox.LeanInstrument , QuantConnect.Util.LeanDataPathComponents
• SymbolChangedEvents : QuantConnect.Data.Slice
• SymbolCount : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• SymbolDataBySymbol : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel
• SymbolDelistings : QuantConnect.TradingDay
• SymbolPermtick : QuantConnect.Orders.Serialization.SerializedOrderEvent
• SymbolProperties : QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.Security
• SymbolPropertiesDatabase : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• Symbols : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig
• SymbolType : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.C2Symbol
• SymbolValue : QuantConnect.Orders.Serialization.SerializedOrderEvent
• SystemHandlers : QuantConnect.Lean.Engine.Engine , QuantConnect.Lean.Engine.Server.LocalLeanManager