- t -

• Tag : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget , QuantConnect.Brokerages.OptionNotificationEventArgs , QuantConnect.Commands.OrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.DocumentationAttribute , QuantConnect.Orders.Order , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Securities.Option.OptionAssignmentResult
• Tags : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmConfiguration , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.BacktestSummary , QuantConnect.Api.BacktestTags , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlgorithmTagsUpdatePacket
• TagsUpdated : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• Target : QuantConnect.Api.SKU , QuantConnect.Lean.Engine.DataFeeds.UpdateData< T > , QuantConnect.Optimizer.Objectives.Objective , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy , QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegPredicateReferenceValue< T > , QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue , QuantConnect.Securities.SecurityHolding
• TargetBuyingPower : QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters
• TargetDataPoints : QuantConnect.Indicators.DualSymbolIndicator< T >
• Targets : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportTargetParameters
• TargetSymbol : QuantConnect.Indicators.DualSymbolIndicator< T >
• TargetValue : QuantConnect.Optimizer.Objectives.Objective
• Tenkan : QuantConnect.Indicators.IchimokuKinkoHyo
• TenkanMaximum : QuantConnect.Indicators.IchimokuKinkoHyo
• TenkanMinimum : QuantConnect.Indicators.IchimokuKinkoHyo
• TheoreticalPrice : QuantConnect.Securities.Option.OptionPriceModelResult
• Theta : QuantConnect.Data.Market.Greeks
• this[int i] : QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
• this[PositionGroupKey key] : QuantConnect.Securities.Positions.PositionGroupCollection
• this[string index] : QuantConnect.Python.PythonData
• this[string key] : QuantConnect.Securities.Security
• this[string name] : QuantConnect.Data.IndicatorHistory , QuantConnect.Indicators.IndicatorDataPoints
• this[string symbol] : QuantConnect.Securities.CashBook
• this[string ticker] : QuantConnect.Data.Market.Delistings , QuantConnect.Data.Market.Dividends , QuantConnect.Data.Market.FuturesChains , QuantConnect.Data.Market.FuturesContracts , QuantConnect.Data.Market.MarginInterestRates , QuantConnect.Data.Market.OptionChains , QuantConnect.Data.Market.OptionContracts , QuantConnect.Data.Market.QuoteBars , QuantConnect.Data.Market.Splits , QuantConnect.Data.Market.SymbolChangedEvents , QuantConnect.Data.Market.Ticks , QuantConnect.Data.Market.TradeBars , QuantConnect.ExtendedDictionary< T >
• this[Symbol symbol] : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.Market.Delistings , QuantConnect.Data.Market.Dividends , QuantConnect.Data.Market.FuturesChains , QuantConnect.Data.Market.FuturesContracts , QuantConnect.Data.Market.MarginInterestRates , QuantConnect.Data.Market.OptionChains , QuantConnect.Data.Market.OptionContracts , QuantConnect.Data.Market.QuoteBars , QuantConnect.Data.Market.Splits , QuantConnect.Data.Market.SymbolChangedEvents , QuantConnect.Data.Market.Ticks , QuantConnect.Data.Market.TradeBars , QuantConnect.Data.Slice , QuantConnect.ExtendedDictionary< T > , QuantConnect.Python.PythonSlice , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager
• Thursday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• Ticker : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Commands.LiquidateCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.TickerDateRange , QuantConnect.Data.Custom.IconicTypes.UnlinkedData
• Ticket : QuantConnect.Data.Market.Delisting , QuantConnect.Orders.OrderEvent
• TickLimit : QuantConnect.Packets.Controls
• Ticks : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain , QuantConnect.Data.Slice
• TickType : QuantConnect.Data.HistoryRequest , QuantConnect.Data.Market.Tick , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.DataDownloaderGetParameters , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Packets.HistoryRequest , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor , QuantConnect.ToolBox.TickAggregator , QuantConnect.Util.LeanDataPathComponents
• Time : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.Estimate , QuantConnect.Candlestick , QuantConnect.ChartPoint , QuantConnect.Data.BaseData , QuantConnect.Data.IBaseData , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.Slice , QuantConnect.Interfaces.IAlgorithm , QuantConnect.ISeriesPoint , QuantConnect.Lean.Engine.DataFeeds.TimeSlice , QuantConnect.Logging.LogEntry , QuantConnect.Orders.Order , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.MarginInterestRateParameters , QuantConnect.Securities.Positions.PortfolioState , QuantConnect.TimeUpdatedEventArgs
• TimeConsumers : QuantConnect.Scheduling.TimeMonitor
• TimeInForce : QuantConnect.Interfaces.IOrderProperties , QuantConnect.Orders.OrderProperties
• TimeIntervalMinutes : QuantConnect.Packets.LeakyBucketControlParameters
• TimeKeeper : QuantConnect.Interfaces.IAlgorithm
• TimeLimit : QuantConnect.Lean.Engine.AlgorithmManager
• TimeMonitor : QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler
• TimeProvider : QuantConnect.Data.Fundamental.MultiPeriodField< T > , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Scheduling.TimeConsumer
• TimeRules : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Scheduling.ScheduleManager
• TimeSliceFactory : QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• TimeUnitMilliseconds : QuantConnect.Util.RateGate
• TimeZone : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.LocalTimeKeeper , QuantConnect.Scheduling.BaseScheduleRules , QuantConnect.Securities.SecurityExchangeHours , QuantConnect.Time.DateTimeWithZone , QuantConnect.TimeUpdatedEventArgs , QuantConnect.TimeZoneOffsetProvider
• Toast : QuantConnect.Packets.DebugPacket
• Token : QuantConnect.Notifications.NotificationTelegram
• Tooltip : QuantConnect.BaseSeries , QuantConnect.ScatterChartPoint
• Total : QuantConnect.Securities.SecurityManager
• TotalAbsoluteHoldingsCost : QuantConnect.Securities.SecurityPortfolioManager
• TotalCount : QuantConnect.Algorithm.Framework.Alphas.InsightCollection
• TotalDays : QuantConnect.Lean.Engine.Results.BacktestProgressMonitor
• TotalDividends : QuantConnect.Securities.SecurityHolding
• TotalFees : QuantConnect.Securities.SecurityHolding , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Statistics.Trade , QuantConnect.Statistics.TradeStatistics
• TotalHoldingsValue : QuantConnect.Securities.SecurityPortfolioManager
• TotalLoss : QuantConnect.Statistics.TradeStatistics
• TotalMarginUsed : QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Securities.SecurityPortfolioManager
• TotalNetProfit : QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Statistics.PortfolioStatistics
• TotalNumberOfTrades : QuantConnect.Statistics.TradeStatistics
• TotalPerformance : QuantConnect.Api.Backtest , QuantConnect.Packets.BacktestResult , QuantConnect.Packets.BacktestResultParameters , QuantConnect.Statistics.StatisticsResults
• TotalPortfolioValue : QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.MarginCallOrdersParameters , QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Securities.SecurityPortfolioManager
• TotalPortfolioValueLessFreeBuffer : QuantConnect.Securities.SecurityPortfolioManager
• TotalProfit : QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Statistics.TradeStatistics
• TotalProfitLoss : QuantConnect.Statistics.TradeStatistics
• TotalRequestsCount : QuantConnect.DataMonitorReport
• TotalSaleVolume : QuantConnect.Securities.SecurityHolding , QuantConnect.Securities.SecurityPortfolioManager
• TotalUniverseDataRequestsCount : QuantConnect.DataMonitorReport
• TotalUnleveredAbsoluteHoldingsCost : QuantConnect.Securities.SecurityPortfolioManager
• TotalUnrealisedProfit : QuantConnect.Securities.SecurityPortfolioManager
• TotalUnrealizedProfit : QuantConnect.Securities.SecurityPortfolioManager
• TotalUsedMargin : QuantConnect.Securities.MarginCallOrdersParameters
• TotalValueInAccountCurrency : QuantConnect.Securities.CashBook
• TotalWeight : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• TrackingError : QuantConnect.Statistics.PortfolioStatistics
• TradableDaysInDataTimeZone : QuantConnect.Data.BaseDataRequest
• TradeableDates : QuantConnect.Api.BasicBacktest , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
• TradeBars : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain
• TradeBuilder : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• Trades : QuantConnect.Api.BacktestSummary , QuantConnect.Api.OptimizationSummary
• TradeStatistics : QuantConnect.Statistics.AlgorithmPerformance
• TradingCalendar : QuantConnect.Algorithm.QCAlgorithm
• TradingDaysPerYear : QuantConnect.AlgorithmConfiguration , QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings , QuantConnect.Securities.Cfd.CfdExchange , QuantConnect.Securities.Equity.EquityExchange , QuantConnect.Securities.Forex.ForexExchange , QuantConnect.Securities.Future.FutureExchange , QuantConnect.Securities.Index.IndexExchange , QuantConnect.Securities.Option.OptionExchange
• TrailingAmount : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.TrailingStopOrder , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Orders.UpdateOrderRequest
• TrailingAsPercentage : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.TrailingStopOrder
• TrailingStopPrice : QuantConnect.Orders.OrderUpdateEvent
• TrainingLimits : QuantConnect.Packets.Controls
• TransactionHandler : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• TransactionRecord : QuantConnect.Securities.SecurityTransactionManager
• Transactions : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.Custom.FxcmVolume , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Securities.SecurityPortfolioManager
• TransportMedium : QuantConnect.Data.SubscriptionDataSource , QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
• TreynorRatio : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics
• TriggerPrice : QuantConnect.Orders.LimitIfTouchedOrder , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Orders.UpdateOrderRequest
• TriggerTouched : QuantConnect.Orders.LimitIfTouchedOrder
• TrueRange : QuantConnect.Indicators.AverageTrueRange
• Tuesday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• TwoDigitsCode : QuantConnect.Securities.FutureOption.Api.CMEOptionExpirationEntry
• Type : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Api.PriceEntry , QuantConnect.Api.Product , QuantConnect.BinaryComparison , QuantConnect.Brokerages.BrokerageFactoryAttribute , QuantConnect.Brokerages.BrokerageMessageEvent , QuantConnect.Commands.CallbackCommand , QuantConnect.Configuration.CommandLineOption , QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Data.Market.Delisting , QuantConnect.Data.Market.Split , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Orders.LimitOrder , QuantConnect.Orders.MarketOnCloseOrder , QuantConnect.Orders.MarketOnOpenOrder , QuantConnect.Orders.MarketOrder , QuantConnect.Orders.OptionExerciseOrder , QuantConnect.Orders.Order , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.StopMarketOrder , QuantConnect.Orders.TrailingStopOrder , QuantConnect.Packets.HistoryResult , QuantConnect.Packets.Packet , QuantConnect.Python.PythonActivator , QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.SecurityHolding , QuantConnect.ToolBox.LeanInstrument
• Types : QuantConnect.Packets.SecurityTypesPacket
• TypesCSV : QuantConnect.Packets.SecurityTypesPacket
• Typical : QuantConnect.Field
• TypicalPriceAverage : QuantConnect.Indicators.CommodityChannelIndex
• TypicalPriceMeanDeviation : QuantConnect.Indicators.CommodityChannelIndex