Here is a list of all documented class members with links to the class documentation for each member:

- w -

• WagesandSalaries : QuantConnect.Data.Fundamental.IncomeStatement
• WagesandSalariesIncomeStatement() : QuantConnect.Data.Fundamental.WagesandSalariesIncomeStatement
• WaitForOrder() : QuantConnect.Securities.SecurityTransactionManager
• WaitForOrderSubmission() : QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• WaitHandle : QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T >
• WaitingForThreadToStopSafely() : QuantConnect.Messages.Extensions
• WaitOne() : QuantConnect.Extensions
• WaitToProceed() : QuantConnect.Util.RateGate
• WallisAndFutuna : QuantConnect.Country
• WarmedUp : QuantConnect.ToolBox.RandomDataGenerator.IPriceGenerator , QuantConnect.ToolBox.RandomDataGenerator.OptionPriceModelPriceGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomPriceGenerator
• WarmingUp() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• WarmUp() : QuantConnect.Securities.Volatility.VolatilityModelExtensions
• WarmUpIndicator() : QuantConnect.Algorithm.QCAlgorithm
• WarmUpIndicator< T >() : QuantConnect.Algorithm.QCAlgorithm
• WarmUpPeriod : HilbertTransform , QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.AccumulationDistribution , QuantConnect.Indicators.AccumulationDistributionOscillator , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.ArnaudLegouxMovingAverage , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageDirectionalIndex , QuantConnect.Indicators.AverageDirectionalMovementIndexRating , QuantConnect.Indicators.AverageRange , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.BalanceOfPower , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChandeMomentumOscillator , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.Delay , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DoubleExponentialMovingAverage , QuantConnect.Indicators.DualSymbolIndicator< T > , QuantConnect.Indicators.EaseOfMovementValue , QuantConnect.Indicators.ExponentialMovingAverage , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.FractalAdaptiveMovingAverage , QuantConnect.Indicators.HeikinAshi , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.Identity , QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider , QuantConnect.Indicators.InternalBarStrength , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.LeastSquaresMovingAverage , QuantConnect.Indicators.LinearWeightedMovingAverage , QuantConnect.Indicators.LogReturn , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.Maximum , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.McGinleyDynamic , QuantConnect.Indicators.MeanAbsoluteDeviation , QuantConnect.Indicators.MesaAdaptiveMovingAverage , QuantConnect.Indicators.MidPoint , QuantConnect.Indicators.MidPrice , QuantConnect.Indicators.Minimum , QuantConnect.Indicators.Momentum , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.NormalizedAverageTrueRange , QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.ParabolicStopAndReverse , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.PythonIndicator , QuantConnect.Indicators.RateOfChange , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeMovingAverage , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.RogersSatchellVolatility , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SimpleMovingAverage , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.Sum , QuantConnect.Indicators.SuperTrend , QuantConnect.Indicators.SwissArmyKnife , QuantConnect.Indicators.T3MovingAverage , QuantConnect.Indicators.TimeSeriesIndicator , QuantConnect.Indicators.TriangularMovingAverage , QuantConnect.Indicators.TripleExponentialMovingAverage , QuantConnect.Indicators.Trix , QuantConnect.Indicators.TrueRange , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.UltimateOscillator , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VariableIndexDynamicAverage , QuantConnect.Indicators.Variance , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.Vortex , QuantConnect.Indicators.WilderAccumulativeSwingIndex , QuantConnect.Indicators.WilderMovingAverage , QuantConnect.Indicators.WilderSwingIndex , QuantConnect.Indicators.WilliamsPercentR , QuantConnect.Indicators.WindowIndicator< T > , QuantConnect.Indicators.ZeroLagExponentialMovingAverage , QuantConnect.Indicators.ZigZag
• WarmupResolution : QuantConnect.AlgorithmSettings
• WarmUpResolution : QuantConnect.AlgorithmSettings
• WarmupResolution : QuantConnect.Interfaces.IAlgorithmSettings
• WasClean : QuantConnect.Brokerages.WebSocketCloseData
• WasteManagement() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• WaterProduction : QuantConnect.Data.Fundamental.BalanceSheet
• WaterProductionBalanceSheet() : QuantConnect.Data.Fundamental.WaterProductionBalanceSheet
• Web() : QuantConnect.Notifications.NotificationManager
• WebSocket : QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.BrokerageMultiWebSocketEntry , QuantConnect.Brokerages.WebSocketMessage
• WebSocketCloseData() : QuantConnect.Brokerages.WebSocketCloseData
• WebSocketError() : QuantConnect.Brokerages.WebSocketError
• WebSocketMessage() : QuantConnect.Brokerages.WebSocketMessage
• Wednesday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• WeekEnd() : QuantConnect.Scheduling.DateRules
• Weekend : QuantConnect.TradingDay
• Weekly : QuantConnect.Data.Consolidators.Calendar , QuantConnect.Data.Consolidators.CalendarType , QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• WeeklysOnly() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• WeekStart() : QuantConnect.Scheduling.DateRules
• Weight : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.DocumentationAttribute , QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• Weighted : QuantConnect.Field
• WeightedBy() : QuantConnect.Indicators.IndicatorExtensions
• WeightedBy< T, TWeight >() : QuantConnect.Indicators.IndicatorExtensions
• WesternSahara : QuantConnect.Country
• Wheat : QuantConnect.Securities.Futures.Grains
• Where() : QuantConnect.Scheduling.IFluentSchedulingDateSpecifier , QuantConnect.Scheduling.IFluentSchedulingRunnable , QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Securities.FutureFilterUniverseEx , QuantConnect.Securities.OptionFilterUniverseEx
• Where< T >() : QuantConnect.Util.EnumeratorExtensions
• WhereContains() : QuantConnect.Securities.OptionFilterUniverseEx
• WickedRenkoConsolidator() : QuantConnect.Data.Consolidators.WickedRenkoConsolidator< T >
• Width : QuantConnect.Api.GridChart
• Wildcard : QuantConnect.Securities.SecurityDatabaseKey
• WilderAccumulativeSwingIndex() : QuantConnect.Indicators.WilderAccumulativeSwingIndex
• WilderMovingAverage() : QuantConnect.Indicators.WilderMovingAverage
• WilderSwingIndex() : QuantConnect.Indicators.WilderSwingIndex
• WilliamsPercentR() : QuantConnect.Indicators.WilliamsPercentR
• WILR() : QuantConnect.Algorithm.QCAlgorithm
• WinCount : QuantConnect.Securities.SecurityTransactionManager
• Window : QuantConnect.Indicators.IndicatorBase< T >
• WindowIdentity() : QuantConnect.Indicators.WindowIdentity
• WindowIndicator() : QuantConnect.Indicators.WindowIndicator< T >
• WinLossRatio : QuantConnect.Statistics.TradeStatistics
• WinningTransactions : QuantConnect.Securities.SecurityTransactionManager
• WinRate : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
• WithCall() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• WithDefinitionEnumerator() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• WithEmbeddedHtmlAnchors() : QuantConnect.Extensions
• WithLockedStream() : QuantConnect.Brokerages.BrokerageConcurrentMessageHandler< T >
• WithLots() : QuantConnect.Securities.Positions.PositionExtensions
• WithMaximumCountPerLeg() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• WithMaximumDuration() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• WithMaximumSolutionCount() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• WithObjectiveFunction() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• WithPositionEnumerator() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• WithPut() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• WithQuantity() : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Positions.PositionGroupExtensions
• WithUnderlyingLots() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• WolverineBrokerageModel() : QuantConnect.Brokerages.WolverineBrokerageModel
• WolverineFeeModel() : QuantConnect.Orders.Fees.WolverineFeeModel
• Work : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• WorkBatchSize : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler
• WorkersCount : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkScheduler
• WorkerThread : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler , QuantConnect.Util.WorkerThread
• WorkingBar : QuantConnect.Data.Consolidators.TradeBarConsolidatorBase< T >
• WorkingCapital : QuantConnect.Data.Fundamental.BalanceSheet
• WorkingCapitalBalanceSheet() : QuantConnect.Data.Fundamental.WorkingCapitalBalanceSheet
• WorkingCapitalPerShare : QuantConnect.Data.Fundamental.ValuationRatios
• WorkingCapitalPerShare3YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• WorkingCapitalPerShare5YrAvg : QuantConnect.Data.Fundamental.ValuationRatios
• WorkingCapitalTurnoverRatio : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.WorkingCapitalTurnoverRatio
• WorkingData : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RangeConsolidator , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper
• WorkInProcess : QuantConnect.Data.Fundamental.BalanceSheet
• WorkInProcessBalanceSheet() : QuantConnect.Data.Fundamental.WorkInProcessBalanceSheet
• WorkItem() : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• WrapForDataFeed() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator
• Write() : QuantConnect.Configuration.Config , QuantConnect.Data.LeanDataWriter , QuantConnect.Util.FuncTextWriter , QuantConnect.Util.ReaderWriterLockSlimExtensions , QuantConnect.ZipStreamWriter
• WriteAllBytes() : QuantConnect.Lean.Engine.Storage.FileHandler
• WriteJson() : QuantConnect.Api.LiveAlgorithmResultsJsonConverter , QuantConnect.Api.OptimizationBacktestJsonConverter , QuantConnect.Api.ParameterSetJsonConverter , QuantConnect.Api.Serialization.ProductJsonConverter , QuantConnect.ChartSeriesJsonConverter , QuantConnect.DefaultConverter , QuantConnect.Notifications.NotificationJsonConverter , QuantConnect.Optimizer.Parameters.OptimizationParameterJsonConverter , QuantConnect.Orders.OrderJsonConverter , QuantConnect.Orders.ReadOrdersResponseJsonConverter , QuantConnect.Orders.TimeInForceJsonConverter , QuantConnect.Report.NullResultValueTypeJsonConverter< T > , QuantConnect.Report.OrderTypeNormalizingJsonConverter , QuantConnect.ScatterChartPointJsonConverter , QuantConnect.SymbolJsonConverter , QuantConnect.SymbolValueJsonConverter , QuantConnect.Util.CandlestickJsonConverter , QuantConnect.Util.ChartPointJsonConverter , QuantConnect.Util.JsonRoundingConverter , QuantConnect.Util.NullStringValueConverter< T > , QuantConnect.Util.SeriesJsonConverter , QuantConnect.Util.SingleValueListConverter< T > , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• WriteLine() : QuantConnect.ToolBox.LazyStreamWriter , QuantConnect.Util.FuncTextWriter , QuantConnect.ZipStreamWriter
• WriteNotImplemented : QuantConnect.Messages.NotificationJsonConverter
• WriteOff : QuantConnect.Data.Fundamental.IncomeStatement
• WriteOffIncomeStatement() : QuantConnect.Data.Fundamental.WriteOffIncomeStatement
• WriteToCsv() : QuantConnect.Data.Auxiliary.MapFile
• WriteToFile() : QuantConnect.Data.Auxiliary.FactorFile< T >
• WTIBrentFinancial : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• WTIFinancial : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• WTIHoustonArgusVsWTITradeMonth : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• WTIHoustonCrudeOil : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• WWMA() : QuantConnect.Algorithm.QCAlgorithm