| AccountType | QuantConnect.Brokerages.IBrokerageModel | |
| ApplySplit(List< OrderTicket > tickets, Split split) | QuantConnect.Brokerages.IBrokerageModel | |
| CanExecuteOrder(Security security, Order order) | QuantConnect.Brokerages.IBrokerageModel | |
| CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message) | QuantConnect.Brokerages.IBrokerageModel | |
| CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message) | QuantConnect.Brokerages.IBrokerageModel | |
| DefaultMarkets | QuantConnect.Brokerages.IBrokerageModel | |
| GetBenchmark(SecurityManager securities) | QuantConnect.Brokerages.IBrokerageModel | |
| GetBuyingPowerModel(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetBuyingPowerModel(Security security, AccountType accountType) | QuantConnect.Brokerages.IBrokerageModel | |
| GetFeeModel(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetFillModel(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetLeverage(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetMarginInterestRateModel(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetSettlementModel(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetSettlementModel(Security security, AccountType accountType) | QuantConnect.Brokerages.IBrokerageModel | |
| GetShortableProvider(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| GetSlippageModel(Security security) | QuantConnect.Brokerages.IBrokerageModel | |
| RequiredFreeBuyingPowerPercent | QuantConnect.Brokerages.IBrokerageModel | |
1.8.17 
