Classes
class	AccountCurrencyImmediateSettlementModel
	Represents the model responsible for applying cash settlement rules More...

class	AccountEvent
	Messaging class signifying a change in a user's account More...

class	AdjustedPriceVariationModel
	Provides an implementation of IPriceVariationModel for use when data is DataNormalizationMode.Adjusted. More...

class	ApplyFundsSettlementModelParameters
	Helper parameters class for ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters) More...

class	BrokerageModelSecurityInitializer
	Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.FillModel, Security.FeeModel, Security.SlippageModel, and the Security.SettlementModel properties More...

class	BuyingPower
	Defines the result for IBuyingPowerModel.GetBuyingPower More...

class	BuyingPowerModel
	Provides a base class for all buying power models More...

class	BuyingPowerModelExtensions
	Provides extension methods as backwards compatibility shims More...

class	BuyingPowerParameters
	Defines the parameters for IBuyingPowerModel.GetBuyingPower More...

class	Cash
	Represents a holding of a currency in cash. More...

struct	CashAmount
	Represents a cash amount which can be converted to account currency using a currency converter More...

class	CashBook
	Provides a means of keeping track of the different cash holdings of an algorithm More...

class	CashBookUpdatedEventArgs
	Event fired when the cash book is updated More...

class	CashBuyingPowerModel
	Represents a buying power model for cash accounts More...

class	CompositeSecurityInitializer
	Provides an implementation of ISecurityInitializer that executes each initializer in order More...

class	ConstantBuyingPowerModel
	Provides an implementation of IBuyingPowerModel that uses an absurdly low margin requirement to ensure all orders have sufficient margin provided the portfolio is not underwater. More...

class	ContractSecurityFilterUniverse
	Base class for contract symbols filtering universes. Used by OptionFilterUniverse and FutureFilterUniverse More...

class	ConvertibleCashAmount
	A cash amount that can easily be converted into account currency More...

class	DefaultMarginCallModel
	Represents the model responsible for picking which orders should be executed during a margin call More...

class	DelayedSettlementModel
	Represents the model responsible for applying cash settlement rules More...

class	DynamicSecurityData
	Provides access to a security's data via it's type. This implementation supports dynamic access by type name. More...

class	EmptyContractFilter
	Derivate security universe selection filter which will always return empty More...

class	EquityPriceVariationModel
	Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”) More...

class	ErrorCurrencyConverter
	Provides an implementation of ICurrencyConverter for use in tests that don't depend on this behavior. More...

class	FuncSecurityDerivativeFilter
	Provides a functional implementation of IDerivativeSecurityFilter<T> More...

class	FuncSecurityInitializer
	Provides a functional implementation of ISecurityInitializer More...

class	FuncSecuritySeeder
	Seed a security price from a history function More...

class	FutureExpirationCycles
	Static class contains definitions of popular futures expiration cycles More...

class	FutureFilterUniverse
	Represents futures symbols universe used in filtering. More...

class	FutureFilterUniverseEx
	Extensions for Linq support More...

class	Futures
	Futures static class contains shortcut definitions of major futures contracts available for trading More...

class	GetMaximumOrderQuantityForDeltaBuyingPowerParameters
	Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower More...

class	GetMaximumOrderQuantityForTargetBuyingPowerParameters
	Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower More...

class	GetMaximumOrderQuantityResult
	Contains the information returned by IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower and IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower More...

class	GetMinimumPriceVariationParameters
	Defines the parameters for IPriceVariationModel.GetMinimumPriceVariation More...

class	HasSufficientBuyingPowerForOrderParameters
	Defines the parameters for IBuyingPowerModel.HasSufficientBuyingPowerForOrder More...

class	HasSufficientBuyingPowerForOrderResult
	Contains the information returned by IBuyingPowerModel.HasSufficientBuyingPowerForOrder More...

interface	IBaseCurrencySymbol
	Interface for various currency symbols More...

interface	IBuyingPowerModel
	Represents a security's model of buying power More...

interface	IContinuousSecurity
	A continuous security that get's mapped during his life More...

interface	ICurrencyConverter
	Provides the ability to convert cash amounts to the account currency More...

class	IdentityCurrencyConverter
	Provides an implementation of ICurrencyConverter that does NOT perform conversions. This implementation will throw if the specified cashAmount is not in units of account currency. More...

interface	IDerivativeSecurity
	Defines a security as a derivative of another security More...

interface	IDerivativeSecurityFilter
	Filters a set of derivative symbols using the underlying price data. More...

interface	IDerivativeSecurityFilterUniverse
	Represents derivative symbols universe used in filtering. More...

interface	IMarginCallModel
	Represents the model responsible for picking which orders should be executed during a margin call More...

interface	IMarginInterestRateModel
	The responsability of this model is to apply margin interest rate cash flows to the portfolio More...

class	ImmediateSettlementModel
	Represents the model responsible for applying cash settlement rules More...

class	IndicatorVolatilityModel
	Provides an implementation of IVolatilityModel that uses an indicator to compute its value More...

class	InitialMargin
	Result type for IBuyingPowerModel.GetInitialMarginRequirement and IBuyingPowerModel.GetInitialMarginRequiredForOrder More...

class	InitialMarginParameters
	Parameters for IBuyingPowerModel.GetInitialMarginRequirement More...

class	InitialMarginRequiredForOrderParameters
	Defines the parameters for BuyingPowerModel.GetInitialMarginRequiredForOrder More...

interface	IOrderEventProvider
	Represents a type with a new OrderEvent event EventHandler. More...

interface	IOrderProcessor
	Represents a type capable of processing orders More...

interface	IOrderProvider
	Represents a type capable of fetching Order instances by its QC order id or by a brokerage id More...

interface	IPriceVariationModel
	Gets the minimum price variation of a given security More...

interface	IRegisteredSecurityDataTypesProvider
	Provides the set of base data types registered in the algorithm More...

interface	ISecurityInitializer
	Represents a type capable of initializing a new security More...

interface	ISecurityPortfolioModel
	Performs order fill application to portfolio More...

interface	ISecurityProvider
	Represents a type capable of fetching the holdings for the specified symbol More...

interface	ISecuritySeeder
	Used to seed the security with the correct price More...

interface	ISettlementModel
	Represents the model responsible for applying cash settlement rules More...

interface	ISymbol
	Base interface intended for universe data to have some of their symbol properties accessible directly. More...

interface	IVolatilityModel
	Represents a model that computes the volatility of a security More...

class	LocalMarketHours
	Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time More...

class	MaintenanceMargin
	Result type for IBuyingPowerModel.GetMaintenanceMargin More...

class	MaintenanceMarginParameters
	Parameters for IBuyingPowerModel.GetMaintenanceMargin More...

class	MarginCallModel
	Provides access to a null implementation for IMarginCallModel More...

class	MarginCallOrdersParameters
	Defines the parameters for DefaultMarginCallModel.GenerateMarginCallOrders More...

class	MarginInterestRateModel
	Provides access to a null implementation for IMarginInterestRateModel More...

class	MarginInterestRateParameters
	Defines the parameters for IMarginInterestRateModel.ApplyMarginInterestRate More...

class	MarketHoursDatabase
	Provides access to exchange hours and raw data times zones in various markets More...

class	MarketHoursSegment
	Represents the state of an exchange during a specified time range More...

class	NullBuyingPowerModel
	Provides a buying power model considers that there is sufficient buying power for all orders More...

class	OptionFilterUniverse
	Represents options symbols universe used in filtering. More...

class	OptionFilterUniverseEx
	Extensions for Linq support More...

class	OptionInitialMargin
	Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...

class	OrderProviderExtensions
	Provides extension methods for the IOrderProvider interface More...

class	PatternDayTradingMarginModel
	Represents a simple margining model where margin/leverage depends on market state (open or close). During regular market hours, leverage is 4x, otherwise 2x More...

class	RegisteredSecurityDataTypesProvider
	Provides an implementation of IRegisteredSecurityDataTypesProvider that permits the consumer to modify the expected types More...

class	RelativeStandardDeviationVolatilityModel
	Provides an implementation of IVolatilityModel that computes the relative standard deviation as the volatility of the security More...

class	ReservedBuyingPowerForPosition
	Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition More...

class	ReservedBuyingPowerForPositionParameters
	Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition More...

class	ScanSettlementModelParameters
	The settlement model ISettlementModel.Scan(ScanSettlementModelParameters) parameters More...

class	Security
	A base vehicle properties class for providing a common interface to all assets in QuantConnect. More...

class	SecurityCache
	Base class caching spot for security data and any other temporary properties. More...

class	SecurityCacheDataStoredEventArgs
	Event args for SecurityCache's DataStored event More...

class	SecurityCacheProvider
	A helper class that will provide SecurityCache instances More...

class	SecurityDatabaseKey
	Represents the key to a single entry in the MarketHoursDatabase or the SymbolPropertiesDatabase More...

class	SecurityDataFilter
	Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks. More...

class	SecurityDataFilterPythonWrapper
	Python Wrapper for custom security data filters from Python More...

class	SecurityDefinition
	Helper class containing various unique identifiers for a given SecurityIdentifier, such as FIGI, ISIN, CUSIP, SEDOL. More...

class	SecurityDefinitionSymbolResolver
	Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa. More...

class	SecurityEventArgs
	Defines a base class for Security related events More...

class	SecurityExchange
	Base exchange class providing information and helper tools for reading the current exchange situation More...

class	SecurityExchangeHours
	Represents the schedule of a security exchange. This includes daily regular and extended market hours as well as holidays, early closes and late opens. More...

class	SecurityHolding
	SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio More...

class	SecurityHoldingQuantityChangedEventArgs
	Event arguments for the SecurityHolding.QuantityChanged event. The event data contains the previous quantity/price. The current quantity/price can be accessed via the SecurityEventArgs.Security property More...

class	SecurityInitializer
	Provides static access to the Null security initializer More...

class	SecurityManager
	Enumerable security management class for grouping security objects into an array and providing any common properties. More...

class	SecurityMarginModel
	Represents a simple, constant margin model by specifying the percentages of required margin. More...

class	SecurityPortfolioManager
	Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects. More...

class	SecurityPortfolioModel
	Provides a default implementation of ISecurityPortfolioModel that simply applies the fills to the algorithm's portfolio. This implementation is intended to handle all security types. More...

class	SecurityPriceVariationModel
	Provides default implementation of IPriceVariationModel for use in defining the minimum price variation. More...

class	SecurityProviderExtensions
	Provides extension methods for the ISecurityProvider interface. More...

class	SecuritySeeder
	Provides access to a null implementation for ISecuritySeeder More...

class	SecurityService
	This class implements interface ISecurityService providing methods for creating new Security More...

class	SecurityTransactionManager
	Algorithm Transactions Manager - Recording Transactions More...

class	StandardDeviationOfReturnsVolatilityModel
	Provides an implementation of IVolatilityModel that computes the annualized sample standard deviation of daily returns as the volatility of the security More...

class	SymbolProperties
	Represents common properties for a specific security, uniquely identified by market, symbol and security type More...

class	SymbolPropertiesDatabase
	Provides access to specific properties for various symbols More...

class	UniverseManager
	Manages the algorithm's collection of universes More...

class	UnsettledCashAmount
	Represents a pending cash amount waiting for settlement time More...

class	VolatilityModel
	Provides access to a null implementation for IVolatilityModel More...

Enumerations
enum	MarketHoursState { MarketHoursState.Closed, MarketHoursState.PreMarket, MarketHoursState.Market, MarketHoursState.PostMarket }
	Specifies the open/close state for a MarketHoursSegment More...

Enumeration Type Documentation

◆ MarketHoursState

enum QuantConnect.Securities.MarketHoursState

strong

Specifies the open/close state for a MarketHoursSegment

Enumerator
Closed	The market is not open (0)
PreMarket	The market is open, but before normal trading hours (1)
Market	The market is open and within normal trading hours (2)
PostMarket	The market is open, but after normal trading hours (3)

Definition at line 26 of file MarketHoursState.cs.

Classes

Enumerations

Enumeration Type Documentation

◆ MarketHoursState