quantconnect-stubs 17397__py3-none-any.whl → 17412__py3-none-any.whl

QuantConnect/Algorithm/__init__.pyi

@@ -4,6 +4,7 @@ import datetime
 import typing
 import warnings
 
+import Common.Util
 import QuantConnect
 import QuantConnect.Algorithm
 import QuantConnect.Algorithm.Framework.Alphas
@@ -62,7 +63,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def abandoned_baby(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby:
+    def abandoned_baby(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby:
         """
         Creates a new Indicators.CandlestickPatterns.AbandonedBaby pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -75,7 +76,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def advance_block(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock:
+    def advance_block(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock:
         """
         Creates a new Indicators.CandlestickPatterns.AdvanceBlock pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -87,7 +88,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def belt_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.BeltHold:
+    def belt_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.BeltHold:
         """
         Creates a new Indicators.CandlestickPatterns.BeltHold pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -99,7 +100,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def breakaway(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Breakaway:
+    def breakaway(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Breakaway:
         """
         Creates a new Indicators.CandlestickPatterns.Breakaway pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -111,7 +112,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def closing_marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu:
+    def closing_marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu:
         """
         Creates a new Indicators.CandlestickPatterns.ClosingMarubozu pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -123,7 +124,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def concealed_baby_swallow(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow:
+    def concealed_baby_swallow(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow:
         """
         Creates a new Indicators.CandlestickPatterns.ConcealedBabySwallow pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -135,7 +136,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def counterattack(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Counterattack:
+    def counterattack(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Counterattack:
         """
         Creates a new Indicators.CandlestickPatterns.Counterattack pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -147,7 +148,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def dark_cloud_cover(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover:
+    def dark_cloud_cover(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover:
         """
         Creates a new Indicators.CandlestickPatterns.DarkCloudCover pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -160,7 +161,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Doji:
+    def doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Doji:
         """
         Creates a new Indicators.CandlestickPatterns.Doji pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -172,7 +173,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DojiStar:
+    def doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DojiStar:
         """
         Creates a new Indicators.CandlestickPatterns.DojiStar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -184,7 +185,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def dragonfly_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji:
+    def dragonfly_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji:
         """
         Creates a new Indicators.CandlestickPatterns.DragonflyDoji pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -196,7 +197,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def engulfing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Engulfing:
+    def engulfing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Engulfing:
         """
         Creates a new Indicators.CandlestickPatterns.Engulfing pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -208,7 +209,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def evening_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar:
+    def evening_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar:
         """
         Creates a new Indicators.CandlestickPatterns.EveningDojiStar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -221,7 +222,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def evening_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningStar:
+    def evening_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningStar:
         """
         Creates a new Indicators.CandlestickPatterns.EveningStar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -234,7 +235,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def gap_side_by_side_white(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite:
+    def gap_side_by_side_white(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite:
         """
         Creates a new Indicators.CandlestickPatterns.GapSideBySideWhite pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -246,7 +247,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def gravestone_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji:
+    def gravestone_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji:
         """
         Creates a new Indicators.CandlestickPatterns.GravestoneDoji pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -258,7 +259,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hammer:
+    def hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hammer:
         """
         Creates a new Indicators.CandlestickPatterns.Hammer pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -270,7 +271,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def hanging_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HangingMan:
+    def hanging_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HangingMan:
         """
         Creates a new Indicators.CandlestickPatterns.HangingMan pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -282,7 +283,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def harami(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Harami:
+    def harami(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Harami:
         """
         Creates a new Indicators.CandlestickPatterns.Harami pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -294,7 +295,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def harami_cross(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HaramiCross:
+    def harami_cross(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HaramiCross:
         """
         Creates a new Indicators.CandlestickPatterns.HaramiCross pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -306,7 +307,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def high_wave_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle:
+    def high_wave_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle:
         """
         Creates a new Indicators.CandlestickPatterns.HighWaveCandle pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -318,7 +319,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def hikkake(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hikkake:
+    def hikkake(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hikkake:
         """
         Creates a new Indicators.CandlestickPatterns.Hikkake pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -330,7 +331,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def hikkake_modified(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HikkakeModified:
+    def hikkake_modified(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HikkakeModified:
         """
         Creates a new Indicators.CandlestickPatterns.HikkakeModified pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -342,7 +343,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def homing_pigeon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HomingPigeon:
+    def homing_pigeon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HomingPigeon:
         """
         Creates a new Indicators.CandlestickPatterns.HomingPigeon pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -354,7 +355,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def identical_three_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows:
+    def identical_three_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows:
         """
         Creates a new Indicators.CandlestickPatterns.IdenticalThreeCrows pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -366,7 +367,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def in_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InNeck:
+    def in_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InNeck:
         """
         Creates a new Indicators.CandlestickPatterns.InNeck pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -378,7 +379,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def inverted_hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InvertedHammer:
+    def inverted_hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InvertedHammer:
         """
         Creates a new Indicators.CandlestickPatterns.InvertedHammer pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -390,7 +391,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def kicking(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Kicking:
+    def kicking(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Kicking:
         """
         Creates a new Indicators.CandlestickPatterns.Kicking pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -402,7 +403,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def kicking_by_length(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.KickingByLength:
+    def kicking_by_length(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.KickingByLength:
         """
         Creates a new Indicators.CandlestickPatterns.KickingByLength pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -414,7 +415,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def ladder_bottom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LadderBottom:
+    def ladder_bottom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LadderBottom:
         """
         Creates a new Indicators.CandlestickPatterns.LadderBottom pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -426,7 +427,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def long_legged_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji:
+    def long_legged_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji:
         """
         Creates a new Indicators.CandlestickPatterns.LongLeggedDoji pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -438,7 +439,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def long_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLineCandle:
+    def long_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLineCandle:
         """
         Creates a new Indicators.CandlestickPatterns.LongLineCandle pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -450,7 +451,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Marubozu:
+    def marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Marubozu:
         """
         Creates a new Indicators.CandlestickPatterns.Marubozu pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -462,7 +463,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def matching_low(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatchingLow:
+    def matching_low(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatchingLow:
         """
         Creates a new Indicators.CandlestickPatterns.MatchingLow pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -474,7 +475,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def mat_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatHold:
+    def mat_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatHold:
         """
         Creates a new Indicators.CandlestickPatterns.MatHold pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -487,7 +488,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def morning_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar:
+    def morning_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar:
         """
         Creates a new Indicators.CandlestickPatterns.MorningDojiStar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -500,7 +501,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def morning_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningStar:
+    def morning_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningStar:
         """
         Creates a new Indicators.CandlestickPatterns.MorningStar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -513,7 +514,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def on_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.OnNeck:
+    def on_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.OnNeck:
         """
         Creates a new Indicators.CandlestickPatterns.OnNeck pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -525,7 +526,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def piercing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Piercing:
+    def piercing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Piercing:
         """
         Creates a new Indicators.CandlestickPatterns.Piercing pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -537,7 +538,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def rickshaw_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RickshawMan:
+    def rickshaw_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RickshawMan:
         """
         Creates a new Indicators.CandlestickPatterns.RickshawMan pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -549,7 +550,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def rise_fall_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods:
+    def rise_fall_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods:
         """
         Creates a new Indicators.CandlestickPatterns.RiseFallThreeMethods pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -561,7 +562,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def separating_lines(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SeparatingLines:
+    def separating_lines(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SeparatingLines:
         """
         Creates a new Indicators.CandlestickPatterns.SeparatingLines pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -573,7 +574,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def shooting_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShootingStar:
+    def shooting_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShootingStar:
         """
         Creates a new Indicators.CandlestickPatterns.ShootingStar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -585,7 +586,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def short_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle:
+    def short_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle:
         """
         Creates a new Indicators.CandlestickPatterns.ShortLineCandle pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -597,7 +598,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def spinning_top(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SpinningTop:
+    def spinning_top(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SpinningTop:
         """
         Creates a new Indicators.CandlestickPatterns.SpinningTop pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -609,7 +610,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def stalled_pattern(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StalledPattern:
+    def stalled_pattern(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StalledPattern:
         """
         Creates a new Indicators.CandlestickPatterns.StalledPattern pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -621,7 +622,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def stick_sandwich(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StickSandwich:
+    def stick_sandwich(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StickSandwich:
         """
         Creates a new Indicators.CandlestickPatterns.StickSandwich pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -633,7 +634,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def takuri(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Takuri:
+    def takuri(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Takuri:
         """
         Creates a new Indicators.CandlestickPatterns.Takuri pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -645,7 +646,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def tasuki_gap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TasukiGap:
+    def tasuki_gap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TasukiGap:
         """
         Creates a new Indicators.CandlestickPatterns.TasukiGap pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -657,7 +658,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def three_black_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows:
+    def three_black_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows:
         """
         Creates a new Indicators.CandlestickPatterns.ThreeBlackCrows pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -669,7 +670,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def three_inside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeInside:
+    def three_inside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeInside:
         """
         Creates a new Indicators.CandlestickPatterns.ThreeInside pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -681,7 +682,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def three_line_strike(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike:
+    def three_line_strike(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike:
         """
         Creates a new Indicators.CandlestickPatterns.ThreeLineStrike pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -693,7 +694,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def three_outside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeOutside:
+    def three_outside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeOutside:
         """
         Creates a new Indicators.CandlestickPatterns.ThreeOutside pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -705,7 +706,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def three_stars_in_south(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth:
+    def three_stars_in_south(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth:
         """
         Creates a new Indicators.CandlestickPatterns.ThreeStarsInSouth pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -717,7 +718,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def three_white_soldiers(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers:
+    def three_white_soldiers(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers:
         """
         Creates a new Indicators.CandlestickPatterns.ThreeWhiteSoldiers pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -729,7 +730,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def thrusting(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Thrusting:
+    def thrusting(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Thrusting:
         """
         Creates a new Indicators.CandlestickPatterns.Thrusting pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -741,7 +742,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def tristar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Tristar:
+    def tristar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Tristar:
         """
         Creates a new Indicators.CandlestickPatterns.Tristar pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -753,7 +754,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TwoCrows:
+    def two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TwoCrows:
         """
         Creates a new Indicators.CandlestickPatterns.TwoCrows pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -765,7 +766,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def unique_three_river(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver:
+    def unique_three_river(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver:
         """
         Creates a new Indicators.CandlestickPatterns.UniqueThreeRiver pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -777,7 +778,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def up_down_gap_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods:
+    def up_down_gap_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods:
         """
         Creates a new Indicators.CandlestickPatterns.UpDownGapThreeMethods pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -789,7 +790,7 @@ class CandlestickPatterns(System.Object):
         """
         ...
 
-    def upside_gap_two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows:
+    def upside_gap_two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows:
         """
         Creates a new Indicators.CandlestickPatterns.UpsideGapTwoCrows pattern indicator.
         The indicator will be automatically updated on the given resolution.
@@ -828,15 +829,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
                 ...
 
             @overload
-            def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
+            def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
                 ...
 
             @overload
-            def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
+            def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
                 ...
 
             @overload
-            def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
+            def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
                 ...
 
         @overload
@@ -884,15 +885,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
             ...
 
         @overload
-        def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
+        def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
             ...
 
         @overload
-        def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
+        def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
             ...
 
         @overload
-        def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
+        def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
             ...
 
         @overload
@@ -916,15 +917,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
             ...
 
         @overload
-        def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
+        def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
             ...
 
         @overload
-        def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
+        def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
             ...
 
         @overload
-        def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
+        def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
             ...
 
         def __getitem__(self, type: typing.Type[QuantConnect_Algorithm_QCAlgorithm_History_T]) -> History[QuantConnect_Algorithm_QCAlgorithm_History_T]:
@@ -1065,7 +1066,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @property
-    def active_securities(self) -> System.Collections.Generic.IReadOnlyDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
+    def active_securities(self) -> Common.Util.ReadOnlyExtendedDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
         """
         Read-only dictionary containing all active securities. An active security is
         a security that is currently selected by the universe or has holdings or open orders.
@@ -1438,7 +1439,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def a(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int = 1, beta_period: int = 252, resolution: typing.Optional[QuantConnect.Resolution] = None, risk_free_rate: typing.Optional[float] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Alpha:
+    def a(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int = 1, beta_period: int = 252, resolution: typing.Optional[QuantConnect.Resolution] = None, risk_free_rate: typing.Optional[float] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Alpha:
         """
         Creates a Alpha indicator for the given target symbol in relation with the reference used.
         The indicator will be automatically updated on the given resolution.
@@ -1454,7 +1455,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def abands(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, width: float = 4, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccelerationBands:
+    def abands(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, width: float = 4, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccelerationBands:
         """
         Creates a new Acceleration Bands indicator.
         
@@ -1467,7 +1468,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistribution:
+    def ad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistribution:
         """
         Creates a new AccumulationDistribution indicator.
         
@@ -1487,6 +1488,16 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     def add_cfd(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Cfd.Cfd:
+        """
+        Creates and adds a new Cfd security to the algorithm
+        
+        :param ticker: The CFD ticker symbol
+        :param resolution: The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.MINUTE
+        :param market: The cfd trading market, Market. Default value is null and looked up using IBrokerageModel.default_markets in AddSecurity{T}
+        :param fill_forward: If true, returns the last available data even if none in that timeslice. Default is true
+        :param leverage: The requested leverage for this CFD. Default is set by security_initializer
+        :returns: The new Cfd security.
+        """
         ...
 
     def add_chart(self, chart: QuantConnect.Chart) -> None:
@@ -1509,6 +1520,16 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     def add_crypto_future(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.CryptoFuture.CryptoFuture:
+        """
+        Creates and adds a new CryptoFuture security to the algorithm
+        
+        :param ticker: The crypto future ticker symbol
+        :param resolution: The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.MINUTE
+        :param market: The The crypto future trading market, Market. Default value is null and looked up using IBrokerageModel.default_markets in AddSecurity{T}
+        :param fill_forward: If true, returns the last available data even if none in that timeslice. Default is true
+        :param leverage: The requested leverage for this crypto future. Default is set by security_initializer
+        :returns: The new CryptoFuture security.
+        """
         ...
 
     @overload
@@ -1529,7 +1550,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution], time_zone: typing.Any, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
+    def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution], time_zone: typing.Any, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
         """
         AddData a new user defined data source, requiring only the minimum config options.
         This adds a Symbol to the `Underlying` property in the custom data Symbol object.
@@ -1565,7 +1586,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_data(self, data_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, time_zone: typing.Any = None, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
+    def add_data(self, data_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, time_zone: typing.Any = None, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
         """
         AddData a new user defined data source, requiring only the minimum config options.
         This adds a Symbol to the `Underlying` property in the custom data Symbol object.
@@ -1599,7 +1620,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Securities.Security:
+    def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Securities.Security:
         """
         AddData a new user defined data source, requiring only the minimum config options.
         The data is added with a default time zone of NewYork (Eastern Daylight Savings Time).
@@ -1649,12 +1670,22 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     def add_forex(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Forex.Forex:
+        """
+        Creates and adds a new Forex security to the algorithm
+        
+        :param ticker: The currency pair
+        :param resolution: The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.MINUTE
+        :param market: The foreign exchange trading market, Market. Default value is null and looked up using IBrokerageModel.default_markets in AddSecurity{T}
+        :param fill_forward: If true, returns the last available data even if none in that timeslice. Default is true
+        :param leverage: The requested leverage for this forex security. Default is set by security_initializer
+        :returns: The new Forex security.
+        """
         ...
 
     def add_future(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Future.Future:
         ...
 
-    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
+    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
         """
         Creates and adds a new single Future contract to the algorithm
         
@@ -1667,7 +1698,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def add_future_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse] = None) -> None:
+    def add_future_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse] = None) -> None:
         """
         Creates and adds a new Future Option contract to the algorithm.
         
@@ -1677,7 +1708,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def add_future_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
+    def add_future_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
         """
         Adds a future option contract to the algorithm.
         
@@ -1718,7 +1749,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
+    def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
         """
         Creates and adds index options to the algorithm.
         
@@ -1730,7 +1761,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
+    def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
         """
         Creates and adds index options to the algorithm.
         
@@ -1746,7 +1777,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
     def add_index_option(self, underlying: str, target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
         ...
 
-    def add_index_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
+    def add_index_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
         """
         Adds an index option contract to the algorithm.
         
@@ -1772,7 +1803,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
+    def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
         """
         Creates and adds a new Option security to the algorithm.
         This method can be used to add options with non-equity asset classes
@@ -1788,7 +1819,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
+    def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
         """
         Creates and adds a new Option security to the algorithm.
         This method can be used to add options with non-equity asset classes
@@ -1804,7 +1835,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
+    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
         """
         Creates and adds a new single Option contract to the algorithm
         
@@ -1874,7 +1905,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
+    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
         """
         Set a required SecurityType-symbol and resolution for algorithm
         
@@ -2126,7 +2157,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def add_universe_options(self, underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse]) -> None:
+    def add_universe_options(self, underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse]) -> None:
         """
         Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in.
         Additionally, a filter can be applied to the options generated when the universe of the security changes.
@@ -2155,7 +2186,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def adosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
+    def adosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
         """
         Creates a new AccumulationDistributionOscillator indicator.
         
@@ -2190,7 +2221,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def adx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalIndex:
+    def adx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalIndex:
         """
         Creates a new Average Directional Index indicator.
         The indicator will be automatically updated on the given resolution.
@@ -2203,7 +2234,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def adxr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
+    def adxr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
         """
         Creates a new AverageDirectionalMovementIndexRating indicator.
         
@@ -2215,7 +2246,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def alma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, sigma: int = 6, offset: float = 0.85, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
+    def alma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, sigma: int = 6, offset: float = 0.85, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
         """
         Creates a new ArnaudLegouxMovingAverage indicator.
         
@@ -2230,7 +2261,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ao(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AwesomeOscillator:
+    def ao(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AwesomeOscillator:
         """
         Creates a new Awesome Oscillator from the specified periods.
         
@@ -2243,7 +2274,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def apo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AbsolutePriceOscillator:
+    def apo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AbsolutePriceOscillator:
         """
         Creates a new AbsolutePriceOscillator indicator.
         
@@ -2257,7 +2288,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def aps(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AugenPriceSpike:
+    def aps(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AugenPriceSpike:
         """
         Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -2270,7 +2301,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageRange:
+    def ar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageRange:
         """
         Creates a new Average Range (AR) indicator.
         
@@ -2283,7 +2314,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ar_order: int, diff_order: int, ma_order: int, period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
+    def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ar_order: int, diff_order: int, ma_order: int, period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
         """
         Creates a new ARIMA indicator.
         
@@ -2299,7 +2330,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ar_order: int, diff_order: int, ma_order: int, period: int, intercept: bool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
+    def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ar_order: int, diff_order: int, ma_order: int, period: int, intercept: bool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
         """
         Creates a new ARIMA indicator.
         
@@ -2316,7 +2347,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
+    def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
         """
         Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
         
@@ -2329,7 +2360,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], up_period: int, down_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
+    def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], up_period: int, down_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
         """
         Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
         
@@ -2342,7 +2373,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def asi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderAccumulativeSwingIndex:
+    def asi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderAccumulativeSwingIndex:
         """
         Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol.
         The indicator will be automatically updated on the given resolution.
@@ -2355,7 +2386,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def atr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageTrueRange:
+    def atr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageTrueRange:
         """
         Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -2369,7 +2400,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def b(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Beta:
+    def b(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Beta:
         """
         Creates a Beta indicator for the given target symbol in relation with the reference used.
         The indicator will be automatically updated on the given resolution.
@@ -2383,7 +2414,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def bb(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.BollingerBands:
+    def bb(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.BollingerBands:
         """
         Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation
         
@@ -2397,7 +2428,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def bop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.BalanceOfPower:
+    def bop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.BalanceOfPower:
         """
         Creates a new Balance Of Power indicator.
         The indicator will be automatically updated on the given resolution.
@@ -2419,7 +2450,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
+    def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
         """
         Buy Stock (Alias of Order)
         
@@ -2430,7 +2461,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
+    def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
         """
         Buy Stock (Alias of Order)
         
@@ -2454,7 +2485,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def c(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Correlation:
+    def c(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Correlation:
         """
         Creates a Correlation indicator for the given target symbol in relation with the reference used.
         The indicator will be automatically updated on the given resolution.
@@ -2469,7 +2500,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def calculate_order_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target: float) -> float:
+    def calculate_order_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target: float) -> float:
         """
         Calculate the order quantity to achieve target-percent holdings.
         
@@ -2479,7 +2510,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def cc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_roc_period: int = 11, long_roc_period: int = 14, lwma_period: int = 10, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.CoppockCurve:
+    def cc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_roc_period: int = 11, long_roc_period: int = 14, lwma_period: int = 10, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.CoppockCurve:
         """
         Initializes a new instance of the CoppockCurve indicator
         
@@ -2493,7 +2524,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def cci(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CommodityChannelIndex:
+    def cci(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CommodityChannelIndex:
         """
         Creates a new CommodityChannelIndex indicator. The indicator will be automatically
         updated on the given resolution.
@@ -2507,7 +2538,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def chop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChoppinessIndex:
+    def chop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChoppinessIndex:
         """
         Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -2533,7 +2564,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Optional[int]:
+    def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Optional[int]:
         """
         Converts a symbol into a CIK identifier
         
@@ -2542,7 +2573,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def cks(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], atr_period: int, atr_mult: float, period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChandeKrollStop:
+    def cks(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], atr_period: int, atr_mult: float, period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChandeKrollStop:
         """
         Creates a new Chande Kroll Stop indicator which will compute the short and lower stop.
         The indicator will be automatically updated on the given resolution.
@@ -2558,7 +2589,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def cmf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinMoneyFlow:
+    def cmf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinMoneyFlow:
         """
         Creates a new ChaikinMoneyFlow indicator.
         
@@ -2570,7 +2601,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def cmo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ChandeMomentumOscillator:
+    def cmo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ChandeMomentumOscillator:
         """
         Creates a new ChandeMomentumOscillator indicator.
         
@@ -2582,7 +2613,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def co(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinOscillator:
+    def co(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinOscillator:
         """
         Creates a new Chaikin Oscillator indicator.
         
@@ -2649,7 +2680,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a symbol into a composite FIGI identifier
         
@@ -2659,7 +2690,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], size: float, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], size: float, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Creates and registers a consolidator for the following bar types: RenkoBar, VolumeRenkoBar, or RangeBar
         for the specified symbol and threshold. The specified handler will be invoked with each new consolidated bar.
@@ -2674,7 +2705,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2686,7 +2717,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2699,7 +2730,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2711,7 +2742,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2724,7 +2755,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2736,7 +2767,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2749,7 +2780,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2761,7 +2792,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2773,7 +2804,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2785,7 +2816,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2797,7 +2828,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2809,7 +2840,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Registers the handler to receive consolidated data for the specified symbol
         
@@ -2853,7 +2884,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
+    def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
         """
         Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
         
@@ -2865,7 +2896,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
+    def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
         """
         Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
         
@@ -2876,7 +2907,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def crsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, rsi_period_streak: int, look_back_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ConnorsRelativeStrengthIndex:
+    def crsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, rsi_period_streak: int, look_back_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ConnorsRelativeStrengthIndex:
         """
         Creates a new Connors Relative Strength Index (CRSI) indicator, which combines the traditional Relative Strength Index (RSI),
         Streak RSI (SRSI), and Percent Rank to provide a more robust measure of market strength.
@@ -2905,7 +2936,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a symbol into a CUSIP identifier
         
@@ -2914,7 +2945,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def d(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
+    def d(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
         """
         Creates a new Delta indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -2931,7 +2962,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], upper_period: int, lower_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
+    def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], upper_period: int, lower_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
         """
         Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band.
         The indicator will be automatically updated on the given resolution.
@@ -2946,7 +2977,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
+    def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
         """
         Overload shorthand to create a new symmetric Donchian Channel indicator which
         has the upper and lower channels set to the same period length.
@@ -2995,7 +3026,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def dem(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.DeMarkerIndicator:
+    def dem(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.DeMarkerIndicator:
         """
         Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's
         High and Low tradebar values.
@@ -3009,7 +3040,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def dema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
+    def dema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
         """
         Creates a new DoubleExponentialMovingAverage indicator.
         
@@ -3029,7 +3060,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def do(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, smoothing_rsi_period: int, double_smoothing_rsi_period: int, signal_line_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DerivativeOscillator:
+    def do(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, smoothing_rsi_period: int, double_smoothing_rsi_period: int, signal_line_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DerivativeOscillator:
         """
         Creates a new DerivativeOscillator indicator.
         
@@ -3081,7 +3112,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def dpo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DetrendedPriceOscillator:
+    def dpo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DetrendedPriceOscillator:
         """
         Creates a new DetrendedPriceOscillator indicator.
         
@@ -3094,7 +3125,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
+    def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
         """
         Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3108,7 +3139,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, smoothing_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
+    def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, smoothing_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
         """
         Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3144,7 +3175,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def emv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 1, scale: int = 10000, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.EaseOfMovementValue:
+    def emv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 1, scale: int = 10000, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.EaseOfMovementValue:
         """
         Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3203,7 +3234,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def exercise_option(self, option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def exercise_option(self, option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send an exercise order to the transaction handler
         
@@ -3216,7 +3247,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def fi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ForceIndex:
+    def fi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ForceIndex:
         """
         Creates a new ForceIndex indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3231,7 +3262,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
+    def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
         """
         Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3245,7 +3276,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
+    def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
         """
         Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3260,7 +3291,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
+    def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
         """
         Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3274,7 +3305,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def fish(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.FisherTransform:
+    def fish(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.FisherTransform:
         """
         Creates an FisherTransform indicator for the symbol.
         The indicator will be automatically updated on the given resolution.
@@ -3287,7 +3318,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def frama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, long_period: int = 198, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
+    def frama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, long_period: int = 198, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
         """
         Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3309,7 +3340,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def fundamentals(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Fundamental.Fundamental:
+    def fundamentals(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Fundamental.Fundamental:
         """
         Get the fundamental data for the requested symbol at the current time
         
@@ -3328,7 +3359,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def future_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
+    def future_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
         """
         Get the futures chain for the specified symbol at the current time (time)
         
@@ -3352,7 +3383,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def futures_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
+    def futures_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
         """
         Get the futures chain for the specified symbol at the current time (time)
         
@@ -3376,7 +3407,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def g(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
+    def g(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
         """
         Creates a new Gamma indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3416,7 +3447,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.BaseData:
+    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.BaseData:
         """
         Get the last known price using the history provider.
         Useful for seeding securities with the correct price
@@ -3440,7 +3471,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.BaseData]:
+    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.BaseData]:
         """
         Yields data to warm up a security for all its subscribed data types
         
@@ -3509,11 +3540,11 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def get_parameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
+    def get_parameters(self) -> Common.Util.ReadOnlyExtendedDictionary[str, str]:
         """Gets a read-only dictionary with all current parameters"""
         ...
 
-    def he(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, max_lag: int = 20, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HurstExponent:
+    def he(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, max_lag: int = 20, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HurstExponent:
         """
         Creates a new Hurst Exponent indicator for the specified symbol.
         The Hurst Exponent measures the long-term memory or self-similarity in a time series.
@@ -3528,7 +3559,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def heikin_ashi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.HeikinAshi:
+    def heikin_ashi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.HeikinAshi:
         """
         Creates a new Heikin-Ashi indicator.
         
@@ -3539,7 +3570,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def hma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HullMovingAverage:
+    def hma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HullMovingAverage:
         """
         Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
         
@@ -3550,7 +3581,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ht(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length: int, in_phase_multiplication_factor: float, quadrature_multiplication_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HilbertTransform:
+    def ht(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length: int, in_phase_multiplication_factor: float, quadrature_multiplication_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HilbertTransform:
         """
         Creates a new Hilbert Transform indicator
         
@@ -3568,7 +3599,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ibs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.InternalBarStrength:
+    def ibs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.InternalBarStrength:
         """
         Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3580,7 +3611,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ichimoku(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tenkan_period: int, kijun_period: int, senkou_a_period: int, senkou_b_period: int, senkou_a_delay_period: int, senkou_b_delay_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.IchimokuKinkoHyo:
+    def ichimoku(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tenkan_period: int, kijun_period: int, senkou_a_period: int, senkou_b_period: int, senkou_a_delay_period: int, senkou_b_delay_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.IchimokuKinkoHyo:
         """
         Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3599,7 +3630,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
+    def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
         """
         Creates a new Identity indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3612,7 +3643,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
+    def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
         """
         Creates a new Identity indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3626,7 +3657,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
+    def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
         """
         Creates a new Identity indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3640,7 +3671,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
+    def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
         """
         Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -3670,7 +3701,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
+    def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
         """
         Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -3716,7 +3747,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
+    def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
         """
         Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -3760,7 +3791,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a symbol into an ISIN identifier
         
@@ -3769,7 +3800,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def is_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines if the exchange for the specified symbol is open at the current time.
         
@@ -3778,7 +3809,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def iv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.ImpliedVolatility:
+    def iv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.ImpliedVolatility:
         """
         Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -3794,7 +3825,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
+    def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
         """
         Creates a new KaufmanAdaptiveMovingAverage indicator.
         
@@ -3807,7 +3838,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, fast_ema_period: int, slow_ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
+    def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, fast_ema_period: int, slow_ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
         """
         Creates a new KaufmanAdaptiveMovingAverage indicator.
         
@@ -3821,7 +3852,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def kch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.KeltnerChannels:
+    def kch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.KeltnerChannels:
         """
         Creates a new Keltner Channels indicator.
         The indicator will be automatically updated on the given resolution.
@@ -3836,7 +3867,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanEfficiencyRatio:
+    def ker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanEfficiencyRatio:
         """
         Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3849,7 +3880,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def kst(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], roc_1_period: int = 10, roc_1_ma_period: int = 10, roc_2_period: int = 15, roc_2_ma_period: int = 10, roc_3_period: int = 20, roc_3_ma_period: int = 10, roc_4_period: int = 30, roc_4_ma_period: int = 15, signal_period: int = 9, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KnowSureThing:
+    def kst(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], roc_1_period: int = 10, roc_1_ma_period: int = 10, roc_2_period: int = 15, roc_2_ma_period: int = 10, roc_3_period: int = 20, roc_3_ma_period: int = 10, roc_4_period: int = 30, roc_4_ma_period: int = 15, signal_period: int = 9, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KnowSureThing:
         """
         Creates a new KnowSureThing indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -3871,7 +3902,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def kvo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, signal_period: int = 13, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.KlingerVolumeOscillator:
+    def kvo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, signal_period: int = 13, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.KlingerVolumeOscillator:
         """
         Creates a new Klinger Volume Oscillator (KVO) indicator
         
@@ -3886,7 +3917,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send a limit if touched order to the transaction handler:
         
@@ -3902,7 +3933,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send a limit if touched order to the transaction handler:
         
@@ -3918,7 +3949,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send a limit order to the transaction handler:
         
@@ -3933,7 +3964,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send a limit order to the transaction handler:
         
@@ -3957,7 +3988,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Liquidate your portfolio holdings
         
@@ -3981,7 +4012,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def liquidate(self, symbol_to_liquidate: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def liquidate(self, symbol_to_liquidate: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.
         
@@ -4030,7 +4061,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def logr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LogReturn:
+    def logr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LogReturn:
         """
         Creates a new LogReturn indicator.
         
@@ -4042,7 +4073,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def lsma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
+    def lsma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
         """
         Creates and registers a new Least Squares Moving Average instance.
         
@@ -4054,7 +4085,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def lwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
+    def lwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
         """
         Creates a new LinearWeightedMovingAverage indicator.  This indicator will linearly distribute
         the weights across the periods.
@@ -4066,7 +4097,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def macd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, signal_period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
+    def macd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, signal_period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
         """
         Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.
         
@@ -4081,7 +4112,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def mad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
+    def mad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
         """
         Creates a new MeanAbsoluteDeviation indicator.
         
@@ -4093,7 +4124,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def mama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_limit: float = 0.5, slow_limit: float = 0.05, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MesaAdaptiveMovingAverage:
+    def mama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_limit: float = 0.5, slow_limit: float = 0.05, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MesaAdaptiveMovingAverage:
         """
         Creates a new Mesa Adaptive Moving Average (MAMA) indicator.
         The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average.
@@ -4108,11 +4139,11 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         ...
 
     @overload
-    def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Market on close order implementation: Send a market order when the exchange closes
         
@@ -4126,7 +4157,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Market on open order implementation: Send a market order when the exchange opens
         
@@ -4140,7 +4171,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Market on open order implementation: Send a market order when the exchange opens
         
@@ -4154,7 +4185,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Market order implementation: Send a market order and wait for it to be filled.
         
@@ -4168,7 +4199,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Market order implementation: Send a market order and wait for it to be filled.
         
@@ -4181,7 +4212,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def mass(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ema_period: int = 9, sum_period: int = 25, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MassIndex:
+    def mass(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ema_period: int = 9, sum_period: int = 25, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MassIndex:
         """
         Creates a new Mass Index indicator. The indicator will be automatically
         updated on the given resolution.
@@ -4195,7 +4226,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def max(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Maximum:
+    def max(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Maximum:
         """
         Creates a new Maximum indicator to compute the maximum value
         
@@ -4208,7 +4239,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def mfi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MoneyFlowIndex:
+    def mfi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MoneyFlowIndex:
         """
         Creates a new MoneyFlowIndex indicator. The indicator will be automatically
         updated on the given resolution.
@@ -4221,7 +4252,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def mgd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.McGinleyDynamic:
+    def mgd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.McGinleyDynamic:
         """
         Creates a new McGinley Dynamic indicator
         
@@ -4233,7 +4264,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def midpoint(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MidPoint:
+    def midpoint(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MidPoint:
         """
         Creates a new MidPoint indicator.
         
@@ -4245,7 +4276,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def midprice(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MidPrice:
+    def midprice(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MidPrice:
         """
         Creates a new MidPrice indicator.
         
@@ -4257,7 +4288,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def min(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Minimum:
+    def min(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Minimum:
         """
         Creates a new Minimum indicator to compute the minimum value
         
@@ -4270,7 +4301,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def mom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momentum:
+    def mom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momentum:
         """
         Creates a new Momentum indicator. This will compute the absolute n-period change in the security.
         The indicator will be automatically updated on the given resolution.
@@ -4283,7 +4314,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def momersion(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], min_period: typing.Optional[int], full_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momersion:
+    def momersion(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], min_period: typing.Optional[int], full_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momersion:
         """
         Creates a new Momersion indicator.
         
@@ -4296,7 +4327,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def momp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MomentumPercent:
+    def momp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MomentumPercent:
         """
         Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security.
         The indicator will be automatically updated on the given resolution.
@@ -4335,7 +4366,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def natr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
+    def natr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
         """
         Creates a new NormalizedAverageTrueRange indicator.
         
@@ -4347,7 +4378,31 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def obv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.OnBalanceVolume:
+    def nhnl(self, symbols: typing.List[QuantConnect.Symbol], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NewHighsNewLows:
+        """
+        Creates a new New Highs - New Lows indicator
+        
+        :param symbols: The symbols whose NHNL we want
+        :param period: The period over which to compute the NHNL
+        :param resolution: The resolution
+        :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a IBaseDataBar
+        :returns: The NewHighsNewLows indicator for the requested symbols over the specified period.
+        """
+        ...
+
+    def nhnlv(self, symbols: typing.List[QuantConnect.Symbol], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.NewHighsNewLowsVolume:
+        """
+        Creates a new New Highs - New Lows Volume indicator
+        
+        :param symbols: The symbols whose NHNLV we want
+        :param period: The period over which to compute the NHNLV
+        :param resolution: The resolution
+        :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar
+        :returns: The NewHighsNewLowsVolume indicator for the requested symbols over the specified period.
+        """
+        ...
+
+    def obv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.OnBalanceVolume:
         """
         Creates a new On Balance Volume indicator. This will compute the cumulative total volume
         based on whether the close price being higher or lower than the previous period.
@@ -4500,7 +4555,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """Called when the algorithm has completed initialization and warm up."""
         ...
 
-    def option_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.OptionChain:
+    def option_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.OptionChain:
         """
         Get the option chain for the specified symbol at the current time (time)
         
@@ -4525,7 +4580,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
+    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
         """
         Issue an order/trade for asset: Alias wrapper for Order(string, int);
         
@@ -4536,7 +4591,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
+    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
         """
         Issue an order/trade for asset
         
@@ -4547,7 +4602,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Wrapper for market order method: submit a new order for quantity of symbol using type order.
         
@@ -4575,7 +4630,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Obsolete implementation of Order method accepting a OrderType. This was deprecated since it
         was impossible to generate other orders via this method. Any calls to this method will always default to a Market Order.
@@ -4594,7 +4649,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
+    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
         """
         Obsolete method for placing orders.
         
@@ -4609,7 +4664,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
+    def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
         """
         Obsolete method for placing orders.
         
@@ -4751,7 +4806,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length_high: int, length_low: int, last_stored_values: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
+    def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length_high: int, length_low: int, last_stored_values: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
         """
         Creates a new PivotPointsHighLow indicator which will compute the high and low pivot points based on the configurable surrounding bars count.
         
@@ -4766,7 +4821,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length_high: int, length_low: int, last_stored_values: int = 100, strict: bool = True, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
+    def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length_high: int, length_low: int, last_stored_values: int = 100, strict: bool = True, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
         """
         Creates a new PivotPointsHighLow indicator which will compute the high and low pivot points based on the configurable surrounding bars count.
         
@@ -4781,7 +4836,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ppo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.PercentagePriceOscillator:
+    def ppo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.PercentagePriceOscillator:
         """
         Creates a new PercentagePriceOscillator indicator.
         
@@ -4795,7 +4850,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def psar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], af_start: float = 0.02, af_increment: float = 0.02, af_max: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverse:
+    def psar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], af_start: float = 0.02, af_increment: float = 0.02, af_max: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverse:
         """
         Creates a new Parabolic SAR indicator
         
@@ -4809,7 +4864,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def pso(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.PremierStochasticOscillator:
+    def pso(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.PremierStochasticOscillator:
         """
         Creates a new instance of the Premier Stochastic Oscillator for the specified symbol.
         
@@ -4840,7 +4895,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def r(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
+    def r(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
         """
         Creates a new Rho indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -4856,7 +4911,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RegressionChannel:
+    def rc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RegressionChannel:
         """
         Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope
         
@@ -4869,7 +4924,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rdv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeDailyVolume:
+    def rdv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeDailyVolume:
         """
         Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -4893,7 +4948,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
+    def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
         """
         Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
         the indicator to receive updates from the consolidator.
@@ -4906,7 +4961,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
+    def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
         """
         Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
         the indicator to receive updates from the consolidator.
@@ -4919,7 +4974,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
+    def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
         """
         Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
         from the consolidator.
@@ -4931,7 +4986,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def remove_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
+    def remove_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
         """
         Removes the security with the specified symbol. This will cancel all
         open orders and then liquidate any existing holdings
@@ -4941,7 +4996,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
+    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
         """
         Removes the security with the specified symbol. This will cancel all
         open orders and then liquidate any existing holdings
@@ -4952,7 +5007,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Gets the default consolidator for the specified symbol and resolution
         
@@ -4964,7 +5019,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time_span: typing.Optional[datetime.timedelta], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+    def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time_span: typing.Optional[datetime.timedelta], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """
         Gets the default consolidator for the specified symbol and resolution
         
@@ -4975,7 +5030,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeMovingAverage:
+    def rma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeMovingAverage:
         """
         Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.
         
@@ -4987,7 +5042,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def roc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChange:
+    def roc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChange:
         """
         Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security.
         The indicator will be automatically updated on the given resolution.
@@ -5000,7 +5055,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rocp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangePercent:
+    def rocp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangePercent:
         """
         Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security.
         The indicator will be automatically updated on the given resolution.
@@ -5013,7 +5068,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rocr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangeRatio:
+    def rocr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangeRatio:
         """
         Creates a new RateOfChangeRatio indicator.
         
@@ -5025,7 +5080,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeStrengthIndex:
+    def rsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeStrengthIndex:
         """
         Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based
         on the ratio of average gains to average losses over the specified period.
@@ -5039,7 +5094,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rsv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.RogersSatchellVolatility:
+    def rsv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.RogersSatchellVolatility:
         """
         Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -5061,7 +5116,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def rvi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeVigorIndex:
+    def rvi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeVigorIndex:
         """
         Creates a new RelativeVigorIndex indicator.
         
@@ -5074,7 +5129,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sarext(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sar_start: float = 0.0, offset_on_reverse: float = 0.0, af_start_short: float = 0.02, af_increment_short: float = 0.02, af_max_short: float = 0.2, af_start_long: float = 0.02, af_increment_long: float = 0.02, af_max_long: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverseExtended:
+    def sarext(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sar_start: float = 0.0, offset_on_reverse: float = 0.0, af_start_short: float = 0.02, af_increment_short: float = 0.02, af_max_short: float = 0.2, af_start_long: float = 0.02, af_increment_long: float = 0.02, af_max_long: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverseExtended:
         """
         Creates a new Parabolic SAR Extended indicator
         
@@ -5106,7 +5161,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a symbol into a SEDOL identifier
         
@@ -5116,7 +5171,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
+    def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
         """
         Sell stock (alias of Order)
         
@@ -5127,7 +5182,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
+    def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
         """
         Sell stock (alias of Order)
         
@@ -5222,7 +5277,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def set_benchmark(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def set_benchmark(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Sets the benchmark used for computing statistics of the algorithm to the specified symbol
         
@@ -5405,7 +5460,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percentage: float, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percentage: float, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Alias for SetHoldings to avoid the M-decimal errors.
         
@@ -5420,7 +5475,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percentage: int, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percentage: int, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Alias for SetHoldings to avoid the M-decimal errors.
         
@@ -5774,7 +5829,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines if the Symbol is shortable at the brokerage
         
@@ -5784,7 +5839,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
+    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
         """
         Determines if the Symbol is shortable at the brokerage
         
@@ -5797,7 +5852,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> int:
+    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> int:
         """
         Gets the quantity shortable for the given asset
         
@@ -5806,7 +5861,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def si(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderSwingIndex:
+    def si(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderSwingIndex:
         """
         Creates a Wilder Swing Index (SI) indicator for the symbol.
         The indicator will be automatically updated on the given resolution.
@@ -5819,7 +5874,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sm(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bollinger_period: int = 20, bollinger_multiplier: float = 2, keltner_period: int = 20, keltner_multiplier: float = 1.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SqueezeMomentum:
+    def sm(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bollinger_period: int = 20, bollinger_multiplier: float = 2, keltner_period: int = 20, keltner_multiplier: float = 1.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SqueezeMomentum:
         """
         Creates a Squeeze Momentum indicator to identify market squeezes and potential breakouts.
         Compares Bollinger Bands and Keltner Channels to signal low or high volatility periods.
@@ -5835,7 +5890,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SimpleMovingAverage:
+    def sma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SimpleMovingAverage:
         """
         Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -5848,7 +5903,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sobv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SmoothedOnBalanceVolume:
+    def sobv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SmoothedOnBalanceVolume:
         """
         Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -5862,7 +5917,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sortino(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sortino_period: int, minimum_acceptable_return: float = 0.0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SortinoRatio:
+    def sortino(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sortino_period: int, minimum_acceptable_return: float = 0.0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SortinoRatio:
         """
         Creates a new Sortino indicator.
         
@@ -5875,7 +5930,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sharpe_period: int, risk_free_rate: typing.Optional[float] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SharpeRatio:
+    def sr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sharpe_period: int, risk_free_rate: typing.Optional[float] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SharpeRatio:
         """
         Creates a new SharpeRatio indicator.
         
@@ -5888,7 +5943,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def srsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, stoch_period: int, k_smoothing_period: int, d_smoothing_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StochasticRelativeStrengthIndex:
+    def srsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, stoch_period: int, k_smoothing_period: int, d_smoothing_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StochasticRelativeStrengthIndex:
         """
         Creates a new Stochastic RSI indicator which will compute the %K and %D
         
@@ -5904,7 +5959,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def stc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], cycle_period: int, fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SchaffTrendCycle:
+    def stc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], cycle_period: int, fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SchaffTrendCycle:
         """
         Creates a new Schaff Trend Cycle indicator
         
@@ -5919,7 +5974,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def std(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StandardDeviation:
+    def std(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StandardDeviation:
         """
         Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
         
@@ -5932,7 +5987,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k_period: int, d_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
+    def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k_period: int, d_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
         """
         Creates a new Stochastic indicator.
         
@@ -5947,7 +6002,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
+    def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
         """
         Overload short hand to create a new Stochastic indicator; defaulting to the 3 period for dStoch
         
@@ -5960,7 +6015,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send a stop limit order to the transaction handler:
         
@@ -5976,7 +6031,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Send a stop limit order to the transaction handler:
         
@@ -5992,7 +6047,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Create a stop market order and return the newly created order id; or negative if the order is invalid
         
@@ -6007,7 +6062,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Create a stop market order and return the newly created order id; or negative if the order is invalid
         
@@ -6021,7 +6076,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def str(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, multiplier: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SuperTrend:
+    def str(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, multiplier: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SuperTrend:
         """
         Creates a new SuperTrend indicator.
         
@@ -6043,7 +6098,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def sum(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Sum:
+    def sum(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Sum:
         """
         Creates a new Sum indicator.
         
@@ -6055,7 +6110,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def swiss(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SwissArmyKnife:
+    def swiss(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SwissArmyKnife:
         """
         Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -6081,7 +6136,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def t(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
+    def t(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
         """
         Creates a new Theta indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -6097,7 +6152,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def t_3(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, volume_factor: float = 0.7, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.T3MovingAverage:
+    def t_3(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, volume_factor: float = 0.7, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.T3MovingAverage:
         """
         Creates a new T3MovingAverage indicator.
         
@@ -6110,7 +6165,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tdd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, minimum_acceptable_return: float = 0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TargetDownsideDeviation:
+    def tdd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, minimum_acceptable_return: float = 0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TargetDownsideDeviation:
         """
         Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the
         realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
@@ -6124,7 +6179,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tds(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TomDemarkSequential:
+    def tds(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TomDemarkSequential:
         """
         Creates a new TomDemark Sequential candlestick indicator for the symbol. The indicator will be automatically
         updated on the symbol's subscription resolution.
@@ -6136,7 +6191,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
+    def tema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
         """
         Creates a new TripleExponentialMovingAverage indicator.
         
@@ -6148,7 +6203,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         For the given symbol will resolve the ticker it used at the current algorithm date
         
@@ -6157,7 +6212,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.TimeProfile:
+    def tp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.TimeProfile:
         """
         Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically
         updated on the given resolution.
@@ -6172,7 +6227,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TrueRange:
+    def tr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TrueRange:
         """
         Creates a new TrueRange indicator.
         
@@ -6184,7 +6239,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Create a trailing stop order and return the newly created order id; or negative if the order is invalid.
         It will calculate the stop price using the trailing amount and the current market price.
@@ -6201,7 +6256,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Create a trailing stop order and return the newly created order id; or negative if the order is invalid.
         It will calculate the stop price using the trailing amount and the current market price.
@@ -6218,7 +6273,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Create a trailing stop order and return the newly created order id; or negative if the order is invalid
         
@@ -6235,7 +6290,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
+    def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
         """
         Create a trailing stop order and return the newly created order id; or negative if the order is invalid
         
@@ -6271,7 +6326,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def trima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TriangularMovingAverage:
+    def trima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TriangularMovingAverage:
         """
         Creates a new TriangularMovingAverage indicator.
         
@@ -6294,7 +6349,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def trix(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Trix:
+    def trix(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Trix:
         """
         Creates a new Trix indicator.
         
@@ -6306,7 +6361,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tsf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TimeSeriesForecast:
+    def tsf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TimeSeriesForecast:
         """
         Creates a new Time Series Forecast indicator
         
@@ -6318,7 +6373,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def tsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], long_term_period: int = 25, short_term_period: int = 13, signal_period: int = 7, signal_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TrueStrengthIndex:
+    def tsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], long_term_period: int = 25, short_term_period: int = 13, signal_period: int = 7, signal_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TrueStrengthIndex:
         """
         Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -6334,7 +6389,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ultosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period_1: int, period_2: int, period_3: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.UltimateOscillator:
+    def ultosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period_1: int, period_2: int, period_3: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.UltimateOscillator:
         """
         Creates a new UltimateOscillator indicator.
         
@@ -6357,7 +6412,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Vega:
+    def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Vega:
         """
         Creates a new Vega indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -6374,7 +6429,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
+    def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
         """
         Creates a new Variance indicator. This will return the population variance of samples over the specified period.
         
@@ -6387,7 +6442,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, confidence_level: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ValueAtRisk:
+    def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, confidence_level: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ValueAtRisk:
         """
         Creates a new ValueAtRisk indicator.
         
@@ -6401,7 +6456,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
+    def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
         """
         Creates a new Variance indicator. This will return the population variance of samples over the specified period.
         
@@ -6416,7 +6471,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def vidya(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.VariableIndexDynamicAverage:
+    def vidya(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.VariableIndexDynamicAverage:
         """
         Creates a new Chande's Variable Index Dynamic Average indicator.
         
@@ -6428,7 +6483,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def vp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeProfile:
+    def vp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeProfile:
         """
         Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically
         updated on the given resolution.
@@ -6443,7 +6498,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def vtx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Vortex:
+    def vtx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Vortex:
         """
         Creates a new Vortex indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -6457,7 +6512,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
+    def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
         """
         Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -6471,7 +6526,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Indicators.IntradayVwap:
+    def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Indicators.IntradayVwap:
         """
         Creates the canonical VWAP indicator that resets each day. The indicator will be automatically
         updated on the security's configured resolution.
@@ -6481,7 +6536,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def vwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedMovingAverage:
+    def vwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedMovingAverage:
         """
         Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -6495,7 +6550,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
+    def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
         """
         Warms up a given indicator with historical data
         
@@ -6519,7 +6574,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @overload
-    def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
+    def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
         """
         Warms up a given indicator with historical data
         
@@ -6542,7 +6597,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def wilr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.WilliamsPercentR:
+    def wilr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.WilliamsPercentR:
         """
         Creates a new Williams %R indicator. This will compute the percentage change of
         the current closing price in relation to the high and low of the past N periods.
@@ -6556,7 +6611,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def wwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.WilderMovingAverage:
+    def wwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.WilderMovingAverage:
         """
         Creates a WilderMovingAverage indicator for the symbol.
         The indicator will be automatically updated on the given resolution.
@@ -6569,7 +6624,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def zlema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ZeroLagExponentialMovingAverage:
+    def zlema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ZeroLagExponentialMovingAverage:
         """
         Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically
         updated on the given resolution.
@@ -6582,7 +6637,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def zz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sensitivity: float = 0.05, min_trend_length: int = 1, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ZigZag:
+    def zz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sensitivity: float = 0.05, min_trend_length: int = 1, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ZigZag:
         """
         Creates a ZigZag indicator for the specified symbol, with adjustable sensitivity and minimum trend length.
         
@@ -6595,7 +6650,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def γ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
+    def γ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
         """
         Creates a new Gamma indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -6611,7 +6666,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def δ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
+    def δ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
         """
         Creates a new Delta indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -6627,7 +6682,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def θ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
+    def θ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
         """
         Creates a new Theta indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -6643,7 +6698,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def ρ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
+    def ρ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
         """
         Creates a new Rho indicator for the symbol The indicator will be automatically
         updated on the symbol's subscription resolution
@@ -6747,7 +6802,7 @@ class UniverseDefinitions(System.Object):
         ...
 
     @overload
-    def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
+    def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
         """
         Creates a universe for the constituents of the provided ETF symbol
         
@@ -6807,7 +6862,7 @@ class UniverseDefinitions(System.Object):
         ...
 
     @overload
-    def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
+    def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
         """
         Creates a universe for the constituents of the provided ETF symbol
         
@@ -6819,7 +6874,7 @@ class UniverseDefinitions(System.Object):
         ...
 
     @overload
-    def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
+    def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
         """
         Creates a universe for the constituents of the provided ETF symbol
         
@@ -6855,7 +6910,7 @@ class UniverseDefinitions(System.Object):
         ...
 
     @overload
-    def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
+    def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
         """
         Creates a universe for the constituents of the provided index_symbol
         
@@ -6915,7 +6970,7 @@ class UniverseDefinitions(System.Object):
         ...
 
     @overload
-    def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
+    def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
         """
         Creates a universe for the constituents of the provided index_symbol
         
@@ -6927,7 +6982,7 @@ class UniverseDefinitions(System.Object):
         ...
 
     @overload
-    def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
+    def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
         """
         Creates a universe for the constituents of the provided index_symbol