Fixes Broken Links

01 Cloud Platform/04 Organizations/02 Tier Features/05 Trading Firm Tier.html

@@ -2,6 +2,6 @@
 
 <p>The Trading Firm tier builds on the features included in the Team tier. Organizations on the Trading Firm tier can have an unlimited number of members and an unlimited number of collaborators simultaneously working on individual projects. The IP ownership of all the projects in these organizations remains within the organization. There is no limit on the number of backtesting, research, and live trading nodes these organizations can rent. They can produce 5MB of logs/backtest and 50MB of logs/day. Members in these organizations can have up to eight active coding sessions in the organization. Each live algorithm in a Trading Firm organization can send up to 240 Telegram, Email, or Webhook notifications per hour for free.</p>
 
-<p>The owner of a Trading Firm organization can grant various <a href="/docs/v2/cloud-platform/organizations/members#08-Permissions">permissions</a> to the organization’s members, including designating a member to manage the organization's billing. These organizations have access to custom lean builds, so they can use feature branches or historical master branches to run their strategies. An example of this could be granting only a few members of your team live trading deployment access. </p>
+<p>The owner of a Trading Firm organization can grant various <a href="/docs/v2/cloud-platform/organizations/members#09-Permissions">permissions</a> to the organization’s members, including designating a member to manage the organization's billing. These organizations have access to custom lean builds, so they can use feature branches or historical master branches to run their strategies. An example of this could be granting only a few members of your team live trading deployment access. </p>
 
 <p>In addition to the brokerages and data providers available to Team organizations, Trading Firm organizations can use <a href="/docs/v2/writing-algorithms/trading-and-orders/financial-advisors">Interactive Brokers Financial Advisor accounts </a>to manage sub-accounts for clients.</p>

01 Cloud Platform/04 Organizations/03 Resources/14 Add Nodes.html

@@ -1,4 +1,4 @@
-<p>You need <a href='/docs/v2/cloud-platform/organizations/members#08-Permissions'>billing permissions</a> in the organization to add nodes.</p>
+<p>You need <a href='/docs/v2/cloud-platform/organizations/members#09-Permissions'>billing permissions</a> in the organization to add nodes.</p>
 
 <p>Follow these steps to add nodes to your organization:</p>
 

01 Cloud Platform/04 Organizations/03 Resources/15 Remove Nodes.html

@@ -1,4 +1,4 @@
-<p>You need <a href="/docs/v2/cloud-platform/organizations/members#08-Permissions">billing permissions</a> in the organization to remove nodes. If you remove nodes during your billing period, your organization will receive a pro-rated credit on your account, which is applied to future invoices.</p>
+<p>You need <a href="/docs/v2/cloud-platform/organizations/members#09-Permissions">billing permissions</a> in the organization to remove nodes. If you remove nodes during your billing period, your organization will receive a pro-rated credit on your account, which is applied to future invoices.</p>
 
 <p>Follow these steps to remove nodes from your organization:</p>
 

01 Cloud Platform/04 Organizations/03 Resources/17 Stop Nodes.html

@@ -1,4 +1,4 @@
-<p>You need <a href="/docs/v2/cloud-platform/organizations/members#08-Permissions">stop node permissions</a> in the organization to stop nodes other members are using. If you stop a node, it terminates the running backtest, research, or live trading sessions. When you stop a live trading node, the portfolio holdings don't change but the algorithm stops executing.</p>
+<p>You need <a href="/docs/v2/cloud-platform/organizations/members#09-Permissions">stop node permissions</a> in the organization to stop nodes other members are using. If you stop a node, it terminates the running backtest, research, or live trading sessions. When you stop a live trading node, the portfolio holdings don't change but the algorithm stops executing.</p>
 
 <p>Follow these steps to stop nodes that are running in your organization:</p>
 

01 Cloud Platform/04 Organizations/06 Members/03 Add Seats.html

@@ -1,4 +1,4 @@
-<p>You need <a href='/docs/v2/cloud-platform/organizations/members#08-Permissions'>billing permissions</a> within an organization to add team seats.</p>
+<p>You need <a href='/docs/v2/cloud-platform/organizations/members#09-Permissions'>billing permissions</a> within an organization to add team seats.</p>
 
 <p>Follow these steps to add team seats to your organization:</p>
 

01 Cloud Platform/04 Organizations/06 Members/06 Add Members.html

@@ -1,4 +1,4 @@
-<p>You need vacant <a href='/docs/v2/cloud-platform/organizations/members#02-View-All-Seats'>team seats</a> and <a href="/docs/v2/cloud-platform/organizations/members#08-Permissions">team add permissions</a> within an organization to add team members.</p>
+<p>You need vacant <a href='/docs/v2/cloud-platform/organizations/members#02-View-All-Seats'>team seats</a> and <a href="/docs/v2/cloud-platform/organizations/members#09-Permissions">team add permissions</a> within an organization to add team members.</p>
 
 <p>Follow these steps to add team members to your organization:</p>
 

01 Cloud Platform/04 Organizations/06 Members/08 Remove Members.html

@@ -1,4 +1,4 @@
-<p>You need <a href="/docs/v2/cloud-platform/organizations/members#08-Permissions">team removal permission</a> to remove members from your organization. Before removing members, stop all nodes they are using. Removing members is not reversible and the members will lose access to the organization's projects. On the Team tier, projects that the members created in the organization will remain with the members. On the Trading Firm and Institution tiers, projects that the members created in the organization will be transferred to the organization manager.</p>
+<p>You need <a href="/docs/v2/cloud-platform/organizations/members#09-Permissions">team removal permission</a> to remove members from your organization. Before removing members, stop all nodes they are using. Removing members is not reversible and the members will lose access to the organization's projects. On the Team tier, projects that the members created in the organization will remain with the members. On the Trading Firm and Institution tiers, projects that the members created in the organization will be transferred to the organization manager.</p>
 
 <p>Follow these steps to remove members from your organization:</p>
 

01 Cloud Platform/04 Organizations/06 Members/09 Permissions.html

@@ -78,14 +78,14 @@ <h4>Team Permissions</h4>
       <td>Remove</td>
       <td>
         Permission to
-        <a href="/docs/v2/cloud-platform/organizations/members#07-Remove-Members">remove existing members</a>.
+        <a href="/docs/v2/cloud-platform/organizations/members#08-Remove-Members">remove existing members</a>.
       </td>
     </tr>
     <tr>
       <td>Edit</td>
       <td>
         Permission to
-        <a href="/docs/v2/cloud-platform/organizations/members#09-Edit-Permissions">change the permissions of other members</a>.
+        <a href="/docs/v2/cloud-platform/organizations/members#10-Edit-Permissions">change the permissions of other members</a>.
       </td>
     </tr>
   </tbody>
@@ -120,7 +120,7 @@ <h4>Storage Permissions</h4>
       <td>Billing</td>
       <td>
         Permission to
-        <a href="/docs/v2/cloud-platform/object-store#06-Edit-Storage-Plan">subscribe to more space in the Object Store</a>.
+        <a href="/docs/v2/cloud-platform/object-store#07-Edit-Storage-Plan">subscribe to more space in the Object Store</a>.
       </td>
     </tr>
   </tbody>

01 Cloud Platform/08 Backtesting/03 Deployment/09 Stop Backtests.html

@@ -1 +1 @@
-<p>To stop a running backtest, open the <a href="/docs/v2/cloud-platform/projects/ide#07-Manage-Nodes">Resources panel</a>, and then click the <span class="icon-name">stop</span> icon next to the backtest node. You can stop nodes that you are using, but you need <a href="/docs/v2/cloud-platform/organizations/members#08-Permissions">stop node permissions</a> to stop nodes other members are using.</p>
+<p>To stop a running backtest, open the <a href="/docs/v2/cloud-platform/projects/ide#07-Manage-Nodes">Resources panel</a>, and then click the <span class="icon-name">stop</span> icon next to the backtest node. You can stop nodes that you are using, but you need <a href="/docs/v2/cloud-platform/organizations/members#09-Permissions">stop node permissions</a> to stop nodes other members are using.</p>

01 Cloud Platform/10 Live Trading/02 Brokerages/10 Samco/06 Fees.html

@@ -1 +1 @@
-<p>To view the Samco trading fees, see the <a rel="nofollow" target="_blank" href="https://www.samco.in/charge-list-equities-and-equity-derivatives">Regulatory and Exchanges Charges</a> page on the Samco website. To view how we model their fees, see <a href='/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/samco#06-Fees'>Fees</a>.</p>
+<p>To view the Samco trading fees, see the <a rel="nofollow" target="_blank" href="https://www.samco.in/pricing">Regulatory and Exchanges Charges</a> page on the Samco website. To view how we model their fees, see <a href='/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/samco#06-Fees'>Fees</a>.</p>

03 Writing Algorithms/03 Securities/99 Asset Classes/02 Equity Options/01 Requesting Data/02 Individual Contracts/02 Create Subscriptions.php

@@ -119,7 +119,7 @@
 
 <h4>Subscribe to Contracts</h4>
 
-<p>To create an Equity Option contract subscription, pass the contract <code>Symbol</code> to the <code class="csharp">AddOptionContract</code><code class="python">add_option_contract</code>  method. Save a reference to the contract <code class="csharp">Symbol</code><code class="python">symbol</code> so you can easily access the Option contract in the <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/handling-data#04-Option-Chains">OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method. This method returns an <code>Option</code> object. To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#04-Set-Models'>set a pricing model</a>.</p>
+<p>To create an Equity Option contract subscription, pass the contract <code>Symbol</code> to the <code class="csharp">AddOptionContract</code><code class="python">add_option_contract</code>  method. Save a reference to the contract <code class="csharp">Symbol</code><code class="python">symbol</code> so you can easily access the Option contract in the <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/handling-data#04-Option-Chains">OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method. This method returns an <code>Option</code> object. To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#03-Set-Models'>set a pricing model</a>.</p>
 
 <div class="section-example-container">
     <pre class="csharp">var option = AddOptionContract(_contractSymbol);

03 Writing Algorithms/03 Securities/99 Asset Classes/07 Future Options/01 Requesting Data/02 Individual Contracts/02 Create Subscriptions.php

@@ -146,7 +146,7 @@
 
 <h4>Subscribe to Contracts</h4>
 
-<p>To create a Future Option contract subscription, pass the contract <code>Symbol</code> to the <code class="csharp">AddFutureOptionContract</code><code class="python">add_future_option_contract</code>  method. Save a reference to the contract <code class="csharp">Symbol</code><code class="python">symbol</code> so you can easily access the Option contract in the <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/handling-data#04-Option-Chains">OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method. This method returns an <code>Option</code> object. To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#04-Set-Models'>set a pricing model</a>.</p>
+<p>To create a Future Option contract subscription, pass the contract <code>Symbol</code> to the <code class="csharp">AddFutureOptionContract</code><code class="python">add_future_option_contract</code>  method. Save a reference to the contract <code class="csharp">Symbol</code><code class="python">symbol</code> so you can easily access the Option contract in the <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/handling-data#04-Option-Chains">OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method. This method returns an <code>Option</code> object. To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#03-Set-Models'>set a pricing model</a>.</p>
 
 <div class="section-example-container">
     <pre class="csharp">var option = AddFutureOptionContract(_contractSymbol);

03 Writing Algorithms/03 Securities/99 Asset Classes/09 Index Options/01 Requesting Data/02 Individual Contracts/02 Create Subscriptions.php

@@ -138,7 +138,7 @@
 <div data-tree='QuantConnect.Data.UniverseSelection.OptionUniverse'></div>
 
 <h4>Subscribe to Contracts</h4>
-<p>To create an Index Option contract subscription, pass the contract <code>Symbol</code> to the <code class="csharp">AddIndexOptionContract</code><code class="python">add_index_option_contract</code> method. Save a reference to the contract <code>Symbol</code> so you can easily access the contract in the <a href="/docs/v2/writing-algorithms/securities/asset-classes/index-options/handling-data#04-Option-Chains">OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method. To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#04-Set-Models'>set a pricing model</a>.</p>
+<p>To create an Index Option contract subscription, pass the contract <code>Symbol</code> to the <code class="csharp">AddIndexOptionContract</code><code class="python">add_index_option_contract</code> method. Save a reference to the contract <code>Symbol</code> so you can easily access the contract in the <a href="/docs/v2/writing-algorithms/securities/asset-classes/index-options/handling-data#04-Option-Chains">OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method. To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#03-Set-Models'>set a pricing model</a>.</p>
 
 <div class="section-example-container">
     <pre class="csharp">var option = AddIndexOptionContract(_contractSymbol);

03 Writing Algorithms/12 Universes/04 Equity Options/02 Create Universes.php

@@ -1,7 +1,7 @@
 <p>
 	To add a universe of Equity Option contracts, in the <code class="csharp">Initialize</code><code class="python">initialize</code> method, call the <code class="csharp">AddOption</code><code class="python">add_option</code> method. 
 	This method returns an <code>Option</code> object, which contains the canonical <code class="csharp">Symbol</code><code class="python">symbol</code>. 
-	You can't trade with the canonical Option <code class="csharp">Symbol</code><code class="python">symbol</code>, but save a reference to it so you can easily access the Option contracts in the <a href='/docs/v2/writing-algorithms/universes/equity-options#04-Navigate-Option-Chains'>OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method.
+	You can't trade with the canonical Option <code class="csharp">Symbol</code><code class="python">symbol</code>, but save a reference to it so you can easily access the Option contracts in the <a href='/docs/v2/writing-algorithms/universes/equity-options#07-Navigate-Intraday-Option-Chains'>OptionChain</a> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method.
 </p>
 
 <div class="section-example-container">

03 Writing Algorithms/12 Universes/07 Future Options/02 Create Universes.php

@@ -40,7 +40,7 @@
 </table>
 
 
-<p>To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#04-Set-Models'>set a pricing model</a> in a security initializer.</p>
+<p>To override the default <a href="/docs/v2/writing-algorithms/reality-modeling/options-models/pricing">pricing model</a> of the Option, <a href='https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/options-models/pricing#03-Set-Models'>set a pricing model</a> in a security initializer.</p>
 
 <div class="section-example-container">
     <pre class="csharp">// In Initialize

03 Writing Algorithms/22 Trading and Orders/07 Option Strategies/32 Long Jelly Roll/01 Introduction.html

@@ -2,5 +2,5 @@
 A long <span class="new-term">Jelly Roll</span>, or simply <span class="new-term">Roll</span>, is a combination of a <a href="/docs/v2/writing-algorithms/trading-and-orders/option-strategies/long-call-calendar-spread">long call calendar spread</a> and a <a href="/docs/v2/writing-algorithms/trading-and-orders/option-strategies/short-put-calendar-spread">short put calendar spread</a>. 
 It consists of buying a put and selling a call of the same expiry, as well as buying a call and selling a put with a further expiry, where all of the contracts have the same strike price.
 This strategy serves as an arbitrage on Option mispricing due to the temporary disparity between the call spread and the put spread synthetic portfolios. 
-It is a <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#04-Delta'>delta</a>-, <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#05-Gamma'>gamma</a>-, <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#06-Vega'>vega</a>-, and <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#07-Theta'>theta</a>-neutral strategy, but sensitive to <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#08-Rho'>rho</a> (interest rate) and phi (<a href='/docs/v2/writing-algorithms/reality-modeling/dividend-yield/key-concepts'>dividend yield</a>).
+It is a <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/indicators#04-Delta'>delta</a>-, <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/indicators#05-Gamma'>gamma</a>-, <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/indicators#06-Vega'>vega</a>-, and <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/indicators#07-Theta'>theta</a>-neutral strategy, but sensitive to <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/indicators#08-Rho'>rho</a> (interest rate) and phi (<a href='/docs/v2/writing-algorithms/reality-modeling/dividend-yield/key-concepts'>dividend yield</a>).
 </p>