Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 1234567]

►NQuantConnect
►NAlgorithm
►NFramework
►NAlphas
►NAnalysis
CInsightManager	Encapsulates the storage of insights
►NSerialization
CInsightJsonConverter	Defines how insights should be serialized to json
CSerializedInsight	DTO used for serializing an insight that was just generated by an algorithm. This type does not contain any of the analysis dependent fields, such as scores and estimated value
CAlphaModel	Provides a base class for alpha models
CAlphaModelExtensions	Provides extension methods for alpha models
CAlphaModelPythonWrapper	Provides an implementation of IAlphaModel that wraps a PyObject object
CBasePairsTradingAlphaModel	This alpha model is designed to accept every possible pair combination from securities selected by the universe selection model This model generates alternating long ratio/short ratio insights emitted as a group
CCompositeAlphaModel	Provides an implementation of IAlphaModel that combines multiple alpha models into a single alpha model and properly sets each insights 'SourceModel' property
CConstantAlphaModel	Provides an implementation of IAlphaModel that always returns the same insight for each security
►CEmaCrossAlphaModel	Alpha model that uses an EMA cross to create insights
CSymbolData	Contains data specific to a symbol required by this model
CGeneratedInsightsCollection	Defines a collection of insights that were generated at the same time step
CHistoricalReturnsAlphaModel	Alpha model that uses historical returns to create insights
CIAlphaModel	Algorithm framework model that produces insights
CIInsightScoreFunction	Abstraction in charge of scoring insights
CINamedModel	Provides a marker interface allowing models to define their own names. If not specified, the framework will use the model's type name. Implementation of this is not required unless you plan on running multiple models of the same type w/ different parameters
CInsight	Defines a alpha prediction for a single symbol generated by the algorithm
CInsightCollection	Provides a collection for managing insights. This type provides collection access semantics as well as dictionary access semantics through TryGetValue, ContainsKey, and this[symbol]
CInsightScore	Defines the scores given to a particular insight
CInsightScoreFunctionPythonWrapper	A python implementation insight evaluator wrapper
►CMacdAlphaModel	Defines a custom alpha model that uses MACD crossovers. The MACD signal line is used to generate up/down insights if it's stronger than the bounce threshold. If the MACD signal is within the bounce threshold then a flat price insight is returned
CSymbolData	Class representing basic data of a symbol
CNullAlphaModel	Provides a null implementation of an alpha model
CPearsonCorrelationPairsTradingAlphaModel	This alpha model is designed to rank every pair combination by its pearson correlation and trade the pair with the hightest correlation This model generates alternating long ratio/short ratio insights emitted as a group
CRsiAlphaModel	Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will trigger a new insight
►NExecution
CExecutionModel	Provides a base class for execution models
CExecutionModelPythonWrapper	Provides an implementation of IExecutionModel that wraps a PyObject object
CIExecutionModel	Algorithm framework model that executes portfolio targets
CImmediateExecutionModel	Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets
CNullExecutionModel	Provides an implementation of IExecutionModel that does nothing
CSpreadExecutionModel	Execution model that submits orders while the current spread is in desirably tight extent
►CStandardDeviationExecutionModel	Execution model that submits orders while the current market prices is at least the configured number of standard deviations away from the mean in the favorable direction (below/above for buy/sell respectively)
CSymbolData	Symbol Data for this Execution Model
►CVolumeWeightedAveragePriceExecutionModel	Execution model that submits orders while the current market price is more favorable that the current volume weighted average price
CSymbolData	Symbol data for this Execution Model
►NPortfolio
►NSignalExports
CBaseSignalExport	Base class to send signals to different 3rd party API's
►CCollective2SignalExport	Exports signals of desired positions to Collective2 API using JSON and HTTPS. Accepts signals in quantity(number of shares) i.e symbol:"SPY", quant:40
CC2Symbol	The Collective2 symbol
CCollective2Position	Stores position's needed information to be serialized in JSON format and then sent to Collective2 API
CCrunchDAOSignalExport	Exports signals of the desired positions to CrunchDAO API. Accepts signals in percentage i.e ticker:"SPY", date: "2020-10-04", signal:0.54
CNumeraiSignalExport	Exports signals of the desired positions to Numerai API. Accepts signals in percentage i.e numerai_ticker:"IBM US", signal:0.234
CSignalExportManager	Class manager to send portfolio targets to different 3rd party API's For example, it allows Collective2, CrunchDAO and Numerai signal export providers
CSignalExportTargetParameters	Class to wrap objects needed to send signals to the different 3rd party API's
CAccumulativeInsightPortfolioConstructionModel	Provides an implementation of IPortfolioConstructionModel that allocates percent of account to each insight, defaulting to 3%. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. By default, no rebalancing shall be done. Rules:
CAlphaStreamsPortfolioConstructionModel	Base alpha streams portfolio construction model
CBlackLittermanOptimizationPortfolioConstructionModel	Provides an implementation of Black-Litterman portfolio optimization. The model adjusts equilibrium market returns by incorporating views from multiple alpha models and therefore to get the optimal risky portfolio reflecting those views. If insights of all alpha models have None magnitude or there are linearly dependent vectors in link matrix of views, the expected return would be the implied excess equilibrium return. The interval of weights in optimization method can be changed based on the long-short algorithm. The default model uses the 0.0025 as weight-on-views scalar parameter tau. The optimization method maximizes the Sharpe ratio with the weight range from -1 to 1
CConfidenceWeightedPortfolioConstructionModel	Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the Insight.Confidence. The target percent holdings of each Symbol is given by the Insight.Confidence from the last active Insight for that symbol. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. If the sum of all the last active Insight per symbol is bigger than 1, it will factor down each target percent holdings proportionally so the sum is 1. It will ignore Insight that have no Insight.Confidence value
CEqualWeightingPortfolioConstructionModel	Provides an implementation of IPortfolioConstructionModel that gives equal weighting to all securities. The target percent holdings of each security is 1/N where N is the number of securities. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned
CInsightWeightingPortfolioConstructionModel	Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the Insight.Weight. The target percent holdings of each Symbol is given by the Insight.Weight from the last active Insight for that symbol. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. If the sum of all the last active Insight per symbol is bigger than 1, it will factor down each target percent holdings proportionally so the sum is 1. It will ignore Insight that have no Insight.Weight value
CIPortfolioConstructionModel	Algorithm framework model that
CIPortfolioOptimizer	Interface for portfolio optimization algorithms
CIPortfolioTarget	Represents a portfolio target. This may be a percentage of total portfolio value or it may be a fixed number of shares
CMaximumSharpeRatioPortfolioOptimizer	Provides an implementation of a portfolio optimizer that maximizes the portfolio Sharpe Ratio. The interval of weights in optimization method can be changed based on the long-short algorithm. The default model uses flat risk free rate and weight for an individual security range from -1 to 1
CMeanReversionPortfolioConstructionModel	Implementation of On-Line Moving Average Reversion (OLMAR)
CMeanVarianceOptimizationPortfolioConstructionModel	Provides an implementation of Mean-Variance portfolio optimization based on modern portfolio theory. The interval of weights in optimization method can be changed based on the long-short algorithm. The default model uses the last three months daily price to calculate the optimal weight with the weight range from -1 to 1 and minimize the portfolio variance with a target return of 2%
CMinimumVariancePortfolioOptimizer	Provides an implementation of a minimum variance portfolio optimizer that calculate the optimal weights with the weight range from -1 to 1 and minimize the portfolio variance with a target return of 2%
CNullPortfolioConstructionModel	Provides an implementation of IPortfolioConstructionModel that does nothing
CPortfolioConstructionModel	Provides a base class for portfolio construction models
CPortfolioConstructionModelPythonWrapper	Provides an implementation of IPortfolioConstructionModel that wraps a PyObject object
CPortfolioOptimizerPythonWrapper	Python wrapper for custom portfolio optimizer
CPortfolioTarget	Provides an implementation of IPortfolioTarget that specifies a specified quantity of a security to be held by the algorithm
CPortfolioTargetCollection	Provides a collection for managing IPortfolioTargets for each symbol
CReturnsSymbolData	Contains returns specific to a symbol required for optimization model
CReturnsSymbolDataExtensions	Extension methods for ReturnsSymbolData
CRiskParityPortfolioConstructionModel	Risk Parity Portfolio Construction Model
CRiskParityPortfolioOptimizer	Provides an implementation of a risk parity portfolio optimizer that calculate the optimal weights with the weight range from 0 to 1 and equalize the risk carried by each asset
CSectorWeightingPortfolioConstructionModel	Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the CompanyReference.IndustryTemplateCode. The target percent holdings of each sector is 1/S where S is the number of sectors and the target percent holdings of each security is 1/N where N is the number of securities of each sector. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. It will ignore Insight for symbols that have no CompanyReference.IndustryTemplateCode value
CUnconstrainedMeanVariancePortfolioOptimizer	Provides an implementation of a portfolio optimizer with unconstrained mean variance
►NRisk
CCompositeRiskManagementModel	Provides an implementation of IRiskManagementModel that combines multiple risk models into a single risk management model and properly sets each insights 'SourceModel' property
CIRiskManagementModel	Algorithm framework model that manages an algorithm's risk/downside
CMaximumDrawdownPercentPerSecurity	Provides an implementation of IRiskManagementModel that limits the drawdown per holding to the specified percentage
CMaximumDrawdownPercentPortfolio	Provides an implementation of IRiskManagementModel that limits the drawdown of the portfolio to the specified percentage. Once this is triggered the algorithm will need to be manually restarted
CMaximumSectorExposureRiskManagementModel	Provides an implementation of IRiskManagementModel that limits the sector exposure to the specified percentage
CMaximumUnrealizedProfitPercentPerSecurity	Provides an implementation of IRiskManagementModel that limits the unrealized profit per holding to the specified percentage
CNullRiskManagementModel	Provides an implementation of IRiskManagementModel that does nothing
CRiskManagementModel	Provides a base class for risk management models
CRiskManagementModelPythonWrapper	Provides an implementation of IRiskManagementModel that wraps a PyObject object
CTrailingStopRiskManagementModel	Provides an implementation of IRiskManagementModel that limits the maximum possible loss measured from the highest unrealized profit
►NSelection
CCoarseFundamentalUniverseSelectionModel	Portfolio selection model that uses coarse selectors. For US equities only
CCompositeUniverseSelectionModel	Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model
CCustomUniverse	Defines a universe as a set of dynamically set symbols
CCustomUniverseSelectionModel	Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols
CEmaCrossUniverseSelectionModel	Provides an implementation of FundamentalUniverseSelectionModel that subscribes to symbols with the larger delta by percentage between the two exponential moving average
CEnergyETFUniverse	Universe Selection Model that adds the following Energy ETFs at their inception date 1998-12-22 XLE Energy Select Sector SPDR Fund 2000-06-16 IYE iShares U.S. Energy ETF 2004-09-29 VDE Vanguard Energy ETF 2006-04-10 USO United States Oil Fund 2006-06-22 XES SPDR S&P Oil & Gas Equipment & Services ETF 2006-06-22 XOP SPDR S&P Oil & Gas Exploration & Production ETF 2007-04-18 UNG United States Natural Gas Fund 2008-06-25 ICLN iShares Global Clean Energy ETF 2008-11-06 ERX Direxion Daily Energy Bull 3X Shares 2008-11-06 ERY Direxion Daily Energy Bear 3x Shares 2008-11-25 SCO ProShares UltraShort Bloomberg Crude Oil 2008-11-25 UCO ProShares Ultra Bloomberg Crude Oil 2009-06-02 AMJ JPMorgan Alerian MLP Index ETN 2010-06-02 BNO United States Brent Oil Fund 2010-08-25 AMLP Alerian MLP ETF 2011-12-21 OIH VanEck Vectors Oil Services ETF 2012-02-08 DGAZ VelocityShares 3x Inverse Natural Gas 2012-02-08 UGAZ VelocityShares 3x Long Natural Gas 2012-02-15 TAN Invesco Solar ETF
CETFConstituentsUniverseSelectionModel	Universe selection model that selects the constituents of an ETF
CFineFundamentalUniverseSelectionModel	Portfolio selection model that uses coarse/fine selectors. For US equities only
CFundamentalUniverseSelectionModel	Provides a base class for defining equity coarse/fine fundamental selection models
CFutureUniverseSelectionModel	Provides an implementation of IUniverseSelectionModel that subscribes to future chains
CInceptionDateUniverseSelectionModel	Inception Date Universe that accepts a Dictionary of DateTime keyed by String that represent the Inception date for each ticker
CIUniverseSelectionModel	Algorithm framework model that defines the universes to be used by an algorithm
►CLiquidETFUniverse	Universe Selection Model that adds the following ETFs at their inception date
CGrouping	Represent a collection of ETF symbols that is grouped according to a given criteria
CManualUniverse	Defines a universe as a set of manually set symbols. This differs from UserDefinedUniverse in that these securities were not added via AddSecurity
CManualUniverseSelectionModel	Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols
CMetalsETFUniverse	Universe Selection Model that adds the following Metals ETFs at their inception date 2004-11-18 GLD SPDR Gold Trust 2005-01-28 IAU iShares Gold Trust 2006-04-28 SLV iShares Silver Trust 2006-05-22 GDX VanEck Vectors Gold Miners ETF 2008-12-04 AGQ ProShares Ultra Silver 2009-11-11 GDXJ VanEck Vectors Junior Gold Miners ETF 2010-01-08 PPLT Aberdeen Standard Platinum Shares ETF 2010-12-08 NUGT Direxion Daily Gold Miners Bull 3X Shares 2010-12-08 DUST Direxion Daily Gold Miners Bear 3X Shares 2011-10-17 USLV VelocityShares 3x Long Silver ETN 2011-10-17 UGLD VelocityShares 3x Long Gold ETN 2013-10-03 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares 2013-10-03 JDST Direxion Daily Junior Gold Miners Index Bear 3X Shares
CNullUniverseSelectionModel	Provides a null implementation of IUniverseSelectionModel
COpenInterestFutureUniverseSelectionModel	Selects contracts in a futures universe, sorted by open interest. This allows the selection to identifiy current active contract
COptionUniverseSelectionModel	Provides an implementation of IUniverseSelectionModel that subscribes to option chains
CQC500UniverseSelectionModel	Defines the QC500 universe as a universe selection model for framework algorithm For details: https://github.com/QuantConnect/Lean/pull/1663
CScheduledUniverseSelectionModel	Defines a universe selection model that invokes a selector function on a specific scheduled given by an IDateRule and an ITimeRule
CSP500SectorsETFUniverse	Universe Selection Model that adds the following SP500 Sectors ETFs at their inception date 1998-12-22 XLB Materials Select Sector SPDR ETF 1998-12-22 XLE Energy Select Sector SPDR Fund 1998-12-22 XLF Financial Select Sector SPDR Fund 1998-12-22 XLI Industrial Select Sector SPDR Fund 1998-12-22 XLK Technology Select Sector SPDR Fund 1998-12-22 XLP Consumer Staples Select Sector SPDR Fund 1998-12-22 XLU Utilities Select Sector SPDR Fund 1998-12-22 XLV Health Care Select Sector SPDR Fund 1998-12-22 XLY Consumer Discretionary Select Sector SPDR Fund
CTechnologyETFUniverse	Universe Selection Model that adds the following Technology ETFs at their inception date 1998-12-22 XLK Technology Select Sector SPDR Fund 1999-03-10 QQQ Invesco QQQ 2001-07-13 SOXX iShares PHLX Semiconductor ETF 2001-07-13 IGV iShares Expanded Tech-Software Sector ETF 2004-01-30 VGT Vanguard Information Technology ETF 2006-04-25 QTEC First Trust NASDAQ 100 Technology 2006-06-23 FDN First Trust Dow Jones Internet Index 2007-05-10 FXL First Trust Technology AlphaDEX Fund 2008-12-17 TECL Direxion Daily Technology Bull 3X Shares 2008-12-17 TECS Direxion Daily Technology Bear 3X Shares 2010-03-11 SOXL Direxion Daily Semiconductor Bull 3x Shares 2010-03-11 SOXS Direxion Daily Semiconductor Bear 3x Shares 2011-07-06 SKYY First Trust ISE Cloud Computing Index Fund 2011-12-21 SMH VanEck Vectors Semiconductor ETF 2013-08-01 KWEB KraneShares CSI China Internet ETF 2013-10-24 FTEC Fidelity MSCI Information Technology Index ETF
CUniverseSelectionModel	Provides a base class for universe selection models
CUniverseSelectionModelPythonWrapper	Provides an implementation of IUniverseSelectionModel that wraps a PyObject object
CUSTreasuriesETFUniverse	Universe Selection Model that adds the following US Treasuries ETFs at their inception date 2002-07-26 IEF iShares 7-10 Year Treasury Bond ETF 2002-07-26 SHY iShares 1-3 Year Treasury Bond ETF 2002-07-26 TLT iShares 20+ Year Treasury Bond ETF 2007-01-11 SHV iShares Short Treasury Bond ETF 2007-01-11 IEI iShares 3-7 Year Treasury Bond ETF 2007-01-11 TLH iShares 10-20 Year Treasury Bond ETF 2007-12-10 EDV Vanguard Ext Duration Treasury ETF 2007-05-30 BIL SPDR Barclays 1-3 Month T-Bill ETF 2007-05-30 SPTL SPDR Portfolio Long Term Treasury ETF 2008-05-01 TBT UltraShort Barclays 20+ Year Treasury 2009-04-16 TMF Direxion Daily 20-Year Treasury Bull 3X 2009-04-16 TMV Direxion Daily 20-Year Treasury Bear 3X 2009-08-20 TBF ProShares Short 20+ Year Treasury 2009-11-23 VGSH Vanguard Short-Term Treasury ETF 2009-11-23 VGIT Vanguard Intermediate-Term Treasury ETF 2009-11-24 VGLT Vanguard Long-Term Treasury ETF 2010-08-06 SCHO Schwab Short-Term U.S. Treasury ETF 2010-08-06 SCHR Schwab Intermediate-Term U.S. Treasury ETF 2011-12-01 SPTS SPDR Portfolio Short Term Treasury ETF 2012-02-24 GOVT iShares U.S. Treasury Bond ETF
CVolatilityETFUniverse	Universe Selection Model that adds the following Volatility ETFs at their inception date 2010-02-11 SQQQ ProShares UltraPro ShortQQQ 2010-02-11 TQQQ ProShares UltraProQQQ 2010-11-30 TVIX VelocityShares Daily 2x VIX Short Term ETN 2011-01-04 VIXY ProShares VIX Short-Term Futures ETF 2011-05-05 SPLV Invesco S&P 500® Low Volatility ETF 2011-10-04 SVXY ProShares Short VIX Short-Term Futures 2011-10-04 UVXY ProShares Ultra VIX Short-Term Futures 2011-10-20 EEMV iShares Edge MSCI Min Vol Emerging Markets ETF 2011-10-20 EFAV iShares Edge MSCI Min Vol EAFE ETF 2011-10-20 USMV iShares Edge MSCI Min Vol USA ETF
CINotifiedSecurityChanges	Types implementing this interface will be called when the algorithm's set of securities changes
CNotifiedSecurityChanges	Provides convenience methods for updating collections in responses to securities changed events
►NSelection
COptionChainedUniverseSelectionModel	This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them
COptionContractUniverse	This universe will hold single option contracts and their underlying, managing removals and additions
CCandlestickPatterns	Provides helpers for using candlestick patterns
CConstituentUniverseDefinitions	Provides helpers for defining constituent universes based on the Morningstar asset classification AssetClassification https://www.morningstar.com/
CDollarVolumeUniverseDefinitions	Provides helpers for defining universes based on the daily dollar volume
CQCAlgorithm	QC Algorithm Base Class - Handle the basic requirements of a trading algorithm, allowing user to focus on event methods. The QCAlgorithm class implements Portfolio, Securities, Transactions and Data Subscription Management
CUniverseDefinitions	Provides helpers for defining universes in algorithms
►NAlgorithmFactory
►NPython
►NWrappers
CAlgorithmPythonWrapper	Creates and wraps the algorithm written in python
CDebuggerHelper	Helper class used to start a new debugging session
CLoader	Loader creates and manages the memory and exception space of the algorithm, ensuring if it explodes the Lean Engine is intact
►NApi
►NSerialization
CProductJsonConverter	Provides an implementation of JsonConverter that can deserialize Product
CAccount	Account information for an organization
CApi	QuantConnect.com Interaction Via API
CApiConnection	API Connection and Hash Manager
CAuthentication	Helper methods for api authentication and interaction
CAuthenticationResponse	Verify if the credentials are OK
CBacktest	Results object class. Results are exhaust from backtest or live algorithms running in LEAN
CBacktestList	Collection container for a list of backtests for a project
CBacktestReport	Backtest Report Response wrapper
CBacktestResponseWrapper	Wrapper class for Backtest/* endpoints JSON response Currently used by Backtest/Read and Backtest/Create
CBacktestSummary	Result object class for the List Backtest response from the API
CBacktestSummaryList	Collection container for a list of backtest summaries for a project
CBacktestTags	Collection container for a list of backtest tags
CBaseLiveAlgorithm	Class representing the REST response from QC API when creating or reading a live algorithm
CBaseOptimization	BaseOptimization item from the QuantConnect.com API
CBasicBacktest	Base class for backtest result object response
CBasicObjectStore	Class contining basic store properties present in the REST response from QC API
CCard	Credit card
CCollaborator	Collaborator responses
CCompile	Response from the compiler on a build event
CCreatedNode	Rest api response wrapper for node/create, reads in the nodes information into a node object
CCreateLiveAlgorithmResponse	Class representing the REST response from QC API when creating a live algorithm
CCredit	Organization Credit Object
CDataAgreement	Organization Data Agreement
CDataLink	Data/Read response wrapper, contains link to requested data
CDataList	Data/List response wrapper for available data
CDataPricesList	Data/Prices response wrapper for prices by vendor
CEncryptionKey	Encryption key details
CEstimate	Estimate response packet from the QuantConnect.com API
CEstimateResponseWrapper	Wrapper class for Optimizations/* endpoints JSON response Currently used by Optimizations/Estimate
CGetObjectStoreResponse	Response received when fetching Object Store
CGrid	The grid arrangement of charts
CGridChart	The chart display properties
CInsightResponse	Class containing insights and the number of insights of the live algorithm in the request criteria
CLibrary	Library response
CListObjectStoreResponse	Response received containing a list of stored objects metadata, as well as the total size of all of them
CLiveAlgorithmApiSettingsWrapper	Helper class to put BaseLiveAlgorithmSettings in proper format
CLiveAlgorithmResults	Details a live algorithm from the "live/read" Api endpoint
CLiveAlgorithmResultsJsonConverter	Custom JsonConverter for LiveResults data for live algorithms
CLiveAlgorithmSummary	Response from List Live Algorithms request to QuantConnect Rest API
CLiveList	List of the live algorithms running which match the requested status
CLiveLog	Logs from a live algorithm
CLiveResultsData	Holds information about the state and operation of the live running algorithm
CNode	Node class built for API endpoints nodes/read and nodes/create. Converts JSON properties from API response into data members for the class. Contains all relevant information on a Node to interact through API endpoints
CNodeList	Collection of Node objects for each target environment
CNodePrices	Class for deserializing node prices from node object
COptimization	Optimization response packet from the QuantConnect.com API
COptimizationBacktest	OptimizationBacktest object from the QuantConnect.com API
COptimizationBacktestJsonConverter	Json converter for OptimizationBacktest which creates a light weight easy to consume serialized version
COptimizationList	Collection container for a list of summarized optimizations for a project
COptimizationNodes	Supported optimization nodes
COptimizationResponseWrapper	Wrapper class for Optimizations/Read endpoint JSON response
COptimizationSummary	Optimization summary response for creating an optimization
COrganization	Object representation of Organization from QuantConnect Api
COrganizationResponse	Response wrapper for Organizations/Read
CParameter	Parameter set
CParameterSetJsonConverter	Json converter for ParameterSet which creates a light weight easy to consume serialized version
CPortfolio	Class containing the basic portfolio information of a live algorithm
CPortfolioResponse	Response class for reading the portfolio of a live algorithm
CPriceEntry	Prices entry for Data/Prices response
CProduct	QuantConnect Products
CProductItem	QuantConnect ProductItem
CProject	Response from reading a project by id
CProjectFile	File for a project
CProjectFilesResponse	Response received when creating a file or reading one file or more in a project
CProjectNodesResponse	Response received when reading or updating some nodes of a project
CProjectResponse	Project list response
CPropertiesObjectStore	Object Store file properties
CPropertiesObjectStoreResponse	Response received containing the properties of the requested Object Store
CReadChartResponse	Class for wrapping Read Chart response
CResearchGuide	A power gauge for backtests, time and parameters to estimate the overfitting risk
CRestResponse	Base API response class for the QuantConnect API
CSKU	Class for generating a SKU for a node with a given configuration Every SKU is made up of 3 variables:
CStringRepresentation	Class to return the string representation of an API response class
CSummaryObjectStore	Summary information of the Object Store
CVersion	API response for version
CVersionsResponse	Read versions response
►NBenchmarks
CFuncBenchmark	Creates a benchmark defined by a function
CIBenchmark	Specifies how to compute a benchmark for an algorithm
CSecurityBenchmark	Creates a benchmark defined by the closing price of a Security instance
►NBrokerages
►NBacktesting
CBacktestingBrokerage	Represents a brokerage to be used during backtesting. This is intended to be only be used with the BacktestingTransactionHandler
CBacktestingBrokerageFactory	Factory type for the BacktestingBrokerage
►NCrossZero
CCrossZeroFirstOrderRequest	Represents a first request to cross zero order
CCrossZeroOrderResponse	Represents a response for a cross zero order request
CCrossZeroSecondOrderRequest	Represents a second request to cross zero order
►NPaper
CPaperBrokerage	Paper Trading Brokerage
CPaperBrokerageFactory	The factory type for the PaperBrokerage
CAlpacaBrokerageModel	Provides an implementation of the DefaultBrokerageModel specific to Alpaca brokerage
CAlphaStreamsBrokerageModel	Provides properties specific to Alpha Streams
CAxosClearingBrokerageModel	Provides the Axos clearing brokerage model specific properties
CBaseWebsocketsBrokerage	Provides shared brokerage websockets implementation
CBestBidAskUpdatedEventArgs	Event arguments class for the DefaultOrderBook.BestBidAskUpdated event
CBinanceBrokerageModel	Provides Binance specific properties
CBinanceCoinFuturesBrokerageModel	Provides Binance Coin Futures specific properties
CBinanceFuturesBrokerageModel	Provides Binance Futures specific properties
CBinanceUSBrokerageModel	Provides Binance.US specific properties
CBitfinexBrokerageModel	Provides Bitfinex specific properties
CBrokerage	Represents the base Brokerage implementation. This provides logging on brokerage events
CBrokerageConcurrentMessageHandler	Brokerage helper class to lock message stream while executing an action, for example placing an order
CBrokerageException	Represents an error retuned from a broker's server
CBrokerageExtensions	Provides extension methods for handling brokerage operations
CBrokerageFactory	Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary
CBrokerageFactoryAttribute	Represents the brokerage factory type required to load a data queue handler
CBrokerageMessageEvent	Represents a message received from a brokerage
CBrokerageModel	Provides factory method for creating an IBrokerageModel from the BrokerageName enum
CBrokerageMultiWebSocketEntry	Helper class for BrokerageMultiWebSocketSubscriptionManager
CBrokerageMultiWebSocketSubscriptionManager	Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting
CCharlesSchwabBrokerageModel	Represents a brokerage model specific to Charles Schwab
CCoinbaseBrokerageModel	Represents a brokerage model for interacting with the Coinbase exchange. This class extends the default brokerage model
CDefaultBrokerageMessageHandler	Provides a default implementation o IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError
CDefaultBrokerageModel	Provides a default implementation of IBrokerageModel that allows all orders and uses the default transaction models
CDefaultConnectionHandler	A default implementation of IConnectionHandler which signals disconnection if no data is received for a given time span and attempts to reconnect automatically
CDefaultOrderBook	Represents a full order book for a security. It contains prices and order sizes for each bid and ask level. The best bid and ask prices are also kept up to date
CDelistingNotificationEventArgs	Event arguments class for the IBrokerage.DelistingNotification event
CDowngradeErrorCodeToWarningBrokerageMessageHandler	Provides an implementation of IBrokerageMessageHandler that converts specified error codes into warnings
CExanteBrokerageModel	Exante Brokerage Model Implementation for Back Testing
CEzeBrokerageModel	Provides Eze specific properties
CFTXBrokerageModel	FTX Brokerage model
CFTXUSBrokerageModel	FTX.US Brokerage model
CFxcmBrokerageModel	Provides FXCM specific properties
CGDAXBrokerageModel	Provides GDAX specific properties
CIBrokerageMessageHandler	Provides an plugin point to allow algorithms to directly handle the messages that come from their brokerage
CIBrokerageModel	Models brokerage transactions, fees, and order
CIConnectionHandler	Provides handling of a brokerage or data feed connection
CInteractiveBrokersBrokerageModel	Provides properties specific to interactive brokers
CIOrderBookUpdater	Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates
CISymbolMapper	Provides the mapping between Lean symbols and brokerage specific symbols
CIWebSocket	Wrapper for WebSocket4Net to enhance testability
CKrakenBrokerageModel	Kraken Brokerage model
CNewBrokerageOrderNotificationEventArgs	Event arguments class for the IBrokerage.NewBrokerageOrderNotification event
COandaBrokerageModel	Oanda Brokerage Model Implementation for Back Testing
COptionNotificationEventArgs	Event arguments class for the IBrokerage.OptionNotification event
CRBIBrokerageModel	RBI Brokerage model
CSamcoBrokerageModel	Brokerage Model implementation for Samco
CSymbolPropertiesDatabaseSymbolMapper	Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database
CTDAmeritradeBrokerageModel	TDAmeritrade
CTradeStationBrokerageModel	Represents a brokerage model specific to TradeStation
CTradierBrokerageModel	Provides tradier specific properties
CTradingTechnologiesBrokerageModel	Provides properties specific to Trading Technologies
►CWebSocketClientWrapper	Wrapper for System.Net.Websockets.ClientWebSocket to enhance testability
CBinaryMessage	Defines a byte-Type message of websocket data
CMessageData	Defines a message of websocket data
CTextMessage	Defines a text-Type message of websocket data
CWebSocketCloseData	Defines data returned from a web socket close event
CWebSocketError	Defines data returned from a web socket error
CWebSocketMessage	Defines a message received at a web socket
CWolverineBrokerageModel	Wolverine Brokerage model
CZerodhaBrokerageModel	Brokerage Model implementation for Zerodha
►NCommands
►CAddSecurityCommand	Represents a command to add a security to the algorithm
CResult	Result packet type for the AddSecurityCommand command
CAlgorithmStatusCommand	Represents a command that will change the algorithm's status
CBaseCommand	Base command implementation
CBaseCommandHandler	Base algorithm command handler
CCallbackCommand	Algorithm callback command type
►CCancelOrderCommand	Represents a command to cancel a specific order by id
CResult	Result packet type for the CancelOrderCommand command
CCommand	Base generic dynamic command class
CCommandResultPacket	Contains data held as the result of executing a command
CFileCommandHandler	Represents a command handler that sources it's commands from a file on the local disk
CICommand	Represents a command that can be run against a single algorithm
CICommandHandler	Represents a command queue for the algorithm. This is an entry point for external messages to act upon the running algorithm instance
CLiquidateCommand	Represents a command that will liquidate the entire algorithm
COrderCommand	Represents a command to submit an order to the algorithm
CQuitCommand	Represents a command that will terminate the algorithm
CUpdateOrderCommand	Represents a command to update an order by id
►NConfiguration
CApplicationParser	Command Line application parser
CCommandLineOption	Auxiliary class to keep information about a specific command line option
CConfig	Configuration class loads the required external setup variables to launch the Lean engine
CLeanArgumentParser	Command Line arguments parser for Lean configuration
COptimizerArgumentParser	Command Line arguments parser for Lean Optimizer
CReportArgumentParser	Command Line arguments parser for Report Creator
CToolboxArgumentParser	Command Line arguments parser for Toolbox configuration
►NData
►NAuxiliary
CAuxiliaryDataKey	Unique definition key for a collection of auxiliary data for a Market and SecurityType
CCorporateFactorProvider	Corporate related factor provider. Factors based on splits and dividends
CCorporateFactorRow	Defines a single row in a factor_factor file. This is a csv file ordered as {date, price factor, split factor, reference price}
CFactorFile	Represents an entire factor file for a specified symbol
CFactorFileZipHelper	Provides methods for reading factor file zips
CIFactorProvider	Providers price scaling factors for a permanent tick
CIFactorRow	Factor row abstraction. IFactorProvider
CLocalDiskFactorFileProvider	Provides an implementation of IFactorFileProvider that searches the local disk
CLocalDiskMapFileProvider	Provides a default implementation of IMapFileProvider that reads from the local disk
CLocalZipFactorFileProvider	Provides an implementation of IFactorFileProvider that searches the local disk for a zip file containing all factor files
CLocalZipMapFileProvider	Provides an implementation of IMapFileProvider that reads from a local zip file
CMapFile	Represents an entire map file for a specified symbol
CMapFilePrimaryExchangeProvider	Implementation of IPrimaryExchangeProvider from map files
CMapFileResolver	Provides a means of mapping a symbol at a point in time to the map file containing that share class's mapping information
CMapFileRow	Represents a single row in a map_file. This is a csv file ordered as {date, mapped symbol}
CMapFileZipHelper	Helper class for handling mapfile zip files
CMappingContractFactorProvider	Mapping related factor provider. Factors based on price differences on mapping dates
CMappingContractFactorRow	Collection of factors for continuous contracts and their back months contracts for a specific mapping mode DataMappingMode and date
CMappingExtensions	Mapping extensions helper methods
CPriceScalingExtensions	Set of helper methods for factor files and price scaling operations
CSymbolDateRange	Represents security identifier within a date range
CTickerDateRange	Represents stock data for a specific ticker within a date range
CZipEntryName	Defines a data type that just produces data points from the zip entry names in a zip file
►NCommon
CMarketHourAwareConsolidator	Consolidator for open markets bar only, extended hours bar are not consolidated
►NConsolidators
CBaseDataConsolidator	Type capable of consolidating trade bars from any base data instance
CBaseTimelessConsolidator	Represents a timeless consolidator which depends on the given values. This consolidator is meant to consolidate data into bars that do not depend on time, e.g., RangeBar's
CCalendar	Helper class that provides Func<DateTime,CalendarInfo> used to define consolidation calendar
CCalendarInfo	Calendar Info for storing information related to the start and period of a consolidator
CCalendarType	Calendar Type Class; now obsolete routes functions to Calendar
CClassicRangeConsolidator	This consolidator can transform a stream of IBaseData instances into a stream of RangeBar. The difference between this consolidator and RangeConsolidator, is that this last one creates intermediate/ phantom RangeBar's (RangeBar's with zero volume) if the price rises up or falls down by above/below two times the range size. Therefore, RangeConsolidator leaves no space between two adyacent RangeBar's since it always start a new RangeBar one range above the last RangeBar's High value or one range below the last RangeBar's Low value, where one range equals to one minimum price change
CClassicRenkoConsolidator	This consolidator can transform a stream of IBaseData instances into a stream of RenkoBar
CDataConsolidator	Represents a type that consumes BaseData instances and fires an event with consolidated and/or aggregated data
CDynamicDataConsolidator	A data csolidator that can make trade bars from DynamicData derived types. This is useful for aggregating Quandl and other highly flexible dynamic custom data types
CFilteredIdentityDataConsolidator	Provides an implementation of IDataConsolidator that preserve the input data unmodified. The input data is filtering by the specified predicate function
CIDataConsolidator	Represents a type capable of taking BaseData updates and firing events containing new 'consolidated' data. These types can be used to produce larger bars, or even be used to transform the data before being sent to another component. The most common usage of these types is with indicators
CIdentityDataConsolidator	Represents the simplest DataConsolidator implementation, one that is defined by a straight pass through of the data. No projection or aggregation is performed
COpenInterestConsolidator	Type capable of consolidating open interest
CPeriodCountConsolidatorBase	Provides a base class for consolidators that emit data based on the passing of a period of time or after seeing a max count of data points
CQuoteBarConsolidator	Consolidates QuoteBars into larger QuoteBars
CRangeConsolidator	This consolidator can transform a stream of IBaseData instances into a stream of RangeBar
CRenkoConsolidator	This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked
CSequentialConsolidator	This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second
CTickConsolidator	A data consolidator that can make bigger bars from ticks over a given time span or a count of pieces of data
CTickQuoteBarConsolidator	Consolidates ticks into quote bars. This consolidator ignores trade ticks
CTradeBarConsolidator	A data consolidator that can make bigger bars from smaller ones over a given time span or a count of pieces of data
CTradeBarConsolidatorBase	A data consolidator that can make bigger bars from any base data
CVolumeRenkoConsolidator	This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with a constant volume for each bar
CWickedRenkoConsolidator	This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked. ///
►NCustom
►NAlphaStreams
CPlaceHolder	Static class for place holder
►NIconicTypes
CIndexedLinkedData	Data type that is indexed, i.e. a file that points to another file containing the contents we're looking for in a Symbol
CIndexedLinkedData2	Data type that is indexed, i.e. a file that points to another file containing the contents we're looking for in a Symbol
CLinkedData	Data source that is linked (tickers that can have renames or be delisted)
CUnlinkedData	Data source that is unlinked (no mapping) and takes any ticker when calling AddData
CUnlinkedDataTradeBar	Data source that is unlinked (no mapping) and takes any ticker when calling AddData
►NIntrinio
CIntrinioConfig	Auxiliary class to access all Intrinio API data
CIntrinioEconomicData	Access the massive repository of economic data from the Federal Reserve Economic Data system via the Intrinio API
►CIntrinioEconomicDataSources	Intrinio Data Source
CBofAMerrillLynch	Bank of America Merrill Lynch
CCBOE	Chicago Board Options Exchange
CCommodities	Commodities
CExchangeRates	Exchange Rates
CMoodys	Moody's Investors Service
CTradeWeightedUsDollarIndex	Trade Weighted US Dollar Index
►NTiingo
CTiingo	Helper class for Tiingo configuration
CTiingoDailyData	Tiingo daily price data https://api.tiingo.com/docs/tiingo/daily
CTiingoPrice	Tiingo daily price data https://api.tiingo.com/docs/tiingo/daily
CTiingoSymbolMapper	Helper class to map a Lean format ticker to Tiingo format
CFxcmVolume	FXCM Real FOREX Volume and Transaction data from its clients base, available for the following pairs:
►NFundamental
CAccountsPayableBalanceSheet	Any money that a company owes its suppliers for goods and services purchased on credit and is expected to pay within the next year or operating cycle
CAccountsReceivableBalanceSheet	Accounts owed to a company by customers within a year as a result of exchanging goods or services on credit
CAccruedandDeferredIncomeBalanceSheet	Sum of accrued liabilities and deferred income (amount received in advance but the services are not provided in respect of amount)
CAccruedandDeferredIncomeCurrentBalanceSheet	Sum of Accrued Liabilities and Deferred Income (amount received in advance but the services are not provided in respect of amount) due within 1 year
CAccruedandDeferredIncomeNonCurrentBalanceSheet	Sum of Accrued Liabilities and Deferred Income (amount received in advance but the services are not provided in respect of amount) due after 1 year
CAccruedInterestReceivableBalanceSheet	This account shows the amount of unpaid interest accrued to the date of purchase and included in the purchase price of securities purchased between interest dates
CAccruedInvestmentIncomeBalanceSheet	Interest, dividends, rents, ancillary and other revenues earned but not yet received by the entity on its investments
CAccruedLiabilitiesTotalBalanceSheet	Liabilities which have occurred, but have not been paid or logged under accounts payable during an accounting PeriodAsByte. In other words, obligations for goods and services provided to a company for which invoices have not yet been received; on a Non- Differentiated Balance Sheet
CAccumulatedDepreciationBalanceSheet	The cumulative amount of wear and tear or obsolescence charged against the fixed assets of a company
CAdditionalPaidInCapitalBalanceSheet	Excess of issue price over par or stated value of the entity's capital stock and amounts received from other transactions involving the entity's stock or stockholders. Includes adjustments to additional paid in capital. There are two major categories of additional paid in capital: 1) Paid in capital in excess of par/stated value, which is the difference between the actual issue price of the shares and the shares' par/stated value. 2) Paid in capital from other transactions which includes treasury stock, retirement of stock, stock dividends recorded at market, lapse of stock purchase warrants, conversion of convertible bonds in excess of the par value of the stock, and any other additional capital from the company's own stock transactions
CAdvanceFromFederalHomeLoanBanksBalanceSheet	This item is typically available for bank industry. It's the amount of borrowings as of the balance sheet date from the Federal Home Loan Bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages
CAdvancesfromCentralBanksBalanceSheet	Borrowings from the central bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages
CAllowanceForDoubtfulAccountsReceivableBalanceSheet	An Allowance for Doubtful Accounts measures receivables recorded but not expected to be collected
CAllowanceForLoansAndLeaseLossesBalanceSheet	A contra account sets aside as an allowance for bad loans (e.g. customer defaults)
CAllowanceForNotesReceivableBalanceSheet	This item is typically available for bank industry. It represents a provision relating to a written agreement to receive money with the terms of the note (at a specified future date(s) within one year from the reporting date (or the normal operating cycle, whichever is longer), consisting of principal as well as any accrued interest) for the portion that is expected to be uncollectible
CAllTaxesPaidCashFlowStatement	Cash paid to tax authorities in operating cash flow, using the direct method
CAmortizationCashFlowStatement	The systematic and rational apportionment of the acquisition cost of intangible operational assets to future periods in which the benefits contribute to revenue. This field is to include Amortization and any variation where Amortization is the first account listed in the line item, excluding Amortization of Intangibles
CAmortizationIncomeStatement	The non-cash expense recognized on intangible assets over the benefit period of the asset
CAmortizationOfFinancingCostsAndDiscountsCashFlowStatement	The component of interest expense representing the non-cash expenses charged against earnings in the period to allocate debt discount and premium, and the costs to issue debt and obtain financing over the related debt instruments. This item is usually only available for bank industry
CAmortizationOfIntangiblesCashFlowStatement	The aggregate expense charged against earnings to allocate the cost of intangible assets (nonphysical assets not used in production) in a systematic and rational manner to the periods expected to benefit from such assets
CAmortizationOfIntangiblesIncomeStatement	The aggregate expense charged against earnings to allocate the cost of intangible assets (nonphysical assets not used in production) in a systematic and rational manner to the periods expected to benefit from such assets
CAmortizationOfSecuritiesCashFlowStatement	Represents amortization of the allocation of a lump sum amount to different time periods, particularly for securities, debt, loans, and other forms of financing. Does not include amortization, amortization of capital expenditure and intangible assets
CAmortizationSupplementalIncomeStatement	The current period expense charged against earnings on intangible asset over its useful life. It is a supplemental value which would be reported outside consolidated statements
CAssetClassification	Definition of the AssetClassification class
CAssetImpairmentChargeCashFlowStatement	The charge against earnings resulting from the aggregate write down of all assets from their carrying value to their fair value
CAssetsHeldForSaleBalanceSheet	This item is typically available for bank industry. It's a part of long-lived assets, which has been decided for sale in the future
CAssetsHeldForSaleCurrentBalanceSheet	Short term assets set apart for sale to liquidate in the future and are measured at the lower of carrying amount and fair value less costs to sell
CAssetsHeldForSaleNonCurrentBalanceSheet	Long term assets set apart for sale to liquidate in the future and are measured at the lower of carrying amount and fair value less costs to sell
CAssetsOfDiscontinuedOperationsBalanceSheet	A portion of a company's business that has been disposed of or sold
CAssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet	Total value collateral assets pledged to the bank that can be sold or used as collateral for other loans
CAssetsTurnover	Revenue / Average Total Assets
CAuditorReportStatus	Auditor opinion code will be one of the following for each annual period: Code Meaning UQ Unqualified Opinion UE Unqualified Opinion with Explanation QM Qualified - Due to change in accounting method QL Qualified - Due to litigation OT Qualified Opinion - Other AO Adverse Opinion DS Disclaim an opinion UA Unaudited
CAvailableForSaleSecuritiesBalanceSheet	For an unclassified balance sheet, this item represents equity securities categorized neither as held-to-maturity nor trading. Equity securities represent ownership interests or the right to acquire ownership interests in corporations and other legal entities which ownership interest is represented by shares of common or preferred stock (which is not mandatory redeemable or redeemable at the option of the holder), convertible securities, stock rights, or stock warrants. This category includes preferred stocks, available- for-sale and common stock, available-for-sale
CAverageDilutionEarningsIncomeStatement	Adjustments to reported net income to calculate Diluted EPS, by assuming that all convertible instruments are converted to Common Equity. The adjustments usually include the interest expense of debentures when assumed converted and preferred dividends of convertible preferred stock when assumed converted
CAVG5YrsROIC	This is the simple average of the company's ROIC over the last 5 years. Return on invested capital is calculated by taking net operating profit after taxes and dividends and dividing by the total amount of capital invested and expressing the result as a percentage
CBalanceSheet	Definition of the BalanceSheet class
CBalanceSheetFileDate	Filing date of the Balance Sheet
CBankIndebtednessBalanceSheet	All indebtedness for borrowed money or the deferred purchase price of property or services, including without limitation reimbursement and other obligations with respect to surety bonds and letters of credit, all obligations evidenced by notes, bonds debentures or similar instruments, all capital lease obligations and all contingent obligations
CBankLoansCurrentBalanceSheet	A debt financing obligation issued by a bank or similar financial institution to a company, that entitles the lender or holder of the instrument to interest payments and the repayment of principal at a specified time within the next 12 months or operating cycle
CBankLoansNonCurrentBalanceSheet	A debt financing obligation issued by a bank or similar financial institution to a company, that entitles the lender or holder of the instrument to interest payments and the repayment of principal at a specified time beyond the current accounting PeriodAsByte
CBankLoansTotalBalanceSheet	Total debt financing obligation issued by a bank or similar financial institution to a company that entitles the lender or holder of the instrument to interest payments and the repayment of principal at a specified time; in a Non-Differentiated Balance Sheet
CBankOwnedLifeInsuranceBalanceSheet	The carrying amount of a life insurance policy on an officer, executive or employee for which the reporting entity (a bank) is entitled to proceeds from the policy upon death of the insured or surrender of the insurance policy
CBasicAccountingChange	Basic EPS from the Cumulative Effect of Accounting Change is the earnings attributable to the accounting change (during the reporting period) divided by the weighted average number of common shares outstanding
CBasicAverageShares	The shares outstanding used to calculate Basic EPS, which is the weighted average common share outstanding through the whole accounting PeriodAsByte. Note: If Basic Average Shares are not presented by the firm in the Income Statement, this data point will be null
CBasicContinuousOperations	Basic EPS from Continuing Operations is the earnings from continuing operations reported by the company divided by the weighted average number of common shares outstanding
CBasicDiscontinuousOperations	Basic EPS from Discontinued Operations is the earnings from discontinued operations reported by the company divided by the weighted average number of common shares outstanding. This only includes gain or loss from discontinued operations
CBasicEPS	Basic EPS is the bottom line net income divided by the weighted average number of common shares outstanding
CBasicEPSOtherGainsLosses	Basic EPS from the Other Gains/Losses is the earnings attributable to the other gains/losses (during the reporting period) divided by the weighted average number of common shares outstanding
CBasicExtraordinary	Basic EPS from the Extraordinary Gains/Losses is the earnings attributable to the gains or losses (during the reporting period) from extraordinary items divided by the weighted average number of common shares outstanding
CBeginningCashPositionCashFlowStatement	The cash and equivalents balance at the beginning of the accounting period, as indicated on the Cash Flow statement
CBiologicalAssetsBalanceSheet	Biological assets include plants and animals
CBookValuePerShareGrowth	The growth in the company's book value per share on a percentage basis. Morningstar calculates the growth percentage based on the common shareholder's equity reported in the Balance Sheet divided by the diluted shares outstanding within the company filings or reports
CBuildingsAndImprovementsBalanceSheet	Fixed assets that specifically deal with the facilities a company owns. Include the improvements associated with buildings
CCapExGrowth	The growth in the company's capital expenditures on a percentage basis. Morningstar calculates the growth percentage based on the capital expenditures reported in the Cash Flow Statement within the company filings or reports
CCapExReportedCashFlowStatement	Capital expenditure, capitalized software development cost, maintenance capital expenditure, etc. as reported by the company
CCapExSalesRatio	Capital Expenditure / Revenue
CCapitalExpenditureAnnual5YrGrowth	This is the compound annual growth rate of the company's capital spending over the last 5 years. Capital Spending is the sum of the Capital Expenditure items found in the Statement of Cash Flows
CCapitalExpenditureCashFlowStatement	Funds used by a company to acquire or upgrade physical assets such as property, industrial buildings or equipment. This type of outlay is made by companies to maintain or increase the scope of their operations. Capital expenditures are generally depreciated or depleted over their useful life, as distinguished from repairs, which are subtracted from the income of the current year
CCapitalExpendituretoEBITDA	Measures the amount a company is investing in its business relative to EBITDA generated in a given PeriodAsByte
CCapitalLeaseObligationsBalanceSheet	Current Portion of Capital Lease Obligation plus Long Term Portion of Capital Lease Obligation
CCapitalStockBalanceSheet	The total amount of stock authorized for issue by a corporation, including common and preferred stock
CCashAdvancesandLoansMadetoOtherPartiesCashFlowStatement	Cash outlay for cash advances and loans made to other parties
CCashAndCashEquivalentsBalanceSheet	Includes unrestricted cash on hand, money market instruments and other debt securities which can be converted to cash immediately
CCashAndDueFromBanksBalanceSheet	Includes cash on hand (currency and coin), cash items in process of collection, non-interest bearing deposits due from other financial institutions (including corporate credit unions), and balances with the Federal Reserve Banks, Federal Home Loan Banks and central banks
CCashBalanceSheet	Cash includes currency on hand as well as demand deposits with banks or financial institutions. It also includes other kinds of accounts that have the general characteristics of demand deposits in that the customer may deposit additional funds at any time and also effectively may withdraw funds at any time without prior notice or penalty
CCashCashEquivalentsAndFederalFundsSoldBalanceSheet	The aggregate amount of cash, cash equivalents, and federal funds sold
CCashCashEquivalentsAndMarketableSecuritiesBalanceSheet	The aggregate amount of cash, cash equivalents, and marketable securities
CCashConversionCycle	Days In Inventory + Days In Sales - Days In Payment
CCashDividendsForMinoritiesCashFlowStatement	Cash Distribution of earnings to Minority Stockholders
CCashDividendsPaidCashFlowStatement	Payments for the cash dividends declared by an entity to shareholders during the PeriodAsByte. This element includes paid and unpaid dividends declared during the period for both common and preferred stock
CCashEquivalentsBalanceSheet	Cash equivalents, excluding items classified as marketable securities, include short-term, highly liquid investments that are both readily convertible to known amounts of cash, and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Generally, only investments with original maturities of three months or less qualify under this definition. Original maturity means original maturity to the entity holding the investment. For example, both a three-month US Treasury bill and a three-year Treasury note purchased three months from maturity qualify as cash equivalents. However, a Treasury note purchased three years ago does not become a cash equivalent when its remaining maturity is three months
CCashFlowFileDate	Filing date of the Cash Flow Statement
CCashFlowFromContinuingFinancingActivitiesCashFlowStatement	Cash generated by or used in financing activities of continuing operations; excludes cash flows from discontinued operations
CCashFlowFromContinuingInvestingActivitiesCashFlowStatement	Cash generated by or used in investing activities of continuing operations; excludes cash flows from discontinued operations
CCashFlowFromContinuingOperatingActivitiesCashFlowStatement	Cash generated by or used in operating activities of continuing operations; excludes cash flows from discontinued operations
CCashFlowFromDiscontinuedOperationCashFlowStatement	The aggregate amount of cash flow from discontinued operation, including operating activities, investing activities, and financing activities
CCashFlowFromFinancingGrowth	The growth in the company's cash flows from financing on a percentage basis. Morningstar calculates the growth percentage based on the financing cash flows reported in the Cash Flow Statement within the company filings or reports
CCashFlowFromInvestingGrowth	The growth in the company's cash flows from investing on a percentage basis. Morningstar calculates the growth percentage based on the cash flows from investing reported in the Cash Flow Statement within the company filings or reports
CCashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement	The net cash from (used in) all of the entity's operating activities, including those of discontinued operations, of the reporting entity under the direct method
CCashFlowStatement	Definition of the CashFlowStatement class
CCashFromDiscontinuedFinancingActivitiesCashFlowStatement	Cash generated by or used in financing activities of discontinued operations; excludes cash flows from continued operations
CCashFromDiscontinuedInvestingActivitiesCashFlowStatement	The net cash inflow (outflow) from discontinued investing activities over the designated time PeriodAsByte
CCashFromDiscontinuedOperatingActivitiesCashFlowStatement	The net cash from (used in) all of the entity's discontinued operating activities, excluding those of continued operations, of the reporting entity
CCashGeneratedfromOperatingActivitiesCashFlowStatement	The net cash from an entity's operating activities before real cash inflow or outflow for Dividend, Interest, Tax, or other unclassified operating activities
CCashPaidforInsuranceActivitiesCashFlowStatement	Cash paid out for insurance activities during the period in operating cash flow, using the direct method. This item is usually only available for insurance industry
CCashPaidtoReinsurersCashFlowStatement	Cash paid out to reinsurers in operating cash flow, using the direct method. This item is usually only available for insurance industry
CCashPaymentsforDepositsbyBanksandCustomersCashFlowStatement	Cash paid for deposits by banks and customers in operating cash flow, using the direct method. This item is usually only available for bank industry
CCashPaymentsforLoansCashFlowStatement	Cash paid for loans in operating cash flow, using the direct method. This item is usually only available for bank industry
CCashRatio	Indicates a company's short-term liquidity, defined as short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities
CCashRatioGrowth	The growth in the company's cash ratio on a percentage basis. Morningstar calculates the growth percentage based on the short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities reported in the Balance Sheet within the company filings or reports
CCashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement	Cash received from banks and customer deposits in operating cash flow, using the direct method. This item is usually only available for bank industry
CCashReceiptsfromFeesandCommissionsCashFlowStatement	Cash received from agency fees and commissions in operating cash flow, using the direct method. This item is usually available for bank and insurance industries
CCashReceiptsfromLoansCashFlowStatement	Cash received from loans in operating cash flow, using the direct method. This item is usually only available for bank industry
CCashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement	Cash received from the repayment of advances and loans made to other parties, in the Investing Cash Flow section
CCashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement	Cash received from the trading of securities in operating cash flow, using the direct method. This item is usually only available for bank and insurance industries
CCashReceiptsfromTaxRefundsCashFlowStatement	Cash received as refunds from tax authorities in operating cash flow, using the direct method
CCashReceivedfromInsuranceActivitiesCashFlowStatement	Cash received from insurance activities in operating cash flow, using the direct method. This item is usually only available for insurance industry
CCashRestrictedOrPledgedBalanceSheet	Cash that the company can use only for specific purposes or cash deposit or placing of owned property by a debtor (the pledger) to a creditor (the pledgee) as a security for a loan or obligation
CCashtoTotalAssets	Represents the percentage of a company's total assets is in cash
CCededPremiumsIncomeStatement	The amount of premiums paid and payable to another insurer as a result of reinsurance arrangements in order to exchange for that company accepting all or part of insurance on a risk or exposure. This item is usually only available for insurance industry
CCFOGrowth	The growth in the company's cash flow from operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations data reported in the Cash Flow Statement within the company filings or reports
CChangeInAccountPayableCashFlowStatement	The increase or decrease between periods of the account payables
CChangeInAccruedExpenseCashFlowStatement	The increase or decrease between periods of the accrued expenses
CChangeinAccruedIncomeCashFlowStatement	The increase or decrease between periods in the amount of outstanding money owed by a customer for goods or services provided by the company
CChangeInAccruedInvestmentIncomeCashFlowStatement	The net change during the reporting period in investment income that has been earned but not yet received in cash
CChangeinAdvancesfromCentralBanksCashFlowStatement	The increase or decrease between periods of the advances from central banks
CChangeinCashSupplementalAsReportedCashFlowStatement	The change in cash flow from the previous period to the current, as reported by the company, may be the same or not the same as Morningstar's standardized definition. It is a supplemental value which would be reported outside consolidated statements
CChangeInDeferredAcquisitionCostsCashFlowStatement	The change of the unamortized portion as of the balance sheet date of capitalized costs that vary with and are primarily related to the acquisition of new and renewal insurance contracts
CChangeinDeferredAcquisitionCostsNetCashFlowStatement	The increase or decrease between periods of the deferred acquisition costs
CChangeInDeferredChargesCashFlowStatement	The net change during the reporting period in the value of expenditures made during the current reporting period for benefits that will be received over a period of years. This item is usually only available for bank industry
CChangeinDepositsbyBanksandCustomersCashFlowStatement	The increase or decrease between periods of the deposits by banks and customers
CChangeInDividendPayableCashFlowStatement	The increase or decrease between periods of the dividend payables
CChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement	The amount shown on the books that a bank with insufficient reserves borrows, at the federal funds rate, from another bank to meet its reserve requirements and the amount of securities that an institution sells and agrees to repurchase at a specified date for a specified price, net of any reductions or offsets
CChangeinFinancialAssetsCashFlowStatement	The increase or decrease between periods of the financial assets
CChangeinFinancialLiabilitiesCashFlowStatement	The increase or decrease between periods of the financial liabilities
CChangeInFundsWithheldCashFlowStatement	The net change during the reporting period associated with funds withheld
CChangeInIncomeTaxPayableCashFlowStatement	The increase or decrease between periods of the income tax payables
CChangeinInsuranceContractAssetsCashFlowStatement	The increase or decrease between periods of the contract assets
CChangeinInsuranceContractLiabilitiesCashFlowStatement	The increase or decrease between periods of the insurance contract liabilities
CChangeinInsuranceFundsCashFlowStatement	The increase or decrease between periods of the insurance funds
CChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement	Income/Expense due to changes between periods in insurance liabilities
CChangeInInterestPayableCashFlowStatement	The increase or decrease between periods of the interest payable. Interest payable means carrying value as of the balance sheet date of interest payable on all forms of debt
CChangeInInventoryCashFlowStatement	The increase or decrease between periods of the Inventories. Inventories represent merchandise bought for resale and supplies and raw materials purchased for use in revenue producing operations
CChangeinInvestmentContractIncomeStatement	Income/Expense due to changes between periods in Investment Contracts
CChangeinInvestmentContractLiabilitiesCashFlowStatement	The increase or decrease between periods of the investment contract liabilities
CChangeInLoansCashFlowStatement	The net change that a lender gives money or property to a borrower and the borrower agrees to return the property or repay the borrowed money, along with interest, at a predetermined date in the future
CChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement	The net change during the reporting period in the reserve account established to account for expected but unspecified losses
CChangeInOtherCurrentAssetsCashFlowStatement	The increase or decrease between periods of the Other Current Assets. This category typically includes prepayments, deferred charges, and amounts (other than trade accounts) due from parents and subsidiaries
CChangeInOtherCurrentLiabilitiesCashFlowStatement	The increase or decrease between periods of the Other Current liabilities. Other Current liabilities is a balance sheet entry used by companies to group together current liabilities that are not assigned to common liabilities such as debt obligations or accounts payable
CChangeInOtherWorkingCapitalCashFlowStatement	The increase or decrease between periods of the other working capital
CChangeInPayableCashFlowStatement	The increase or decrease between periods of the payables
CChangeInPayablesAndAccruedExpenseCashFlowStatement	The increase or decrease between periods of the payables and accrued expenses. Accrued expenses represent expenses incurred at the end of the reporting period but not yet paid; also called accrued liabilities. The accrued liability is shown under current liabilities in the balance sheet
CChangeInPrepaidAssetsCashFlowStatement	The increase or decrease between periods of the prepaid assets
CChangeInReceivablesCashFlowStatement	The increase or decrease between periods of the receivables. Receivables are amounts due to be paid to the company from clients and other
CChangeinReinsuranceReceivablesCashFlowStatement	The increase or decrease between periods of the reinsurance receivable
CChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement	The net change during the reporting period in the amount of benefits the ceding insurer expects to recover on insurance policies ceded to other insurance entities as of the balance sheet date for all guaranteed benefit types
CChangeInRestrictedCashCashFlowStatement	The net cash inflow (outflow) for the net change associated with funds that are not available for withdrawal or use (such as funds held in escrow)
CChangeInTaxPayableCashFlowStatement	The increase or decrease between periods of the tax payables
CChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement	The change in the amount of the unearned premium reserves maintained by insurers
CChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement	The change in the amount of unearned premium reserve to be covered by reinsurers
CChangeInTradingAccountSecuritiesCashFlowStatement	The net change during the reporting period associated with trading account assets. Trading account assets are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time). Unrealized holding gains and losses for trading securities are included in earnings
CChangeInUnearnedPremiumsCashFlowStatement	The change during the period in the unearned portion of premiums written, excluding the portion amortized into income. This item is usually only available for insurance industry
CChangeInWorkingCapitalCashFlowStatement	The increase or decrease between periods of the working capital. Working Capital is the amount left to the company to finance operations and expansion after current liabilities have been covered
CChangesInAccountReceivablesCashFlowStatement	The increase or decrease between periods of the accounts receivables
CChangesInCashCashFlowStatement	The net change between the beginning and ending balance of cash and cash equivalents
CClaimsandChangeinInsuranceLiabilitiesIncomeStatement	Income/Expense due to the insurer's changes in insurance liabilities
CClaimsandPaidIncurredIncomeStatement	All reported claims arising out of incidents in that year are considered incurred grouped with claims paid out
CClaimsOutstandingBalanceSheet	Amounts owing to policy holders who have filed claims but have not yet been settled or paid
CClaimsPaidCashFlowStatement	Cash paid out for claims by a insurance company during the period in operating cash flow, using the direct method. This item is usually only available for insurance industry
CClassesofCashPaymentsCashFlowStatement	Sum of total cash payment in the direct cash flow
CClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement	Sum of total cash receipts in the direct cash flow
CCommercialLoanBalanceSheet	Short-term loan, typically 90 days, used by a company to finance seasonal working capital needs
CCommercialPaperBalanceSheet	Commercial paper is a money-market security issued by large banks and corporations. It represents the current obligation for the company. There are four basic kinds of commercial paper: promissory notes, drafts, checks, and certificates of deposit. The maturities of these money market securities generally do not exceed 270 days
CCommissionExpensesIncomeStatement
CCommissionPaidCashFlowStatement	Cash paid for commissions in operating cash flow, using the direct method
CCommonEquityToAssets	This is a financial ratio of common stock equity to total assets that indicates the relative proportion of equity used to finance a company's assets
CCommonStockBalanceSheet	Common stock (all issues) at par value, as reported within the Stockholder's Equity section of the balance sheet; i.e. it is one component of Common Stockholder's Equity
CCommonStockDividendPaidCashFlowStatement	The cash outflow from the distribution of an entity's earnings in the form of dividends to common shareholders
CCommonStockEquityBalanceSheet	The portion of the Stockholders' Equity that reflects the amount of common stock, which are units of ownership
CCommonStockIssuanceCashFlowStatement	The cash inflow from offering common stock, which is the additional capital contribution to the entity during the PeriodAsByte
CCommonStockPaymentsCashFlowStatement	The cash outflow to reacquire common stock during the PeriodAsByte
CCommonUtilityPlantBalanceSheet	The amount for the other plant related to the utility industry fix assets
CCompanyProfile	Definition of the CompanyProfile class
CCompanyReference	Definition of the CompanyReference class
CComTreShaNumBalanceSheet	The treasury stock number of common shares. This represents the number of common shares owned by the company as a result of share repurchase programs or donations
CConstructionInProgressBalanceSheet	It represents carrying amount of long-lived asset under construction that includes construction costs to date on capital projects. Assets constructed, but not completed
CConsumerLoanBalanceSheet	A loan that establishes consumer credit that is granted for personal use; usually unsecured and based on the borrower's integrity and ability to pay
CContinuingAndDiscontinuedBasicEPS	Basic EPS from Continuing Operations plus Basic EPS from Discontinued Operations
CContinuingAndDiscontinuedDilutedEPS	Diluted EPS from Continuing Operations plus Diluted EPS from Discontinued Operations
CConvertibleLoansCurrentBalanceSheet	This represents loans that entitle the lender (or the holder of loan debenture) to convert the loan to common or preferred stock (ordinary or preference shares) within the next 12 months or operating cycle
CConvertibleLoansNonCurrentBalanceSheet	A long term loan with a warrant attached that gives the debt holder the option to exchange all or a portion of the loan principal for an equity position in the company at a predetermined rate of conversion within a specified period of time
CConvertibleLoansTotalBalanceSheet	Loans that entitles the lender (or the holder of loan debenture) to convert the loan to common or preferred stock (ordinary or preference shares) at a specified rate conversion rate and a specified time frame; in a Non-Differentiated Balance Sheet
CCostOfRevenueIncomeStatement	The aggregate cost of goods produced and sold and services rendered during the reporting PeriodAsByte. It excludes all operating expenses such as depreciation, depletion, amortization, and SG&A. For the must have cost industry, if the number is not reported by the company, it will be calculated based on accounting equation. Cost of Revenue = Revenue - Operating Expenses - Operating Profit
CCreditCardIncomeStatement	Income earned from credit card services including late, over limit, and annual fees. This item is usually only available for bank industry
CCreditLossesProvisionIncomeStatement	A charge to income which represents an expense deemed adequate by management given the composition of a bank's credit portfolios, their probability of default, the economic environment and the allowance for credit losses already established. Specific provisions are established to reduce the book value of specific assets (primarily loans) to establish the amount expected to be recovered on the loans
CCreditRiskProvisionsIncomeStatement	Provision for the risk of loss of principal or loss of a financial reward stemming from a borrower's failure to repay a loan or otherwise meet a contractual obligation. Credit risk arises whenever a borrower is expecting to use future cash flows to pay a current debt. Investors are compensated for assuming credit risk by way of interest payments from the borrower or issuer of a debt obligation. This is a contra account under Total Revenue in banks
CCurrentAccruedExpensesBalanceSheet	An expense recognized before it is paid for. Includes compensation, interest, pensions and all other miscellaneous accruals reported by the company. Expenses incurred during the accounting period, but not required to be paid until a later date
CCurrentAssetsBalanceSheet	The total amount of assets considered to be convertible into cash within a relatively short period of time, usually a year
CCurrentCapitalLeaseObligationBalanceSheet	Represents the total amount of long-term capital leases that must be paid within the next accounting PeriodAsByte. Capital lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract
CCurrentDebtAndCapitalLeaseObligationBalanceSheet	All borrowings due within one year including current portions of long-term debt and capital leases as well as short-term debt such as bank loans and commercial paper
CCurrentDebtBalanceSheet	Represents the total amount of long-term debt such as bank loans and commercial paper, which is due within one year
CCurrentDeferredAssetsBalanceSheet	Payments that will be assigned as expenses with one accounting period, but that are paid in advance and temporarily set up as current assets on the balance sheet
CCurrentDeferredLiabilitiesBalanceSheet	Represents the current portion of obligations, which is a liability that usually would have been paid but is now past due
CCurrentDeferredRevenueBalanceSheet	Represents collections of cash or other assets related to revenue producing activity for which revenue has not yet been recognized. Generally, an entity records deferred revenue when it receives consideration from a customer before achieving certain criteria that must be met for revenue to be recognized in conformity with GAAP. It can be either current or non-current item. Also called unearned revenue
CCurrentDeferredTaxesAssetsBalanceSheet	Meaning a future tax asset, resulting from temporary differences between book (accounting) value of assets and liabilities and their tax value, or timing differences between the recognition of gains and losses in financial statements and their recognition in a tax computation. It is also called future tax
CCurrentDeferredTaxesLiabilitiesBalanceSheet	Meaning a future tax liability, resulting from temporary differences between book (accounting) value of assets and liabilities and their tax value, or timing differences between the recognition of gains and losses in financial statements and their recognition in a tax computation. Deferred tax liabilities generally arise where tax relief is provided in advance of an accounting expense, or income is accrued but not taxed until received
CCurrentLiabilitiesBalanceSheet	The debts or obligations of the firm that are due within one year
CCurrentNotesPayableBalanceSheet	Written promises to pay a stated sum at one or more specified dates in the future, within the accounting PeriodAsByte
CCurrentOtherFinancialLiabilitiesBalanceSheet	Other short term financial liabilities not categorized and due within one year or a normal operating cycle (whichever is longer)
CCurrentProvisionsBalanceSheet	Provisions are created to protect the interests of one or both parties named in a contract or legal document which is a preparatory action or measure. Current provision is expired within one accounting PeriodAsByte
CCurrentRatio	Refers to the ratio of Current Assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Current Assets / Current Liabilities
CCurrentRatioGrowth	The growth in the company's current ratio on a percentage basis. Morningstar calculates the growth percentage based on the current assets divided by current liabilities reported in the Balance Sheet within the company filings or reports
CCustomerAcceptancesBalanceSheet	Amounts receivable from customers on short-term negotiable time drafts drawn on and accepted by the institution (also known as banker's acceptance transactions) that are outstanding on the reporting date
CCustomerAccountsBalanceSheet	Carrying value of amounts transferred by customers to third parties for security purposes that are expected to be returned or applied towards payment after one year or beyond the operating cycle, if longer
CDaysInInventory	365 / Inventory turnover
CDaysInPayment	365 / Payable turnover
CDaysInSales	365 / Receivable Turnover
CDDACostofRevenueIncomeStatement	Costs of depreciation and amortization on assets used for the revenue-generating activities during the accounting period
CDebtDueBeyondBalanceSheet	Debt maturing beyond 5 years (eg. 5-10 years) or with no specified maturity, according to the debt maturity schedule reported by the company
CDebtDueInYear1BalanceSheet	Debt due under 1 year according to the debt maturity schedule reported by the company
CDebtDueInYear2BalanceSheet	Debt due under 2 years according to the debt maturity schedule reported by the company
CDebtDueInYear5BalanceSheet	Debt due within 5 year if the company provide maturity schedule in range e.g. 1-5 years, 2-5 years. Debt due under 5 years according to the debt maturity schedule reported by the company. If a range is reported by the company, the value will be collected under the maximum number of years (eg. 1-5 years, 3-5 years or 5 years will all be collected under this data point.)
CDebtSecuritiesBalanceSheet	Debt securities held as investments
CDebtSecuritiesinIssueBalanceSheet	Any debt financial instrument issued instead of cash loan
CDebtToAssets	This is a leverage ratio used to determine how much debt (a sum of long term and current portion of debt) a company has on its balance sheet relative to total assets. This ratio examines the percent of the company that is financed by debt
CDebtTotalBalanceSheet	The total aggregate of all written promises and/or agreements to repay a stated amount of borrowed funds at a specified date in the future; in a Non-Differentiated Balance Sheet
CDecreaseInInterestBearingDepositsInBankCashFlowStatement	The net change on interest-bearing deposits in other financial institutions for relatively short periods of time including, for example, certificates of deposits
CDeferredAssetsBalanceSheet	An amount owed to a firm that is not expected to be received by the firm within one year from the date of the balance sheet
CDeferredCostsBalanceSheet	An expenditure not recognized as a cost of operation of the period in which incurred, but carried forward to be written off in future periods
CDeferredIncomeTaxCashFlowStatement	The component of income tax expense for the period representing the net change in the entities deferred tax assets and liabilities pertaining to continuing operations
CDeferredIncomeTotalBalanceSheet	Collections of cash or other assets related to revenue producing activity for which revenue has not yet been recognized on a Non- Differentiated Balance Sheet
CDeferredPolicyAcquisitionCostsBalanceSheet	Net amount of deferred policy acquisition costs capitalized on contracts remaining in force as of the balance sheet date
CDeferredTaxAssetsBalanceSheet	An asset on a company's balance sheet that may be used to reduce any subsequent period's income tax expense. Deferred tax assets can arise due to net loss carryovers, which are only recorded as assets if it is deemed more likely than not that the asset will be used in future fiscal periods
CDeferredTaxCashFlowStatement	Future tax liability or asset, resulting from temporary differences between book (accounting) value of assets and liabilities, and their tax value. This arises due to differences between financial accounting for shareholders and tax accounting
CDeferredTaxLiabilitiesTotalBalanceSheet	A future tax liability, resulting from temporary differences between book (accounting) value of assets and liabilities and their tax value or timing differences between the recognition of gains and losses in financial statements, on a Non-Differentiated Balance Sheet
CDefinedPensionBenefitBalanceSheet	The recognition of an asset where pension fund assets exceed promised benefits
CDepletionCashFlowStatement	Unlike depreciation and amortization, which mainly describe the deduction of expenses due to the aging of equipment and property, depletion is the actual physical reduction of natural resources by companies. For example, coalmines, oil fields and other natural resources are depleted on company accounting statements. This reduction in the quantity of resources is meant to assist in accurately identifying the value of the asset on the balance sheet
CDepletionIncomeStatement	The non-cash expense recognized on natural resources (eg. Oil and mineral deposits) over the benefit period of the asset
CDepositCertificatesBalanceSheet	A savings certificate entitling the bearer to receive interest. A CD bears a maturity date, a specified fixed interest rate and can be issued in any denomination
CDepositsbyBankBalanceSheet	Banks investment in the ongoing entity
CDepositsMadeunderAssumedReinsuranceContractBalanceSheet	Deposits made under reinsurance
CDepositsReceivedunderCededInsuranceContractBalanceSheet	Deposit received through ceded insurance contract
CDepreciationAmortizationDepletionCashFlowStatement	It is a non cash charge that represents a reduction in the value of fixed assets due to wear, age or obsolescence. This figure also includes amortization of leased property, intangibles, and goodwill, and depletion. This non-cash item is an add-back to the cash flow statement
CDepreciationAmortizationDepletionIncomeStatement	The sum of depreciation, amortization and depletion expense in the Income Statement. Depreciation is the non-cash expense recognized on tangible assets used in the normal course of business, by allocating the cost of assets over their useful lives Amortization is the non-cash expense recognized on intangible assets over the benefit period of the asset. Depletion is the non-cash expense recognized on natural resources (eg. Oil and mineral deposits) over the benefit period of the asset
CDepreciationAndAmortizationCashFlowStatement	The current period expense charged against earnings on long-lived, physical assets used in the normal conduct of business and not intended for resale to allocate or recognize the cost of assets over their useful lives; or to record the reduction in book value of an intangible asset over the benefit period of such asset
CDepreciationAndAmortizationIncomeStatement	The sum of depreciation and amortization expense in the Income Statement. Depreciation is the non-cash expense recognized on tangible assets used in the normal course of business, by allocating the cost of assets over their useful lives Amortization is the non-cash expense recognized on intangible assets over the benefit period of the asset
CDepreciationCashFlowStatement	An expense recorded to allocate a tangible asset's cost over its useful life. Since it is a non-cash expense, it increases free cash flow while decreasing reported earnings
CDepreciationIncomeStatement	The current period non-cash expense recognized on tangible assets used in the normal course of business, by allocating the cost of assets over their useful lives, in the Income Statement. Examples of tangible asset include buildings, production and equipment
CDepreciationSupplementalIncomeStatement	The current period expense charged against earnings on tangible asset over its useful life. It is a supplemental value which would be reported outside consolidated statements
CDerivativeAssetsBalanceSheet	Fair values of assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements
CDerivativeProductLiabilitiesBalanceSheet	Fair values of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments; and which are expected to be extinguished or otherwise disposed of after one year or beyond the normal operating cycle
CDilutedAccountingChange	Diluted EPS from Cumulative Effect Accounting Changes is the earnings from accounting changes (in the reporting period) divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock
CDilutedAverageShares	The shares outstanding used to calculate the diluted EPS, assuming the conversion of all convertible securities and the exercise of warrants or stock options. It is the weighted average diluted share outstanding through the whole accounting PeriodAsByte. Note: If Diluted Average Shares are not presented by the firm in the Income Statement and Basic Average Shares are presented, Diluted Average Shares will equal Basic Average Shares. However, if neither value is presented by the firm, Diluted Average Shares will be null
CDilutedContEPSGrowth	The growth in the company's diluted EPS from continuing operations on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying diluted EPS from continuing operations reported in the Income Statement within the company filings or reports
CDilutedContinuousOperations	Diluted EPS from Continuing Operations is the earnings from continuing operations divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock
CDilutedDiscontinuousOperations	Diluted EPS from Discontinued Operations is the earnings from discontinued operations divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock. This only includes gain or loss from discontinued operations
CDilutedEPS	Diluted EPS is the bottom line net income divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock. This value will be derived when not reported for the fourth quarter and will be less than or equal to Basic EPS
CDilutedEPSGrowth	The growth in the company's diluted earnings per share (EPS) on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying diluted EPS reported in the Income Statement within the company filings or reports
CDilutedEPSOtherGainsLosses	The earnings from gains and losses (in the reporting period) divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, convertible preferred stock, etc
CDilutedExtraordinary	Diluted EPS from Extraordinary Gain/Losses is the gain or loss from extraordinary items divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock
CDilutedNIAvailtoComStockholdersIncomeStatement	Net income to calculate Diluted EPS, accounting for adjustments assuming that all the convertible instruments are being converted to Common Equity
CDividendCoverageRatio	Reflects a firm's capacity to pay a dividend, and is defined as Earnings Per Share / Dividend Per Share
CDividendIncomeIncomeStatement	Dividends earned from equity investment securities. This item is usually only available for bank industry
CDividendPaidCFOCashFlowStatement	Dividend paid to the investors, in the Operating Cash Flow section
CDividendPerShare	The amount of dividend that a stockholder will receive for each share of stock held. It can be calculated by taking the total amount of dividends paid and dividing it by the total shares outstanding. Dividend per share = total dividend payment/total number of outstanding shares
CDividendReceivedCFOCashFlowStatement	Dividend received on investment, in the Operating Cash Flow section
CDividendsPaidDirectCashFlowStatement	Dividend paid to the investors, for the direct cash flow
CDividendsPayableBalanceSheet	Sum of the carrying values of dividends declared but unpaid on equity securities issued and outstanding (also includes dividends collected on behalf of another owner of securities that are being held by entity) by the entity
CDividendsReceivedCFICashFlowStatement	Dividend received on investment, in the Investing Cash Flow section
CDividendsReceivedDirectCashFlowStatement	Dividend received on the investment, for the direct cash flow
CDPSGrowth	The growth in the company's dividends per share (DPS) on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying DPS from its dividend database. Morningstar collects its DPS from company filings and reports, as well as from third party sources
CDueFromRelatedPartiesBalanceSheet	For an unclassified balance sheet, carrying amount as of the balance sheet date of obligations due all related parties
CDuefromRelatedPartiesCurrentBalanceSheet	Amounts owed to the company from a non-arm's length entity, due within the company's current operating cycle
CDuefromRelatedPartiesNonCurrentBalanceSheet	Amounts owed to the company from a non-arm's length entity, due after the company's current operating cycle
CDuetoRelatedPartiesBalanceSheet	Amounts owed by the company to a non-arm's length entity
CDuetoRelatedPartiesCurrentBalanceSheet	Amounts owed by the company to a non-arm's length entity that has to be repaid within the company's current operating cycle
CDuetoRelatedPartiesNonCurrentBalanceSheet	Amounts owed by the company to a non-arm's length entity that has to be repaid after the company's current operating cycle
CEarningRatios	Definition of the EarningRatios class
CEarningReports	Definition of the EarningReports class
CEarningReportsAccessionNumber	The accession number is a unique number that EDGAR assigns to each submission as the submission is received
CEarningReportsFileDate	Specific date on which a company released its filing to the public
CEarningReportsFormType	The type of filing of the report: for instance, 10-K (annual report) or 10-Q (quarterly report)
CEarningReportsPeriodEndingDate	The exact date that is given in the financial statements for each quarter's end
CEarningReportsPeriodType	The nature of the period covered by an individual set of financial results. The output can be: Quarter, Semi-annual or Annual. Assuming a 12-month fiscal year, quarter typically covers a three-month period, semi-annual a six-month period, and annual a twelve-month period. Annual could cover results collected either from preliminary results or an annual report
CEarningsFromEquityInterestIncomeStatement	The earnings from equity interest can be a result of any of the following: Income from earnings distribution of the business, either as dividends paid to corporate shareholders or as drawings in a partnership; Capital gain realized upon sale of the business; Capital gain realized from selling his or her interest to other partners. This item is usually not available for bank and insurance industries
CEarningsfromEquityInterestNetOfTaxIncomeStatement	Income from other equity interest reported after Provision of Tax. This applies to all industries
CEarningsLossesFromEquityInvestmentsCashFlowStatement	This item represents the entity's proportionate share for the period of the net income (loss) of its investee (such as unconsolidated subsidiaries and joint ventures) to which the equity method of accounting is applied. The amount typically reflects adjustments
CEBITDAGrowth	The growth in the company's EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports
CEBITDAIncomeStatement	Earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses)
CEBITDAMargin	Refers to the ratio of earnings before interest, taxes and depreciation and amortization to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBITDA / Revenue
CEBITIncomeStatement	Earnings minus expenses (excluding interest and tax expenses)
CEBITMargin	Refers to the ratio of earnings before interest and taxes to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBIT / Revenue
CEffectiveTaxRateAsReportedIncomeStatement	The average tax rate for the period as reported by the company, may be the same or not the same as Morningstar's standardized definition
CEffectOfExchangeRateChangesCashFlowStatement	The effect of exchange rate changes on cash balances held in foreign currencies
CElectricUtilityPlantBalanceSheet	The amount for the electric plant related to the utility industry
CEmployeeBenefitsBalanceSheet	Carrying amount as of the balance sheet date of the portion of the obligations recognized for the various benefits provided to former or inactive employees, their beneficiaries, and covered dependents after employment but before retirement
CEndCashPositionCashFlowStatement	The cash and cash equivalents balance at the end of the accounting period, as indicated on the Cash Flow statement. It is equal to the Beginning Cash and Equivalents, plus the Net Change in Cash and Equivalents
CEquipmentIncomeStatement	Equipment expenses include depreciation, repairs, rentals, and service contract costs. This also includes equipment purchases which do not qualify for capitalization in accordance with the entity's accounting policy. This item may also include furniture expenses. This item is usually only available for bank industry
CEquityAttributableToOwnersOfParentBalanceSheet
CEquityInvestmentsBalanceSheet	This asset represents equity securities categorized neither as held-to-maturity nor trading
CEquityPerShareGrowth	The growth in the company's book value per share on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying equity and end of period shares outstanding reported in the company filings or reports
CEquitySharesInvestmentsBalanceSheet	Investments in shares of a company representing ownership in that company
CExcessTaxBenefitFromStockBasedCompensationCashFlowStatement	Reductions in the entity's income taxes that arise when compensation cost (from non-qualified share-based compensation) recognized on the entities tax return exceeds compensation cost from share-based compensation recognized in financial statements. This element reduces net cash provided by operating activities
CExciseTaxesIncomeStatement	Excise taxes are taxes paid when purchases are made on a specific good, such as gasoline. Excise taxes are often included in the price of the product. There are also excise taxes on activities, such as on wagering or on highway usage by trucks
CExpenseRatio	A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and administrative expenses related to claims such as fees and commissions. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: (Deferred Policy Acquisition Amortization Expense+Fees and Commission Expense+Other Underwriting Expenses+Selling, General and Administrative) / Net Premiums Earned
CExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement	Costs incurred in identifying areas that may warrant examination and in examining specific areas that are considered to have prospects of containing energy or metal reserves, including costs of drilling exploratory wells. Development expense is the capitalized costs incurred to obtain access to proved reserves and to provide facilities for extracting, treating, gathering and storing the energy and metal. Mineral property includes oil and gas wells, mines, and other natural deposits (including geothermal deposits). The payment for leasing those properties is called mineral property lease expense. Exploration expense is included in operation expenses for mining industry
CFCFGrowth	The growth in the company's free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations and capital expenditures data reported in the Cash Flow Statement within the company filings or reports: Free Cash Flow = Cash flow from operations - Capital Expenditures
CFCFNetIncomeRatio	Free Cash Flow / Net Income
CFCFPerShareGrowth	The growth in the company's free cash flow per share on a percentage basis. Morningstar calculates the growth percentage based on the free cash flow divided by average diluted shares outstanding reported in the Financial Statements within the company filings or reports
CFCFSalesRatio	Free Cash flow / Revenue
CFCFtoCFO	Indicates the percentage of a company's operating cash flow is free to be invested in its business after capital expenditures
CFederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet	This liability refers to the amount shown on the books that a bank with insufficient reserves borrows, at the federal funds rate, from another bank to meet its reserve requirements; and the amount of securities that an institution sells and agrees to repurchase at a specified date for a specified price, net of any reductions or offsets
CFederalFundsPurchasedBalanceSheet	The amount borrowed by a bank, at the federal funds rate, from another bank to meet its reserve requirements. This item is typically available for the bank industry
CFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet	This asset refers to very-short-term loans of funds to other banks and securities dealers
CFederalFundsSoldBalanceSheet	Federal funds transactions involve lending (federal funds sold) or borrowing (federal funds purchased) of immediately available reserve balances. This item is typically available for the bank industry
CFederalHomeLoanBankStockBalanceSheet	Federal Home Loan Bank stock represents an equity interest in a FHLB. It does not have a readily determinable fair value because its ownership is restricted and it lacks a market (liquidity). This item is typically available for the bank industry
CFeeRevenueAndOtherIncomeIncomeStatement	The aggregate amount of fees, commissions, and other income
CFeesandCommissionExpenseIncomeStatement	Cost incurred by bank and insurance companies for fees and commission income
CFeesandCommissionIncomeIncomeStatement	Fees and commission income earned by bank and insurance companies on the rendering services
CFeesAndCommissionsIncomeStatement	Total fees and commissions earned from providing services such as leasing of space or maintaining: (1) depositor accounts; (2) transfer agent; (3) fiduciary and trust; (4) brokerage and underwriting; (5) mortgage; (6) credit cards; (7) correspondent clearing; and (8) other such services and activities performed for others. This item is usually available for bank and insurance industries
CFinanceLeaseReceivablesBalanceSheet	Accounts owed to the bank in relation to capital leases. Capital/ finance lease obligation are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract
CFinanceLeaseReceivablesCurrentBalanceSheet	Accounts owed to the bank in relation to capital leases to be received within the next accounting PeriodAsByte. Capital/ finance lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract
CFinanceLeaseReceivablesNonCurrentBalanceSheet	Accounts owed to the bank in relation to capital leases to be received beyond the next accounting PeriodAsByte. Capital/ finance lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract
CFinancialAssetsBalanceSheet	Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements
CFinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet	Financial assets that are held at fair value through profit or loss comprise assets held for trading and those financial assets designated as being held at fair value through profit or loss
CFinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet	The carrying value as of the balance sheet date of securities that an institution sells and agrees to repurchase (the identical or substantially the same securities) as a seller-borrower at a specified date for a specified price, also known as a repurchase agreement. This item is typically available for bank industry
CFinancialLeverage	Refers to the ratio of Total Assets to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Total Assets / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock]
CFinancialLiabilitiesCurrentBalanceSheet	Financial related liabilities due within one year, including short term and current portions of long-term debt, capital leases and derivative liabilities
CFinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet	Financial liabilities that are held at fair value through profit or loss
CFinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet	Financial liabilities carried at amortized cost
CFinancialLiabilitiesNonCurrentBalanceSheet	Financial related liabilities due beyond one year, including long term debt, capital leases and derivative liabilities
CFinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet	Financial instruments that are linked to a specific financial instrument or indicator or commodity, and through which specific financial risks can be traded in financial markets in their own right, such as financial options, futures, forwards, etc
CFinancialStatements	Definition of the FinancialStatements class
CFinancialStatementsAccessionNumber	The accession number is a unique number that EDGAR assigns to each submission as the submission is received
CFinancialStatementsFileDate	Specific date on which a company released its filing to the public
CFinancialStatementsFormType	The type of filing of the report: for instance, 10-K (annual report) or 10-Q (quarterly report)
CFinancialStatementsPeriodEndingDate	The exact date that is given in the financial statements for each quarter's end
CFinancialStatementsPeriodType	The nature of the period covered by an individual set of financial results. The output can be: Quarter, Semi-annual or Annual. Assuming a 12-month fiscal year, quarter typically covers a three-month period, semi-annual a six-month period, and annual a twelve-month period. Annual could cover results collected either from preliminary results or an annual report
CFinancingCashFlowCashFlowStatement	The net cash inflow (outflow) from financing activity for the period, which involve changes to the long-term liabilities and stockholders' equity
CFineFundamental	Definition of the FineFundamental class
CFinishedGoodsBalanceSheet	The carrying amount as of the balance sheet date of merchandise or goods held by the company that are readily available for sale. This item is typically available for mining and manufacturing industries
CFixAssetsTuronver	Revenue / Average PP&E
CFixedAssetsRevaluationReserveBalanceSheet	Reserves created by revaluation of assets
CFixedMaturityInvestmentsBalanceSheet	This asset refers to types of investments that may be contained within the fixed maturity category which securities are having a stated final repayment date. Examples of items within this category may include bonds, including convertibles and bonds with warrants, and redeemable preferred stocks
CFlightFleetVehicleAndRelatedEquipmentsBalanceSheet	It is one of the important fixed assets for transportation industry, which includes bicycles, cars, motorcycles, trains, ships, boats, and aircraft. This item is typically available for transportation industry
CForeclosedAssetsBalanceSheet	The carrying amount as of the balance sheet date of all assets obtained in full or partial satisfaction of a debt arrangement through foreclosure proceedings or defeasance; includes real and personal property; equity interests in corporations, partnerships, and joint ventures; and beneficial interest in trusts. This item is typically typically available for bank industry
CForeignCurrencyTranslationAdjustmentsBalanceSheet	Changes to accumulated comprehensive income that results from the process of translating subsidiary financial statements and foreign equity investments into functional currency of the reporting company
CForeignExchangeTradingGainsIncomeStatement	Trading revenues that result from foreign exchange exposures such as cash instruments and off-balance sheet derivative instruments. This item is usually only available for bank industry
CFreeCashFlowCashFlowStatement	Cash Flow Operations minus Capital Expenditures
CFuelAndPurchasePowerIncomeStatement	Cost of fuel, purchase power and gas associated with revenue generation. This item is usually only available for utility industry
CFuelIncomeStatement	The aggregate amount of fuel cost for current period associated with the revenue generation. This item is usually only available for transportation industry
CFundamental	Lean fundamental data class
CFundamentalInstanceProvider	Per symbol we will have a fundamental class provider so the instances can be reused
CFundamentals	Lean fundamentals universe data class
CFundamentalTimeDependentProperty	Simple base class shared by top layer fundamental properties which depend on a time provider
CFundamentalUniverse	Lean fundamentals universe data class
CFundFromOperationCashFlowStatement	Funds from operations; populated only for real estate investment trusts (REITs), defined as the sum of net income, gain/loss (realized and unrealized) on investment securities, asset impairment charge, depreciation and amortization and gain/ loss on the sale of business and property plant and equipment
CFuturePolicyBenefitsBalanceSheet	Accounting policy pertaining to an insurance entity's net liability for future benefits (for example, death, cash surrender value) to be paid to or on behalf of policyholders, describing the bases, methodologies and components of the reserve, and assumptions regarding estimates of expected investment yields, mortality, morbidity, terminations and expenses
CGainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement	Gain/loss on the write-off of financial assets available-for-sale
CGainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement	Gain/Loss through hedging activities
CGainLossOnInvestmentSecuritiesCashFlowStatement	This item represents the net total realized gain (loss) included in earnings for the period as a result of selling or holding marketable securities categorized as trading, available-for-sale, or held-to-maturity, including the unrealized holding gain or loss of held-to- maturity securities transferred to the trading security category and the cumulative unrealized gain or loss which was included in other comprehensive income (a separate component of shareholders' equity) for available-for-sale securities transferred to trading securities during the PeriodAsByte. Additionally, this item would include any losses recognized for other than temporary impairments of the subject investments in debt and equity securities
CGainLossonSaleofAssetsIncomeStatement	Any gain (loss) recognized on the sale of assets or a sale which generates profit or loss, which is a difference between sales price and net book value at the disposal time
CGainLossOnSaleOfBusinessCashFlowStatement	The difference between the sale price or salvage price and the book value of an asset that was sold or retired during the reporting PeriodAsByte. This element refers to the gain (loss) and not to the cash proceeds of the business. This element is a non-cash adjustment to net income when calculating net cash generated by operating activities using the indirect method
CGainLossOnSaleOfPPECashFlowStatement	The difference between the sale price or salvage price and the book value of the property, plant and equipment that was sold or retired during the reporting PeriodAsByte. Includes the amount received from selling any fixed assets such as property, plant and equipment. Usually this section also includes any retirement of equipment. Such as Sale of business segments; Sale of credit and receivables; Property disposition; Proceeds from sale or disposition of business or investment; Decrease in excess of purchase price over acquired net assets; Abandoned project (expenditures) credit; Allowances for other funds during construction
CGainonInvestmentPropertiesIncomeStatement	Gain on disposal and change in fair value of investment properties
CGainOnSaleOfBusinessIncomeStatement	The amount of excess earned in comparison to fair value when selling a business. This item is usually not available for insurance industry
CGainonSaleofInvestmentPropertyIncomeStatement	Gain on the disposal of investment property
CGainonSaleofLoansIncomeStatement	Gain on sale of any loans investment
CGainOnSaleOfPPEIncomeStatement	The amount of excess earned in comparison to the net book value for sale of property, plant, equipment. This item is usually not available for bank and insurance industries
CGainOnSaleOfSecurityIncomeStatement	The amount of excess earned in comparison to the original purchase value of the security
CGainsLossesNotAffectingRetainedEarningsBalanceSheet	The aggregate amount of gains or losses that are not part of retained earnings. It is also called other comprehensive income
CGainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement	Gain or loss on derivatives investment due to the fair value adjustment
CGeneralAndAdministrativeExpenseIncomeStatement	The aggregate total of general managing and administering expenses for the company
CGeneralPartnershipCapitalBalanceSheet	In a limited partnership or master limited partnership form of business, this represents the balance of capital held by the general partners
CGoodwillAndOtherIntangibleAssetsBalanceSheet	Rights or economic benefits, such as patents and goodwill, that is not physical in nature. They are those that are neither physical nor financial in nature, nevertheless, have value to the company. Intangibles are listed net of accumulated amortization
CGoodwillBalanceSheet	The excess of the cost of an acquired company over the sum of the fair market value of its identifiable individual assets less the liabilities
CGrossAccountsReceivableBalanceSheet	Accounts owed to a company by customers within a year as a result of exchanging goods or services on credit
CGrossDividendPaymentIncomeStatement	Total amount paid in dividends to investors- this includes dividends paid on equity and non-equity shares
CGrossLoanBalanceSheet	Represents the sum of all loans (commercial, consumer, mortgage, etc.) as well as leases before any provisions for loan losses or unearned discounts
CGrossMargin	Refers to the ratio of gross profit to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: (Revenue - Cost of Goods Sold) / Revenue
CGrossMargin5YrAvg	This is the simple average of the company's Annual Gross Margin over the last 5 years. Gross Margin is Total Revenue minus Cost of Goods Sold divided by Total Revenue and is expressed as a percentage
CGrossNotesReceivableBalanceSheet	An amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date(s) within one year of the balance sheet date or the normal operating cycle. Such amount may include accrued interest receivable in accordance with the terms of the note. The note also may contain provisions including a discount or premium, payable on demand, secured, or unsecured, interest bearing or non-interest bearing, among myriad other features and characteristics. This item is typically available for bank industry
CGrossPPEBalanceSheet	Carrying amount at the balance sheet date for long-lived physical assets used in the normal conduct of business and not intended for resale. This can include land, physical structures, machinery, vehicles, furniture, computer equipment, construction in progress, and similar items. Amount does not include depreciation
CGrossPremiumsWrittenIncomeStatement	Total premiums generated from all policies written by an insurance company within a given period of time. This item is usually only available for insurance industry
CGrossProfitAnnual5YrGrowth	This is the compound annual growth rate of the company's Gross Profit over the last 5 years
CGrossProfitIncomeStatement	Total revenue less cost of revenue. The number is as reported by the company on the income statement; however, the number will be calculated if it is not reported. This field is null if the cost of revenue is not given. Gross Profit = Total Revenue - Cost of Revenue
CHedgingAssetsCurrentBalanceSheet	A security transaction which expires within a 12 month period that reduces the risk on an existing investment position
CHeldToMaturitySecuritiesBalanceSheet	Debt securities that a firm has the ability and intent to hold until maturity
CImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement	Impairment or reversal of impairment on financial instrument such as derivative. This is a contra account under Total Revenue in banks
CImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement	The difference between the future net cash flows expected to be received from the asset and its book value, recognized in the Income Statement
CImpairmentOfCapitalAssetsIncomeStatement	Impairments are considered to be permanent, which is a downward revaluation of fixed assets. If the sum of all estimated future cash flows is less than the carrying value of the asset, then the asset would be considered impaired and would have to be written down to its fair value. Once an asset is written down, it may only be written back up under very few circumstances. Usually the company uses the sum of undiscounted future cash flows to determine if the impairment should occur, and uses the sum of discounted future cash flows to make the impairment judgment. The impairment decision emphasizes on capital assets' future profit collection ability
CIncomefromAssociatesandOtherParticipatingInterestsIncomeStatement	Total income from the associates and joint venture via investment, accounted for in the Non-Operating section
CIncomeStatement	Definition of the IncomeStatement class
CIncomeStatementFileDate	Filing date of the Income Statement
CIncomeTaxPaidSupplementalDataCashFlowStatement	The amount of cash paid during the current period to foreign, federal state and local authorities as taxes on income
CIncomeTaxPayableBalanceSheet	A current liability account which reflects the amount of income taxes currently due to the federal, state, and local governments
CIncreaseDecreaseInDepositCashFlowStatement	The aggregate net change during the reporting period in moneys given as security, collateral, or margin deposits
CIncreaseDecreaseInLeaseFinancingCashFlowStatement	Change in cash flow resulting from increase/decrease in lease financing
CIncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement	Premium might contain a portion of the amount that has been paid in advance for insurance that has not yet been provided, which is called unearned premium. If either party cancels the contract, the insurer must have the unearned premium ready to refund. Hence, the amount of premium reserve maintained by insurers is called unearned premium reserves, which is prepared for liquidation. This item is usually only available for insurance industry
CIncreaseInInterestBearingDepositsInBankCashFlowStatement	Increase in interest-bearing deposits in bank
CIncreaseInLeaseFinancingCashFlowStatement	The cash inflow from increase in lease financing
CInsuranceAndClaimsIncomeStatement	Insurance and claims are the expenses in the period incurred with respect to protection provided by insurance entities against risks other than risks associated with production (which is allocated to cost of sales). This item is usually not available for insurance industries
CInsuranceContractAssetsBalanceSheet	A contract under which one party (the insurer) accepts significant insurance risk from another party (the policyholder) by agreeing to compensate the policyholder if a specified uncertain future event (the insured event) adversely affects the policyholder. This includes Insurance Receivables and Premiums Receivables
CInsuranceContractLiabilitiesBalanceSheet	Any type of insurance policy that protects an individual or business from the risk that they may be sued and held legally liable for something such as malpractice, injury or negligence. Liability insurance policies cover both legal costs and any legal payouts for which the insured would be responsible if found legally liable. Intentional damage and contractual liabilities are typically not covered in these types of policies
CInsuranceFundsNonCurrentBalanceSheet	Liabilities related to insurance funds that are dissolved after one year
CInterestandCommissionPaidCashFlowStatement	Cash paid for interest and commission in operating cash flow, using the direct method
CInterestBearingBorrowingsNonCurrentBalanceSheet	Carrying amount of any interest-bearing loan which is due after one year
CInterestBearingDepositsAssetsBalanceSheet	Deposit of money with a financial institution, in consideration of which the financial institution pays or credits interest, or amounts in the nature of interest
CInterestBearingDepositsLiabilitiesBalanceSheet	The aggregate of all domestic and foreign deposits in the bank that earns interests
CInterestCoverage	Refers to the ratio of EBIT to Interest Expense. Morningstar calculates the ratio by using the underlying data reported in the Income Statement within the company filings or reports: EBIT / Interest Expense
CInterestCreditedOnPolicyholderDepositsCashFlowStatement	An expense reported in the income statement and needs to be removed from net income to arrive at cash provided by (used in) operations to the extent that such interest has not been paid. This item is usually only available for insurance industry
CInterestExpenseForDepositIncomeStatement	Includes interest expense on the following deposit accounts: Interest-bearing Demand deposit; Checking account; Savings account; Deposit in foreign offices; Money Market Certificates & Deposit Accounts. This item is usually only available for bank industry
CInterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement	Gross expenses on the purchase of Federal funds at a specified price with a simultaneous agreement to sell the same to the same counterparty at a fixed or determinable price at a future date. This item is usually only available for bank industry
CInterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement	The aggregate interest expenses incurred on long-term borrowings and any interest expenses on fixed assets (property, plant, equipment) that are leased due longer than one year. This item is usually only available for bank industry
CInterestExpenseForShortTermDebtIncomeStatement	The aggregate interest expenses incurred on short-term borrowings and any interest expenses on fixed assets (property, plant, equipment) that are leased within one year. This item is usually only available for bank industry
CInterestExpenseIncomeStatement	Relates to the general cost of borrowing money. It is the price that a lender charges a borrower for the use of the lender's money
CInterestExpenseNonOperatingIncomeStatement	Interest expense caused by long term financing activities; such as interest expense incurred on trading liabilities, commercial paper, long-term debt, capital leases, deposits, and all other borrowings
CInterestIncomeAfterProvisionForLoanLossIncomeStatement	Net interest and dividend income or expense, including any amortization and accretion (as applicable) of discounts and premiums, including consideration of the provisions for loan, lease, credit, and other related losses, if any
CInterestIncomeFromDepositsIncomeStatement	Interest income generated from all deposit accounts. This item is usually only available for bank industry
CInterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement	The carrying value of funds outstanding loaned in the form of security resale agreements if the agreement requires the purchaser to resell the identical security purchased or a security that meets the definition of ""substantially the same"" in the case of a dollar roll. Also includes purchases of participations in pools of securities that are subject to a resale agreement; This category includes all interest income generated from federal funds sold and securities purchases under agreements to resell; This category includes all interest income generated from federal funds sold and securities purchases under agreements to resell
CInterestIncomeFromLeasesIncomeStatement	Includes interest and fee income generated by direct lease financing. This item is usually only available for bank industry
CInterestIncomeFromLoansAndLeaseIncomeStatement	Total interest and fee income generated by loans and lease. This item is usually only available for bank industry
CInterestIncomeFromLoansIncomeStatement	Loan is a common field to banks. Interest Income from Loans is interest and fee income generated from all loans, which includes Commercial loans; Credit loans; Other consumer loans; Real Estate - Construction; Real Estate - Mortgage; Foreign loans. Banks earn interest from loans. This item is usually only available for bank industry
CInterestIncomeFromSecuritiesIncomeStatement	Represents total interest and dividend income from U.S. Treasury securities, U.S. government agency and corporation obligations, securities issued by states and political subdivisions, other domestic debt securities, foreign debt securities, and equity securities (including investments in mutual funds). Excludes interest income from securities held in trading accounts. This item is usually only available for bank industry
CInterestIncomeIncomeStatement	Income generated from interest-bearing deposits or accounts
CInterestIncomeNonOperatingIncomeStatement	Interest income earned from long term financing activities
CInterestPaidCFFCashFlowStatement	Interest paid on loans, debt or borrowings, in the Financing Cash Flow section
CInterestPaidCFOCashFlowStatement	Interest paid on loans, debt or borrowings, in the Operating Cash Flow section
CInterestPaidDirectCashFlowStatement	Interest paid on loans, debt or borrowings, in the direct cash flow
CInterestPaidSupplementalDataCashFlowStatement	The amount of cash paid during the current period for interest owed on money borrowed; including amount of interest capitalized
CInterestPayableBalanceSheet	Sum of the carrying values as of the balance sheet date of interest payable on all forms of debt, including trade payable that has been incurred
CInterestReceivedCFICashFlowStatement	Interest received by the company, in the Investing Cash Flow section
CInterestReceivedCFOCashFlowStatement	Interest received by the company, in the Operating Cash Flow section
CInterestReceivedDirectCashFlowStatement	Interest received by the company, in the direct cash flow
CInventoriesAdjustmentsAllowancesBalanceSheet	This item represents certain charges made in the current period in inventory resulting from such factors as breakage, spoilage, employee theft and shoplifting. This item is typically available for manufacturing, mining and utility industries
CInventoryBalanceSheet	A company's merchandise, raw materials, and finished and unfinished products which have not yet been sold
CInventoryTurnover	Cost Of Goods Sold / Average Inventory
CInventoryValuationMethod	Which method of inventory valuation was used - LIFO, FIFO, Average, Standard costs, Net realizable value, Others, LIFO and FIFO, FIFO and Average, FIFO and other, LIFO and Average, LIFO and other, Average and other, 3 or more methods, None
CInvestedCapitalBalanceSheet	Invested capital = common shareholders' equity + long term debt + current debt
CInvestingCashFlowCashFlowStatement	An item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any gains (or losses) from investments in the financial markets and operating subsidiaries, and changes resulting from amounts spent on investments in capital assets such as plant and equipment
CInvestmentBankingProfitIncomeStatement	Includes (1) underwriting revenue (the spread between the resale price received and the cost of the securities and related expenses) generated through the purchasing, distributing and reselling of new issues of securities (alternatively, could be a secondary offering of a large block of previously issued securities); and (2) fees earned for mergers, acquisitions, divestitures, restructurings, and other types of financial advisory services. This item is usually only available for bank industry
CInvestmentContractLiabilitiesBalanceSheet	Liabilities due on the insurance investment contract
CInvestmentContractLiabilitiesIncurredIncomeStatement	Income/Expenses due to the insurer's liabilities incurred in Investment Contracts
CInvestmentinFinancialAssetsBalanceSheet	Represents the sum of all financial investments (trading securities, available-for-sale securities, held-to-maturity securities, etc.)
CInvestmentPropertiesBalanceSheet	Company's investments in properties net of accumulated depreciation, which generate a return
CInvestmentsAndAdvancesBalanceSheet	All investments in affiliates, real estate, securities, etc. Non-current investment, not including marketable securities
CInvestmentsinAssociatesatCostBalanceSheet	A stake in any company which is more than 20% but less than 50%
CInvestmentsinJointVenturesatCostBalanceSheet	A 50% stake in any company in which remaining 50% belongs to other company
CInvestmentsInOtherVenturesUnderEquityMethodBalanceSheet	This item represents the carrying amount on the company's balance sheet of its investments in common stock of an equity method. This item is typically available for the insurance industry
CInvestmentsinSubsidiariesatCostBalanceSheet	A stake in any company which is more than 51%
CIssuanceOfCapitalStockCashFlowStatement	The cash inflow from offering common stock, which is the additional capital contribution to the entity during the PeriodAsByte
CIssuanceOfDebtCashFlowStatement	The cash inflow due to an increase in long term debt
CIssueExpensesCashFlowStatement	Cost associated with issuance of debt/equity capital in the Financing Cash Flow section
CItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet	Carrying amount as of the balance sheet date of drafts and bills of exchange that have been accepted by the reporting bank or by others for its own account, as its liability to holders of the drafts
CLandAndImprovementsBalanceSheet	Fixed Assets that specifically deal with land a company owns. Includes the improvements associated with land. This excludes land held for sale
CLeasesBalanceSheet	Carrying amount at the balance sheet date of a long-lived, depreciable asset that is an addition or improvement to assets held under lease arrangement. This item is usually not available for the insurance industry
CLiabilitiesHeldforSaleCurrentBalanceSheet	Liabilities due within the next 12 months related from an asset classified as Held for Sale
CLiabilitiesHeldforSaleNonCurrentBalanceSheet	Liabilities related to an asset classified as held for sale excluding the portion due the next 12 months or operating cycle
CLiabilitiesHeldforSaleTotalBalanceSheet	Liabilities related to an asset classified as held for sale
CLiabilitiesOfDiscontinuedOperationsBalanceSheet	The obligations arising from the sale, disposal, or planned sale in the near future (generally within one year) of a disposal group, including a component of the entity (discontinued operation). This item is typically available for bank industry
CLimitedPartnershipCapitalBalanceSheet	In a limited partnership or master limited partnership form of business, this represents the balance of capital held by the limited partners
CLineOfCreditBalanceSheet	The carrying value as of the balance sheet date of obligations drawn from a line of credit, which is a bank's commitment to make loans up to a specific amount
CLoansandAdvancestoBankBalanceSheet	The aggregate amount of loans and advances made to a bank or financial institution
CLoansandAdvancestoCustomerBalanceSheet	The aggregate amount of loans and advances made to customers
CLoansHeldForSaleBalanceSheet	It means the aggregate amount of loans receivable that will be sold to other entities. This item is typically available for bank industry
CLoansReceivableBalanceSheet	Reflects the carrying amount of unpaid loans issued to other institutions for cash needs or an asset purchase
CLongTermCapitalLeaseObligationBalanceSheet	Represents the total liability for long-term leases lasting over one year. Amount equal to the present value (the principal) at the beginning of the lease term less lease payments during the lease term
CLongTermDebtAndCapitalLeaseObligationBalanceSheet	All borrowings lasting over one year including long-term debt and long-term portion of capital lease obligations
CLongTermDebtBalanceSheet	Sum of the carrying values as of the balance sheet date of all long-term debt, which is debt initially having maturities due after one year or beyond the operating cycle, if longer, but excluding the portions thereof scheduled to be repaid within one year or the normal operating cycle, if longer. Long-term debt includes notes payable, bonds payable, mortgage loans, convertible debt, subordinated debt and other types of long term debt
CLongTermDebtEquityRatio	Refers to the ratio of Long Term Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock]
CLongTermDebtIssuanceCashFlowStatement	The cash inflow from a debt initially having maturity due after one year or beyond the operating cycle, if longer
CLongTermDebtPaymentsCashFlowStatement	The cash outflow for debt initially having maturity due after one year or beyond the normal operating cycle, if longer
CLongTermDebtTotalCapitalRatio	Refers to the ratio of Long Term Debt to Total Capital. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / (Long-Term Debt And Capital Lease Obligation + Total Shareholder's Equity)
CLongTermInvestmentsBalanceSheet	Often referred to simply as "investments". Long-term investments are to be held for many years and are not intended to be disposed in the near future. This group usually consists of four types of investments
CLongTermProvisionsBalanceSheet	Provisions are created to protect the interests of one or both parties named in a contract or legal document which is a preparatory action or measure. Long-term provision is expired beyond one accounting PeriodAsByte
CLossAdjustmentExpenseIncomeStatement	Losses generally refer to (1) the amount of reduction in the value of an insured's property caused by an insured peril, (2) the amount sought through an insured's claim, or (3) the amount paid on behalf of an insured under an insurance contract. Loss Adjustment Expenses is expenses incurred in the course of investigating and settling claims that includes any legal and adjusters' fees and the costs of paying claims and all related expenses
CLossonExtinguishmentofDebtIncomeStatement	Loss on extinguishment of debt is the accounting loss that results from a debt extinguishment. A debt shall be accounted for as having been extinguished in a number of circumstances, including when it has been settled through repayment or replacement by another liability. It generally results in an accounting gain or loss. Amount represents the difference between the fair value of the payments made and the carrying amount of the debt at the time of its extinguishment
CLossRatio	A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and the expenses related to claims. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: Benefits, Claims and Loss Adjustment Expense, Net / Net Premiums Earned
CMachineryFurnitureEquipmentBalanceSheet	Fixed assets specifically dealing with tools, equipment and office furniture. This item is usually not available for the insurance and utility industries
CMaintenanceAndRepairsIncomeStatement	The aggregate amount of maintenance and repair expenses in the current period associated with the revenue generation. Mainly for fixed assets. This item is usually only available for transportation industry
CMaterialsAndSuppliesBalanceSheet	Aggregated amount of unprocessed materials to be used in manufacturing or production process and supplies that will be consumed. This item is typically available for the utility industry
CMineralPropertiesBalanceSheet	A fixed asset that represents strictly mineral type properties. This item is typically available for mining industry
CMinimumPensionLiabilitiesBalanceSheet	The company's minimum pension obligations to its former employees, paid into a defined pension plan to satisfy all pension entitlements that have been earned by employees to date
CMinorityInterestBalanceSheet	Carrying amount of the equity interests owned by non-controlling shareholders, partners, or other equity holders in one or more of the entities included in the reporting entity's consolidated financial statements
CMinorityInterestCashFlowStatement	Amount of net income (loss) for the period allocated to non-controlling shareholders, partners, or other equity holders in one or more of the entities included
CMinorityInterestsIncomeStatement	Represents par or stated value of the subsidiary stock not owned by the parent company plus the minority interest's equity in the surplus of the subsidiary. This item includes preferred dividend averages on the minority preferred stock (preferred shares not owned by the reporting parent company). Minority interest also refers to stockholders who own less than 50% of a subsidiary's outstanding voting common stock. The minority stockholders hold an interest in the subsidiary's net assets and share earnings with the parent company
CMoneyMarketInvestmentsBalanceSheet	Short-term (typical maturity is less than one year), highly liquid government or corporate debt instrument such as bankers' acceptance, promissory notes, and treasury bills
CMorningstarEconomySphereCode	Helper class for the AssetClassification's MorningstarEconomySphereCode field AssetClassification.MorningstarEconomySphereCode
CMorningstarIndustryCode	Helper class for the AssetClassification's MorningstarIndustryCode field AssetClassification.MorningstarIndustryCode
CMorningstarIndustryGroupCode	Helper class for the AssetClassification's MorningstarIndustryGroupCode field AssetClassification.MorningstarIndustryGroupCode
CMorningstarSectorCode	Helper class for the AssetClassification's MorningstarSectorCode field AssetClassification.MorningstarSectorCode
CMortgageAndConsumerloansBalanceSheet	It means the aggregate amount of mortgage and consumer loans. This item is typically available for the insurance industry
CMortgageLoanBalanceSheet	This is a lien on real estate to protect a lender. This item is typically available for bank industry
CMultiPeriodField	Abstract base class for multi-period fields
CMultiPeriodFieldLong	Abstract class for multi-period fields long
CNaturalGasFuelAndOtherBalanceSheet	The amount for the natural gas, fuel and other items related to the utility industry, which might include oil and gas wells, the properties to exploit oil and gas or liquefied natural gas sites
CNegativeGoodwillImmediatelyRecognizedIncomeStatement	Negative Goodwill recognized in the Income Statement. Negative Goodwill arises where the net assets at the date of acquisition, fairly valued, falls below the cost of acquisition
CNetBusinessPurchaseAndSaleCashFlowStatement	The net change between Purchases/Sales of Business
CNetCashFromDiscontinuedOperationsCashFlowStatement	The net cash from (used in) all of the entity's discontinued operating activities, excluding those of continued operations, of the reporting entity
CNetCommonStockIssuanceCashFlowStatement	The increase or decrease between periods of common stock
CNetDebtBalanceSheet	This is a metric that shows a company's overall debt situation by netting the value of a company's liabilities and debts with its cash and other similar liquid assets. It is calculated using [Current Debt] + [Long Term Debt] - [Cash and Cash Equivalents]
CNetForeignCurrencyExchangeGainLossCashFlowStatement	The aggregate amount of realized and unrealized gain or loss resulting from changes in exchange rates between currencies. (Excludes foreign currency transactions designated as hedges of net investment in a foreign entity and inter-company foreign currency transactions that are of a long-term nature, when the entities to the transaction are consolidated, combined, or accounted for by the equity method in the reporting entity's financial statements. For certain entities, primarily banks, which are dealers in foreign exchange, foreign currency transaction gains or losses, may be disclosed as dealer gains or losses.)
CNetForeignExchangeGainLossIncomeStatement	The aggregate foreign currency translation gain or loss (both realized and unrealized) included as part of revenue. This item is usually only available for insurance industry
CNetIncomeCommonStockholdersIncomeStatement	Net income minus the preferred dividends paid as presented in the Income Statement
CNetIncomeContinuousOperationsIncomeStatement	Revenue less expenses and taxes from the entity's ongoing operations and before income (loss) from: Preferred Dividends; Extraordinary Gains and Losses; Income from Cumulative Effects of Accounting Change; Discontinuing Operation; Income from Tax Loss Carry forward; Other Gains/Losses
CNetIncomeContinuousOperationsNetMinorityInterestIncomeStatement	Revenue less expenses and taxes from the entity's ongoing operations net of minority interest and before income (loss) from: Preferred Dividends; Extraordinary Gains and Losses; Income from Cumulative Effects of Accounting Change; Discontinuing Operation; Income from Tax Loss Carry forward; Other Gains/Losses
CNetIncomeContOpsGrowth	The growth in the company's net income from continuing operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income from continuing operations data reported in the Income Statement within the company filings or reports. This figure represents the rate of net income growth for parts of the business that will continue to generate revenue in the future
CNetIncomeDiscontinuousOperationsIncomeStatement	To be classified as discontinued operations, if both of the following conditions are met: 1: The operations and cash flow of the component have been or will be removed from the ongoing operations of the entity as a result of the disposal transaction, and 2: The entity will have no significant continuing involvement in the operations of the component after the disposal transaction. The discontinued operation is reported net of tax. Gains/Loss on Disposal of Discontinued Operations: Any gains or loss recognized on disposal of discontinued operations, which is the difference between the carrying value of the division and its fair value less costs to sell. Provision for Gain/Loss on Disposal: The amount of current expense charged in order to prepare for the disposal of discontinued operations
CNetIncomeExtraordinaryIncomeStatement	Gains (losses), whether arising from extinguishment of debt, prior period adjustments, or from other events or transactions, that are both unusual in nature and infrequent in occurrence thereby meeting the criteria for an event or transaction to be classified as an extraordinary item
CNetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement	Net Income from Continuing Operations and Discontinued Operations, added together
CNetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement	Revenue less expenses and taxes from the entity's ongoing operations net of minority interest and before income (loss) from: Preferred Dividends; Extraordinary Gains and Losses; Income from Cumulative Effects of Accounting Change; Discontinuing Operation; Income from Tax Loss Carry forward; Other Gains/Losses
CNetIncomeFromContinuingOperationsCashFlowStatement	Revenue less expenses and taxes from the entity's ongoing operations and before income (loss) from discontinued operations, extraordinary items, impact of changes in accounting principles, minority interest, and various other reconciling adjustments; represents the starting line for Operating Cash Flow
CNetIncomeFromTaxLossCarryforwardIncomeStatement	Occurs if a company has had a net loss from operations on a previous year that can be carried forward to reduce net income for tax purposes
CNetIncomeGrowth	The growth in the company's net income on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income data reported in the Income Statement within the company filings or reports
CNetIncomeIncludingNoncontrollingInterestsIncomeStatement	Net income of the group after the adjustment of all expenses and benefit
CNetIncomeIncomeStatement	Includes all the operations (continuing and discontinued) and all the other income or charges (extraordinary, accounting changes, tax loss carry forward, and other gains and losses)
CNetIncomePerEmployee	Refers to the ratio of Net Income to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Employee Number
CNetIntangiblesPurchaseAndSaleCashFlowStatement	The net change between Purchases/Sales of Intangibles
CNetInterestIncomeIncomeStatement	Total interest income minus total interest expense. It represents the difference between interest and dividends earned on interest- bearing assets and interest paid to depositors and other creditors
CNetInvestmentIncomeIncomeStatement	Total of interest, dividends, and other earnings derived from the insurance company's invested assets minus the expenses associated with these investments. Excluded from this income are capital gains or losses as the result of the sale of assets, as well as any unrealized capital gains or losses
CNetInvestmentPropertiesPurchaseAndSaleCashFlowStatement	Net increase or decrease in cash due to purchases or sales of investment properties during the accounting PeriodAsByte
CNetInvestmentPurchaseAndSaleCashFlowStatement	The net change between Purchases/Sales of Investments
CNetIssuancePaymentsOfDebtCashFlowStatement	The increase or decrease between periods of debt
CNetLoanBalanceSheet	Represents the value of all loans after deduction of the appropriate allowances for loan and lease losses
CNetLongTermDebtIssuanceCashFlowStatement	The increase or decrease between periods of long term debt. Long term debt includes notes payable, bonds payable, mortgage loans, convertible debt, subordinated debt and other types of long term debt
CNetMargin	Refers to the ratio of net income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Revenue
CNetNonOperatingInterestIncomeExpenseIncomeStatement	Net-Non Operating interest income or expenses caused by financing activities
CNetOccupancyExpenseIncomeStatement	Occupancy expense may include items, such as depreciation of facilities and equipment, lease expenses, property taxes and property and casualty insurance expense. This item is usually only available for bank industry
CNetOtherFinancingChargesCashFlowStatement	Miscellaneous charges incurred due to Financing activities
CNetOtherInvestingChangesCashFlowStatement	Miscellaneous charges incurred due to Investing activities
CNetOutwardLoansCashFlowStatement	Adjustments due to net loans to/from outsiders in the Investing Cash Flow section
CNetPolicyholderBenefitsAndClaimsIncomeStatement	The net provision in current period for future policy benefits, claims, and claims settlement expenses incurred in the claims settlement process before the effects of reinsurance arrangements. The value is net of the effects of contracts assumed and ceded
CNetPPEBalanceSheet	Tangible assets that are held by an entity for use in the production or supply of goods and services, for rental to others, or for administrative purposes and that are expected to provide economic benefit for more than one year; net of accumulated depreciation
CNetPPEPurchaseAndSaleCashFlowStatement	The net change between Purchases/Sales of PPE
CNetPreferredStockIssuanceCashFlowStatement	The increase or decrease between periods of preferred stock
CNetPremiumsWrittenIncomeStatement	Net premiums written are gross premiums written less ceded premiums. This item is usually only available for insurance industry
CNetProceedsPaymentForLoanCashFlowStatement	The net value of proceeds or payments of loans
CNetRealizedGainLossOnInvestmentsIncomeStatement	Gain or loss realized during the period of time for all kinds of investment securities. In might include trading, available-for-sale, or held-to-maturity securities. This item is usually only available for insurance industry
CNetShortTermDebtIssuanceCashFlowStatement	The increase or decrease between periods of short term debt
CNetTangibleAssetsBalanceSheet	Net assets in physical form. This is calculated using Stockholders' Equity less Intangible Assets (including Goodwill)
CNetTradingIncomeIncomeStatement	Any trading income on the securities
CNetUtilityPlantBalanceSheet	Net utility plant might include water production, electric utility plan, natural gas, fuel and other, common utility plant and accumulated depreciation. This item is usually only available for utility industry
CNonCurrentAccountsReceivableBalanceSheet	Accounts receivable represents sums owed to the business that the business records as revenue. Gross accounts receivable is accounts receivable before the business deducts uncollectable accounts to calculate the true value of accounts receivable
CNonCurrentAccruedExpensesBalanceSheet	An expense that has occurred but the transaction has not been entered in the accounting records. Accordingly, an adjusting entry is made to debit the appropriate expense account and to credit a liability account such as accrued expenses payable or accounts payable
CNonCurrentDeferredAssetsBalanceSheet	Payments that will be assigned as expenses longer than one accounting period, but that are paid in advance and temporarily set up as non-current assets on the balance sheet
CNonCurrentDeferredLiabilitiesBalanceSheet	Represents the non-current portion of obligations, which is a liability that usually would have been paid but is now past due
CNonCurrentDeferredRevenueBalanceSheet	The non-current portion of deferred revenue amount as of the balance sheet date. Deferred revenue is a liability related to revenue producing activity for which revenue has not yet been recognized, and is not expected be recognized in the next twelve months
CNonCurrentDeferredTaxesAssetsBalanceSheet	A result of timing differences between taxable incomes reported on the income statement and taxable income from the company's tax return. Depending on the positioning of deferred income taxes, the field may be either current (within current assets) or non- current (below total current assets). Typically a company will have two deferred income taxes fields
CNonCurrentDeferredTaxesLiabilitiesBalanceSheet	The estimated future tax obligations, which usually arise when different accounting methods are used for financial statements and tax statement It is also an add-back to the cash flow statement. Deferred income taxes include accumulated tax deferrals due to accelerated depreciation and investment credit
CNonCurrentNoteReceivablesBalanceSheet	An amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date(s), excluding the portion that is expected to be received within one year of the balance sheet date or the normal operating cycle, whichever is longer
CNonCurrentOtherFinancialLiabilitiesBalanceSheet	Other long term financial liabilities not categorized and due over one year or a normal operating cycle (whichever is longer)
CNonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet	A loan issued by an insurance company that uses the cash value of a person's life insurance policy as collateral. This item is usually only available in the insurance industry
CNonCurrentPrepaidAssetsBalanceSheet	Sum of the carrying amounts that are paid in advance for expenses, which will be charged against earnings in periods after one year or beyond the operating cycle, if longer
CNonInterestBearingBorrowingsCurrentBalanceSheet	Non-interest bearing deposits in other financial institutions for short periods of time, usually less than 12 months
CNonInterestBearingBorrowingsNonCurrentBalanceSheet	Non-interest bearing borrowings due after a year
CNonInterestBearingBorrowingsTotalBalanceSheet	Non-interest bearing deposits in other financial institutions for relatively short periods of time; on a Non-Differentiated Balance Sheet
CNonInterestBearingDepositsBalanceSheet	The aggregate amount of all domestic and foreign deposits in the banks that do not draw interest
CNonInterestExpenseIncomeStatement	Any expenses that not related to interest. It includes labor and related expense, occupancy and equipment, commission, professional expense and contract services expenses, selling, general and administrative, research and development depreciation, amortization and depletion, and any other special income/charges
CNonInterestIncomeIncomeStatement	The total amount of non-interest income which may be derived from: (1) fees and commissions; (2) premiums earned; (3) equity investment; (4) the sale or disposal of assets; and (5) other sources not otherwise specified
CNormalizedBasicEPS	The basic normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company's true earnings. Normalized Earnings / Basic Weighted Average Shares Outstanding
CNormalizedBasicEPSGrowth	The growth in the company's Normalized Basic EPS on a percentage basis
CNormalizedDilutedEPS	The diluted normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company's true earnings. Normalized Earnings / Diluted Weighted Average Shares Outstanding
CNormalizedDilutedEPSGrowth	The growth in the company's Normalized Diluted EPS on a percentage basis
CNormalizedEBITAsReportedIncomeStatement	EBIT less Total Unusual Items. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition
CNormalizedEBITDAAsReportedIncomeStatement	EBITDA less Total Unusual Items. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition
CNormalizedEBITDAIncomeStatement	EBITDA less Total Unusual Items
CNormalizedIncomeAsReportedIncomeStatement	Earnings adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition
CNormalizedIncomeIncomeStatement	This calculation represents earnings adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is calculated using Net Income from Continuing Operations plus/minus any tax affected unusual Items and Goodwill Impairments/Write Offs
CNormalizedNetProfitMargin	Normalized Income / Total Revenue. A measure of profitability of the company calculated by finding Normalized Net Profit as a percentage of Total Revenues
CNormalizedOperatingProfitAsReportedIncomeStatement	Operating profit adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition
CNormalizedPreTaxIncomeIncomeStatement	This calculation represents pre-tax earnings adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is calculated using Pre-Tax Income plus/minus any unusual Items and Goodwill Impairments/Write Offs
CNormalizedROIC	[Normalized Income + (Interest Expense * (1-Tax Rate))] / Invested Capital
CNotesReceivableBalanceSheet	An amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date(s) within one year of the balance sheet date or the normal operating cycle, whichever is longer. Such amount may include accrued interest receivable in accordance with the terms of the note. The note also may contain provisions including a discount or premium, payable on demand, secured, or unsecured, interest bearing or non-interest bearing, among a myriad of other features and characteristics
CNumberOfShareHolders	The number of shareholders on record
COccupancyAndEquipmentIncomeStatement	Includes total expenses of occupancy and equipment. This item is usually only available for bank industry
COperatingCashFlowCashFlowStatement	The net cash from (used in) all of the entity's operating activities, including those of discontinued operations, of the reporting entity. Operating activities include all transactions and events that are not defined as investing or financing activities. Operating activities generally involve producing and delivering goods and providing services. Cash flows from operating activities are generally the cash effects of transactions and other events that enter into the determination of net income
COperatingExpenseAsReportedIncomeStatement	Operating expense as reported by the company, may be the same or not the same as Morningstar's standardized definition
COperatingExpenseIncomeStatement	Operating expenses are primary recurring costs associated with central operations (other than cost of goods sold) that are incurred in order to generate sales
COperatingGainsLossesCashFlowStatement	The gain or loss from the entity's ongoing operations
COperatingIncomeIncomeStatement	Income from normal business operations after deducting cost of revenue and operating expenses. It does not include income from any investing activities
COperatingLeaseAssetsBalanceSheet	A contract that allows for the use of an asset, but does not convey rights of ownership of the asset. An operating lease is not capitalized; it is accounted for as a rental expense in what is known as "off balance sheet financing." For the lessor, the asset being leased is accounted for as an asset and is depreciated as such
COperatingRevenueIncomeStatement	Sales and income that the company makes from its business operations. This applies only to non-bank and insurance companies. For Utility template companies, this is the sum of revenue from electric, gas, transportation and other operating revenue. For Transportation template companies, this is the sum of revenue-passenger, revenue-cargo, and other operating revenue
COperationAndMaintenanceIncomeStatement	The aggregate amount of operation and maintenance expenses, which is the one important operating expense for the utility industry. It includes any costs related to production and maintenance cost of the property during the revenue generation process. This item is usually only available for mining and utility industries
COperationIncomeGrowth	The growth in the company's operating income on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating income data reported in the Income Statement within the company filings or reports
COperationMargin	Refers to the ratio of operating income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Operating Income / Revenue
COperationRatios	Definition of the OperationRatios class
COperationRevenueGrowth3MonthAvg	The growth in the company's operating revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating revenue data reported in the Income Statement within the company filings or reports
COrdinarySharesNumberBalanceSheet	Number of Common or Ordinary Shares
COtherAssetsBalanceSheet	Other non-current assets that are not otherwise classified
COtherBorrowedFundsBalanceSheet	Other borrowings by the bank to fund its activities that cannot be identified by other specific items in the Liabilities section
COtherCapitalStockBalanceSheet	Other Capital Stock that is not otherwise classified
COtherCashAdjustExcludeFromChangeinCashCashFlowStatement	Other changes to cash and cash equivalents during the accounting PeriodAsByte
COtherCashAdjustIncludedIntoChangeinCashCashFlowStatement	Other cash adjustments included in change in cash not categorized above
COtherCashPaymentsfromOperatingActivitiesCashFlowStatement	Other cash payments for the direct cash flow
COtherCashReceiptsfromOperatingActivitiesCashFlowStatement	Other cash receipts for the direct cash flow
COtherCostofRevenueIncomeStatement	Other costs associated with the revenue-generating activities of the company not categorized above
COtherCurrentAssetsBalanceSheet	Other current assets that are not otherwise classified
COtherCurrentBorrowingsBalanceSheet	Short Term Borrowings that are not otherwise classified
COtherCurrentLiabilitiesBalanceSheet	Other current liabilities = Total current liabilities - Payables and accrued Expenses - Current debt and capital lease obligation - provisions, current - deferred liabilities, current
COtherCustomerServicesIncomeStatement	Represents fees and commissions earned from provide other services. This item is usually only available for bank industry
COtherEquityAdjustmentsBalanceSheet	Other adjustments to stockholders' equity that is not otherwise classified, including other reserves
COtherEquityInterestBalanceSheet	Other equity instruments issued by the company that cannot be identified by other specific items in the Equity section
COtherFinancialLiabilitiesBalanceSheet	Other financial liabilities not categorized
COtherGAIncomeStatement	Other General and Administrative Expenses not categorized that the company incurs that are not directly tied to a specific function such as manufacturing, production, or sales
COtherIncomeExpenseIncomeStatement	Income or expense that comes from miscellaneous sources
COtherIntangibleAssetsBalanceSheet	Sum of the carrying amounts of all intangible assets, excluding goodwill
COtherInterestExpenseIncomeStatement	All other interest expense that is not otherwise classified
COtherInterestIncomeIncomeStatement	All other interest income that is not otherwise classified
COtherInventoriesBalanceSheet	Other non-current inventories not otherwise classified
COtherInvestedAssetsBalanceSheet	An item represents all the other investments or/and securities that cannot be defined into any category above. This item is typically available for the insurance industry
COtherInvestmentsBalanceSheet	Investments that are neither Investment in Financial Assets nor Long term equity investment, not expected to be cashed within a year
COtherLiabilitiesBalanceSheet	This item is available for bank and insurance industries
COtherLoanAssetsBalanceSheet	Reflects the carrying amount of any other unpaid loans, an asset of the bank
COtherLoansCurrentBalanceSheet	Other loans between the customer and bank which cannot be identified by other specific items in the Debt section, due within the next 12 months or operating cycle
COtherLoansNonCurrentBalanceSheet	Other loans between the customer and bank which cannot be identified by other specific items in the Debt section, due beyond the current operating cycle
COtherLoansTotalBalanceSheet	Total other loans between the customer and bank which cannot be identified by other specific items in the Debt section; in a Non- Differentiated Balance Sheet
COtherNonCashItemsCashFlowStatement	Items which adjusted back from net income but without real cash outflow or inflow
COtherNonCurrentAssetsBalanceSheet	Other non-current assets that are not otherwise classified
COtherNonCurrentLiabilitiesBalanceSheet	This item is usually not available for bank and insurance industries
COtherNonInterestExpenseIncomeStatement	All other non interest expense that is not otherwise classified
COtherNonInterestIncomeIncomeStatement	Usually available for the banking industry. This is Non-Interest Income that is not otherwise classified
COtherNonOperatingExpensesIncomeStatement	Other expenses of the company that cannot be identified by other specific items in the Non-Operating section
COtherNonOperatingIncomeExpensesIncomeStatement	Total other income and expense of the company that cannot be identified by other specific items in the Non-Operating section
COtherNonOperatingIncomeIncomeStatement	Other income of the company that cannot be identified by other specific items in the Non-Operating section
COtherOperatingExpensesIncomeStatement	The aggregate amount of operating expenses associated with normal operations. Will not include any gain, loss, benefit, or income; and its value reported by the company should be <0
COtherOperatingIncomeTotalIncomeStatement	Total Other Operating Income- including interest income, dividend income and other types of operating income
COtherOperatingInflowsOutflowsofCashCashFlowStatement	Any other cash inflows or outflows in the Operating Cash Flow section, not accounted for in the other specified items
COtherPayableBalanceSheet	Payables and Accrued Expenses that are not defined as Trade, Tax or Dividends related
COtherPropertiesBalanceSheet	Other fixed assets not otherwise classified
COtherRealEstateOwnedBalanceSheet	The Carrying amount as of the balance sheet date of other real estate, which may include real estate investments, real estate loans that qualify as investments in real estate, and premises that are no longer used in operations may also be included in real estate owned. This does not include real estate assets taken in settlement of troubled loans through surrender or foreclosure. This item is typically available for bank industry
COtherReceivablesBalanceSheet	Other non-current receivables not otherwise classified
COtherReservesBalanceSheet	Other reserves owned by the company that cannot be identified by other specific items in the Reserves section
COtherShortTermInvestmentsBalanceSheet	The aggregate amount of short term investments, which will be expired within one year that are not specifically classified as Available-for-Sale, Held-to-Maturity, nor Trading investments
COtherSpecialChargesIncomeStatement	All other special charges that are not otherwise classified
COtherStaffCostsIncomeStatement	Other costs in incurred in lieu of the employees that cannot be identified by other specific items in the Staff Costs section
COtherTaxesIncomeStatement	Any taxes that are not part of income taxes. This item is usually not available for bank and insurance industries
COtherunderPreferredStockDividendIncomeStatement	Dividend paid to the preferred shareholders before the common stock shareholders
COtherUnderwritingExpensesPaidCashFlowStatement	Cash paid out for underwriting expenses, such as the acquisition of new and renewal insurance contracts, in operating cash flow, using the direct method. This item is usually only available for insurance industry
CPayablesAndAccruedExpensesBalanceSheet	This balance sheet account includes all current payables and accrued expenses
CPayablesBalanceSheet	The sum of all payables owed and expected to be paid within one year or one operating cycle, including accounts payables, taxes payable, dividends payable and all other current payables
CPaymentForLoansCashFlowStatement	Payment from a bank or insurance company to the lender who lends money or property based on the agreement, along with interest, at a predetermined date in the future
CPaymentsonBehalfofEmployeesCashFlowStatement	Cash paid in a form of salaries or other benefits to employees of the company, in the direct cash flow
CPaymentstoSuppliersforGoodsandServicesCashFlowStatement	Cash paid to suppliers when purchasing goods or services by the company, in the direct cash flow
CPaymentTurnover	Cost of Goods Sold / Average Accounts Payables
CPensionAndEmployeeBenefitExpenseCashFlowStatement	The amount of pension and other (such as medical, dental and life insurance) postretirement benefit costs recognized during the PeriodAsByte
CPensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet	Total of the carrying values as of the balance sheet date of obligations incurred through that date and payable for obligations related to services received from employees, such as accrued salaries and bonuses, payroll taxes and fringe benefits
CPensionAndOtherPostretirementBenefitPlansTotalBalanceSheet	Total of the carrying values as of the balance sheet date of obligations incurred through that date and payable for obligations related to services received from employees, such as accrued salaries and bonuses, payroll taxes and fringe benefits. Used to reflect the current portion of the liabilities (due within one year or within the normal operating cycle if longer)
CPensionCostsIncomeStatement	The expense that a company incurs each year by providing a pension plan for its employees. Major expenses in the pension cost include employer matching contributions and management fees
CPeriod	Period constants for multi-period fields
CPeriodAuditor	The name of the auditor that performed the financial statement audit for the given period
CPolicyAcquisitionExpenseIncomeStatement	Costs that vary with and are primarily related to the acquisition of new and renewal insurance contracts. Also referred to as underwriting expenses
CPolicyholderBenefitsCededIncomeStatement	The provision in current period for future policy benefits, claims, and claims settlement, which is under reinsurance arrangements. This item is usually only available for insurance industry
CPolicyholderBenefitsGrossIncomeStatement	The gross amount of provision in current period for future policyholder benefits, claims, and claims settlement, incurred in the claims settlement process before the effects of reinsurance arrangements. This item is usually only available for insurance industry
CPolicyholderDepositInvestmentReceivedCashFlowStatement	Cash received from policyholder deposit investment activities in operating cash flow, using the direct method. This item is usually only available for insurance industry
CPolicyholderDividendsIncomeStatement	Payments made or credits extended to the insured by the company, usually at the end of a policy year results in reducing the net insurance cost to the policyholder. Such dividends may be paid in cash to the insured or applied by the insured as reductions of the premiums due for the next policy year. This item is usually only available for insurance industry
CPolicyholderFundsBalanceSheet	The total liability as of the balance sheet date of amounts due to policy holders, excluding future policy benefits and claims, including unpaid policy dividends, retrospective refunds, and undistributed earnings on participating business
CPolicyholderInterestIncomeStatement	The periodic income payment provided to the annuitant by the insurance company, which is determined by the assumed interest rate (AIR) and other factors. This item is usually only available for insurance industry
CPolicyLoansBalanceSheet	A loan issued by an insurance company that uses the cash value of a person's life insurance policy as collateral. This item is usually only available for insurance industry
CPolicyReservesBenefitsBalanceSheet	Accounting policy pertaining to an insurance entity's net liability for future benefits (for example, death, cash surrender value) to be paid to or on behalf of policyholders, describing the bases, methodologies and components of the reserve, and assumptions regarding estimates of expected investment yields, mortality, morbidity, terminations and expenses
CPostTaxMargin5YrAvg	This is the simple average of the company's Annual Post Tax Margin over the last 5 years. Post tax margin is Post tax divided by total revenue for the same PeriodAsByte
CPreferredSecuritiesOutsideStockEquityBalanceSheet	Preferred securities that that firm treats as a liability. It includes convertible preferred stock or redeemable preferred stock
CPreferredSharesNumberBalanceSheet	Number of Preferred Shares
CPreferredStockBalanceSheet	Preferred stock (all issues) at par value, as reported within the Stockholder's Equity section of the balance sheet
CPreferredStockDividendPaidCashFlowStatement	Pay for the amount of dividends declared or paid in the period to preferred shareholders or the amount for which the obligation to pay them dividends rose in the PeriodAsByte
CPreferredStockDividendsIncomeStatement	The amount of dividends declared or paid in the period to preferred shareholders, or the amount for which the obligation to pay them dividends arose in the PeriodAsByte. Preferred dividends are the amount required for the current year only, and not for any amount required in past years
CPreferredStockEquityBalanceSheet	A class of ownership in a company that has a higher claim on the assets and earnings than common stock. Preferred stock generally has a dividend that must be paid out before dividends to common stockholders and the shares usually do not have voting rights
CPreferredStockIssuanceCashFlowStatement	The cash inflow from offering preferred stock
CPreferredStockPaymentsCashFlowStatement	The cash outflow to reacquire preferred stock during the PeriodAsByte
CPremiumReceivedCashFlowStatement	Cash received from premium income in operating cash flow, using the direct method. This item is usually only available for insurance industry
CPrepaidAssetsBalanceSheet	Sum of the carrying amounts that are paid in advance for expenses, which will be charged against earnings in subsequent periods
CPretaxIncomeIncomeStatement	Reported income before the deduction or benefit of income taxes
CPretaxMargin	Refers to the ratio of pretax income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Pretax Income / Revenue
CPreTaxMargin5YrAvg	This is the simple average of the company's Annual Pre Tax Margin over the last 5 years. Pre tax margin is Pre tax divided by total revenue for the same PeriodAsByte
CPreTreShaNumBalanceSheet	The treasury stock number of preferred shares. This represents the number of preferred shares owned by the company as a result of share repurchase programs or donations
CProceedsFromLoansCashFlowStatement	The cash inflow from borrowing money or property for a bank or insurance company
CProceedsFromStockOptionExercisedCashFlowStatement	The cash inflow associated with the amount received from holders exercising their stock options
CProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement	The aggregate amount change of (1) the lending of excess federal funds to another commercial bank requiring such for its legal reserve requirements and (2) securities purchased under agreements to resell. This item is usually only available for bank industry
CProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement	The net change on interest-bearing deposits in other financial institutions for relatively short periods of time including, for example, certificates of deposits
CProfessionalExpenseAndContractServicesExpenseIncomeStatement	Professional and contract service expense includes cost reimbursements for support services related to contracted projects, outsourced management, technical and staff support. This item is usually only available for bank industry
CProfitMargin5YrAvg	This is the simple average of the company's Annual Net Profit Margin over the last 5 years. Net profit margin is post tax income divided by total revenue for the same PeriodAsByte
CProfitOnDisposalsCashFlowStatement	The difference between the sale price or salvage price and the book value of an asset that was sold or retired during the reporting PeriodAsByte
CPropertiesBalanceSheet	Tangible assets that are held by an entity for use in the production or supply of goods and services, for rental to others, or for administrative purposes and that are expected to provide economic benefit for more than one year. This item is available for manufacturing, bank and transportation industries
CProvisionandWriteOffofAssetsCashFlowStatement	A non-cash adjustment for total provision and write off on assets & liabilities
CProvisionForDoubtfulAccountsIncomeStatement	Amount of the current period expense charged against operations, the offset which is generally to the allowance for doubtful accounts for the purpose of reducing receivables, including notes receivable, to an amount that approximates their net realizable value (the amount expected to be collected). The category includes provision for loan losses, provision for any doubtful account receivable, and bad debt expenses. This item is usually not available for bank and insurance industries
CProvisionForLoanLeaseAndOtherLossesCashFlowStatement	The sum of the periodic provision charged to earnings, based on an assessment of uncollectible from the counterparty on account of loan, lease or other credit losses, to reduce these accounts to the amount that approximates their net realizable value. This item is usually only available for bank industry
CProvisionsTotalBalanceSheet	Provisions are created to protect the interests of one or both parties named in a contract or legal document, which is a preparatory action or measure. Current provision is expired within one accounting PeriodAsByte
CPurchaseOfBusinessCashFlowStatement	All the purchases of business including business acquisitions, investment in subsidiary; investing in affiliated companies, and join venture
CPurchaseOfIntangiblesCashFlowStatement	The amount of capital outlays undertaken to increase, construct or improve intangible assets
CPurchaseOfInvestmentCashFlowStatement	All purchases of investments, including both long term and short term
CPurchaseOfInvestmentPropertiesCashFlowStatement	Cash outflow for purchases of investment properties during the accounting PeriodAsByte
CPurchaseOfJointVentureAssociateCashFlowStatement	Purchase of joint venture/associates (investment below 50%)
CPurchaseOfPPECashFlowStatement	The amount of capital outlays undertaken to increase, construct or improve capital assets. This category includes property, plant equipment, furniture, fixed assets, buildings, and improvement
CPurchaseOfSubsidiariesCashFlowStatement	Purchase of subsidiaries or interest in subsidiaries (investments 51% and above)
CQuickRatio	Refers to the ratio of liquid assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports:(Cash, Cash Equivalents, and Short Term Investments + Receivables ) / Current Liabilities
CRawMaterialsBalanceSheet	Carrying amount as of the balance sheet data of unprocessed items to be consumed in the manufacturing or production process. This item is available for manufacturing and mining industries
CRealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement	The gains and losses included in earnings that represent the difference between the sale price and the carrying value of loans and leases that were sold during the reporting PeriodAsByte. This element refers to the gain (loss) and not to the cash proceeds of the sales. This element is a non-cash adjustment to net income when calculating net cash generated by operating activities using the indirect method. This item is usually only available for bank industry
CReceiptsfromCustomersCashFlowStatement	Payment received from customers in the Direct Cash Flow
CReceiptsfromGovernmentGrantsCashFlowStatement	Cash received from governments in the form of grants in the Direct Cash Flow
CReceivablesAdjustmentsAllowancesBalanceSheet	A provision relating to a written agreement to receive money at a specified future date(s) (within one year from the reporting date or the normal operating cycle, whichever is longer), consisting of principal as well as any accrued interest)
CReceivablesBalanceSheet	The sum of all receivables owed by customers and affiliates within one year, including accounts receivable, notes receivable, premiums receivable, and other current receivables
CReceivableTurnover	Revenue / Average Accounts Receivables
CReconciledCostOfRevenueIncomeStatement	The Cost Of Revenue plus Depreciation, Depletion & Amortization from the IncomeStatement; minus Depreciation, Depletion & Amortization from the Cash Flow Statement
CReconciledDepreciationIncomeStatement	Is Depreciation, Depletion & Amortization from the Cash Flow Statement
CRegressionGrowthofDividends5Years	The five-year growth rate of dividends per share, calculated using regression analysis
CRegressionGrowthOperatingRevenue5Years	The five-year growth rate of operating revenue, calculated using regression analysis
CRegulatoryAssetsBalanceSheet	Carrying amount as of the balance sheet date of capitalized costs of regulated entities that are expected to be recovered through revenue sources over one year or beyond the normal operating cycle
CRegulatoryLiabilitiesBalanceSheet	The amount for the individual regulatory noncurrent liability as itemized in a table of regulatory noncurrent liabilities as of the end of the PeriodAsByte. Such things as the costs of energy efficiency programs and low-income energy assistances programs and deferred fuel. This item is usually only available for utility industry
CReinsuranceandOtherRecoveriesReceivedCashFlowStatement	Cash received from reinsurance income or other recoveries income in operating cash flow, using the direct method. This item is usually only available for insurance industry
CReinsuranceAssetsBalanceSheet	Reinsurance asset is insurance that is purchased by an insurance company from another insurance company
CReinsuranceBalancesPayableBalanceSheet	The carrying amount as of the balance sheet date of the known and estimated amounts owed to insurers under reinsurance treaties or other arrangements. This item is usually only available for insurance industry
CReinsuranceRecoverableBalanceSheet	The amount of benefits the ceding insurer expects to recover on insurance policies ceded to other insurance entities as of the balance sheet date for all guaranteed benefit types. It includes estimated amounts for claims incurred but not reported, and policy benefits, net of any related valuation allowance
CReinsuranceRecoveriesClaimsandBenefitsIncomeStatement	Claim on the reinsurance company and take the benefits
CReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement	Income/Expense due to recoveries from reinsurers for insurance liabilities
CReinsuranceRecoveriesofInvestmentContractIncomeStatement	Income/Expense due to recoveries from reinsurers for Investment Contracts
CRentandLandingFeesCostofRevenueIncomeStatement	Costs paid to use the facilities necessary to generate revenue during the accounting PeriodAsByte
CRentAndLandingFeesIncomeStatement	Rent fees are the cost of occupying space during the accounting PeriodAsByte. Landing fees are a change paid to an airport company for landing at a particular airport. This item is not available for insurance industry
CRentExpenseSupplementalIncomeStatement	The sum of all rent expenses incurred by the company for operating leases during the year, it is a supplemental value which would be reported outside consolidated statements or consolidated statement's footnotes
CReorganizationOtherCostsCashFlowStatement	A non-cash adjustment relating to restructuring costs
CRepaymentInLeaseFinancingCashFlowStatement	The cash outflow to repay lease financing during the PeriodAsByte
CRepaymentOfDebtCashFlowStatement	Payments to Settle Long Term Debt plus Payments to Settle Short Term Debt
CReportedNormalizedBasicEPS	Normalized Basic EPS as reported by the company in the financial statements
CReportedNormalizedDilutedEPS	Normalized Diluted EPS as reported by the company in the financial statements
CRepurchaseOfCapitalStockCashFlowStatement	Payments for Common Stock plus Payments for Preferred Stock
CResearchAndDevelopmentExpensesSupplementalIncomeStatement	The aggregate amount of research and development expenses during the year. It is a supplemental value which would be reported outside consolidated statements
CResearchAndDevelopmentIncomeStatement	The aggregate amount of research and development expenses during the year
CRestrictedCashAndCashEquivalentsBalanceSheet	The carrying amounts of cash and cash equivalent items which are restricted as to withdrawal or usage. This item is available for bank and insurance industries
CRestrictedCashAndInvestmentsBalanceSheet	The cash and investments whose use in whole or in part is restricted for the long-term, generally by contractual agreements or regulatory requirements. This item is usually only available for bank industry
CRestrictedCashBalanceSheet	The carrying amounts of cash and cash equivalent items, which are restricted as to withdrawal or usage. Restrictions may include legally restricted deposits held as compensating balances against short-term borrowing arrangements, contracts entered into with others, or entity statements of intention with regard to particular deposits; however, time deposits and short-term certificates of deposit are not generally included in legally restricted deposits. Excludes compensating balance arrangements that are not agreements, which legally restrict the use of cash amounts shown on the balance sheet. For a classified balance sheet, represents the current portion only (the non-current portion has a separate concept); for an unclassified balance sheet represents the entire amount. This item is usually not available for bank and insurance industries
CRestrictedCommonStockBalanceSheet	Shares of stock for which sale is contractually or governmentally restricted for a given period of time. Stock that is acquired through an employee stock option plan or other private means may not be transferred. Restricted stock must be traded in compliance with special SEC regulations
CRestrictedInvestmentsBalanceSheet	Investments whose use is restricted in whole or in part, generally by contractual agreements or regulatory requirements. This item is usually only available for bank industry
CRestructuringAndMergernAcquisitionIncomeStatement	Expenses are related to restructuring, merger, or acquisitions. Restructuring expenses are charges associated with the consolidation and relocation of operations, disposition or abandonment of operations or productive assets. Merger and acquisition expenses are the amount of costs of a business combination including legal, accounting, and other costs that were charged to expense during the PeriodAsByte
CRetainedEarningsBalanceSheet	The cumulative net income of the company from the date of its inception (or reorganization) to the date of the financial statement less the cumulative distributions to shareholders either directly (dividends) or indirectly (treasury stock)
CRevenueGrowth	The growth in the company's revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying revenue data reported in the Income Statement within the company filings or reports
CROA	Net Income / Average Total Assets
CROA5YrAvg	This is the simple average of the company's ROA over the last 5 years. Return on asset is calculated by dividing a company's annual earnings by its average total assets
CROE	Net Income / Average Total Common Equity
CROE5YrAvg	This is the simple average of the company's ROE over the last 5 years. Return on equity reveals how much profit a company has earned in comparison to the total amount of shareholder equity found on the balance sheet
CROIC	Net Income / (Total Equity + Long-term Debt and Capital Lease Obligation + Short-term Debt and Capital Lease Obligation)
CSalariesAndWagesIncomeStatement	All salary, wages, compensation, management fees, and employee benefit expenses
CSaleOfBusinessCashFlowStatement	Proceeds received from selling a business including proceeds from a subsidiary, and proceeds from an affiliated company
CSaleOfIntangiblesCashFlowStatement	The amount of capital inflow from the sale of all kinds of intangible assets
CSaleOfInvestmentCashFlowStatement	Proceeds received from selling all kind of investments, including both long term and short term
CSaleOfInvestmentPropertiesCashFlowStatement	Cash inflow from sale of investment properties during the accounting PeriodAsByte
CSaleOfJointVentureAssociateCashFlowStatement	Cash inflow from the disposal of joint venture/associates (investment below 50%)
CSaleOfPPECashFlowStatement	Proceeds from selling any fixed assets such as property, plant and equipment, which also includes retirement of equipment
CSaleOfSubsidiariesCashFlowStatement	Cash inflow from the disposal of any subsidiaries
CSalesPerEmployee	Refers to the ratio of Revenue to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Revenue / Employee Number
CSecuritiesActivitiesIncomeStatement	Income/Loss from Securities and Activities
CSecuritiesAmortizationIncomeStatement	The gradual elimination of a liability, such as a mortgage, in regular payments over a specified period of time. Such payments must be sufficient to cover both principal and interest
CSecuritiesAndInvestmentsBalanceSheet	Asset, often applicable to Banks, which refers to the aggregate amount of all securities and investments
CSecuritiesLendingCollateralBalanceSheet	The carrying value as of the balance sheet date of the liabilities collateral securities loaned to other broker-dealers. Borrowers of securities generally are required to provide collateral to the lenders of securities, commonly cash but sometimes other securities or standby letters of credit, with a value slightly higher than that of the securities borrowed
CSecuritiesLoanedBalanceSheet	The carrying value as of the balance sheet date of securities loaned to other broker dealers, typically used by such parties to cover short sales, secured by cash or other securities furnished by such parties until the borrowing is closed
CSecurityAgreeToBeResellBalanceSheet	The carrying value of funds outstanding loaned in the form of security resale agreements if the agreement requires the purchaser to resell the identical security purchased or a security that meets the definition of "substantially the same" in the case of a dollar roll. Also includes purchases of participations in pools of securities that are subject to a resale agreement
CSecurityBorrowedBalanceSheet	The securities borrowed or on loan, which is the temporary loan of securities by a lender to a borrower in exchange for cash. This item is usually only available for bank industry
CSecurityReference	Definition of the SecurityReference class
CSecuritySoldNotYetRepurchasedBalanceSheet	Represent obligations of the company to deliver the specified security at the contracted price and, thereby, create a liability to purchase the security in the market at prevailing prices
CSellingAndMarketingExpenseIncomeStatement	The aggregate total amount of expenses directly related to the marketing or selling of products or services
CSellingGeneralAndAdministrationIncomeStatement	The aggregate total costs related to selling a firm's product and services, as well as all other general and administrative expenses. Selling expenses are those directly related to the company's efforts to generate sales (e.g., sales salaries, commissions, advertising, delivery expenses). General and administrative expenses are expenses related to general administration of the company's operation (e.g., officers and office salaries, office supplies, telephone, accounting and legal services, and business licenses and fees)
CSeparateAccountAssetsBalanceSheet	The fair value of the assets held by the company for the benefit of separate account policyholders
CSeparateAccountBusinessBalanceSheet	Refers to revenue that is generated that is not part of typical operations
CServiceChargeOnDepositorAccountsIncomeStatement	Includes any service charges on following accounts: Demand Deposit; Checking account; Savings account; Deposit in foreign offices; ESCROW accounts; Money Market Certificates & Deposit accounts, CDs (Negotiable Certificates of Deposits); NOW Accounts (Negotiable Order of Withdrawal); IRAs (Individual Retirement Accounts). This item is usually only available for bank industry
CShareIssuedBalanceSheet	The number of authorized shares that is sold to and held by the shareholders of a company, regardless of whether they are insiders, institutional investors or the general public. Unlike shares that are held as treasury stock, shares that have been retired are not included in this figure. The amount of issued shares can be all or part of the total amount of authorized shares of a corporation
CShareOfAssociatesCashFlowStatement	A non-cash adjustment for share of associates' income in respect of operating activities
CShortTermDebtIssuanceCashFlowStatement	The cash inflow from a debt initially having maturity due within one year or the normal operating cycle, if longer
CShortTermDebtPaymentsCashFlowStatement	The cash outflow for a borrowing having initial term of repayment within one year or the normal operating cycle, if longer
CShortTermInvestmentsAvailableForSaleBalanceSheet	The current assets section of a company's balance sheet that contains the investments that a company holds with the purpose for trading
CShortTermInvestmentsHeldToMaturityBalanceSheet	The current assets section of a company's balance sheet that contains the investments that a company has made that will expire at a fixed date within one year
CShortTermInvestmentsTradingBalanceSheet	The current assets section of a company's balance sheet that contains the investments that a company can trade at any moment
CSocialSecurityCostsIncomeStatement	Benefits paid to the employees in respect of their work
CSolvencyRatio	Measure of whether a company's cash flow is sufficient to meet its short-term and long-term debt requirements. The lower this ratio is, the greater the probability that the company will be in financial distress. Net Income + Depreciation, Depletion and Amortization/ average of annual Total Liabilities over the most recent two periods
CSpecialIncomeChargesIncomeStatement	Earnings or losses attributable to occurrences or actions by the firm that is either infrequent or unusual
CStaffCostsIncomeStatement	Total staff cost which is paid to the employees that is not part of Selling, General, and Administration expense
CStockBasedCompensationCashFlowStatement	Value of stock issued during the period as a result of any share-based compensation plan other than an employee stock ownership plan (ESOP)
CStockBasedCompensationIncomeStatement	The cost to the company for granting stock options to reward employees
CStockholdersEquityBalanceSheet	The residual interest in the assets of the enterprise that remains after deducting its liabilities. Equity is increased by owners' investments and by comprehensive income, and it is reduced by distributions to the owners
CStockholdersEquityGrowth	The growth in the stockholder's equity on a percentage basis. Morningstar calculates the growth percentage based on the residual interest in the assets of the enterprise that remains after deducting its liabilities reported in the Balance Sheet within the company filings or reports
CStockType	Helper class for the AssetClassification's StockType field AssetClassification.StockType
CStyleBox	Helper class for the AssetClassification's StyleBox field AssetClassification.StyleBox. For stocks and stock funds, it classifies securities according to market capitalization and growth and value factor
CSubordinatedLiabilitiesBalanceSheet	The total carrying value of securities loaned to other broker dealers, typically used by such parties to cover short sales, secured by cash or other securities furnished by such parties until the borrowing is closed; in a Non-Differentiated Balance Sheet
CTangibleBookValueBalanceSheet	The company's total book value less the value of any intangible assets. Methodology: Common Stock Equity minus Goodwill and Other Intangible Assets
CTaxAssetsTotalBalanceSheet	Sum of total tax assets in a Non-Differentiated Balance Sheet, includes Tax Receivables and Deferred Tax Assets
CTaxEffectOfUnusualItemsIncomeStatement	Tax effect of the usual items
CTaxesAssetsCurrentBalanceSheet	Carrying amount due within one year of the balance sheet date (or one operating cycle, if longer) from tax authorities as of the balance sheet date representing refunds of overpayments or recoveries based on agreed-upon resolutions of disputes, and current deferred tax assets
CTaxesReceivableBalanceSheet	Carrying amount due within one year of the balance sheet date (or one operating cycle, if longer) from tax authorities as of the balance sheet date representing refunds of overpayments or recoveries based on agreed-upon resolutions of disputes. This item is usually not available for bank industry
CTaxesRefundPaidCashFlowStatement	Total tax paid or received on operating activities
CTaxesRefundPaidDirectCashFlowStatement	Tax paid/refund related to operating activities, for the direct cash flow
CTaxLossCarryforwardBasicEPS	The earnings attributable to the tax loss carry forward (during the reporting period)
CTaxLossCarryforwardDilutedEPS	The earnings from any tax loss carry forward (in the reporting period)
CTaxProvisionIncomeStatement	Include any taxes on income, net of any investment tax credits for the current accounting PeriodAsByte
CTaxRate	Refers to the ratio of tax provision to pretax income. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Tax Provision / Pretax Income. [Note: Valid only when positive pretax income, and positive tax expense (not tax benefit)]
CTaxRateForCalcsIncomeStatement	Tax rate used for Morningstar calculations
CTotalAdjustmentsforNonCashItemsCashFlowStatement	Sum of all adjustments back from net income but without real cash outflow or inflow
CTotalAssetsBalanceSheet	The aggregate amount of probable future economic benefits obtained or controlled by a particular enterprise as a result of past transactions or events
CTotalAssetsGrowth	The growth in the total assets on a percentage basis. Morningstar calculates the growth percentage based on the total assets reported in the Balance Sheet within the company filings or reports
CTotalCapitalizationBalanceSheet	Stockholder's Equity plus Long Term Debt
CTotalDebtBalanceSheet	All borrowings incurred by the company including debt and capital lease obligations
CTotalDebtEquityRatio	Refers to the ratio of Total Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: (Current Debt And Current Capital Lease Obligation + Long-Term Debt And Long-Term Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock]
CTotalDebtEquityRatioGrowth	The growth in the company's total debt to equity ratio on a percentage basis. Morningstar calculates the growth percentage based on the total debt divided by the shareholder's equity reported in the Balance Sheet within the company filings or reports
CTotalDebtInMaturityScheduleBalanceSheet	Total Debt in Maturity Schedule is the sum of Debt details above
CTotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet	Revenue received by a firm but not yet reported as income. This item is usually only available for utility industry
CTotalDepositsBalanceSheet	A liability account which represents the total amount of funds deposited
CTotalDividendPaymentofEquitySharesIncomeStatement	Total amount paid in dividends to equity securities investors
CTotalDividendPaymentofNonEquitySharesIncomeStatement	Total amount paid in dividends to Non-Equity securities investors
CTotalDividendPerShare	Total Dividend Per Share is cash dividends and special cash dividends paid per share over a certain period of time
CTotalEquityAsReportedBalanceSheet	Total Equity as reported by the company, may be the same or not the same as Morningstar's standardized definition
CTotalEquityBalanceSheet	Total Equity equals Preferred Stock Equity + Common Stock Equity
CTotalEquityGrossMinorityInterestBalanceSheet	Residual interest, including minority interest, that remains in the assets of the enterprise after deducting its liabilities. Equity is increased by owners' investments and by comprehensive income, and it is reduced by distributions to the owners
CTotalExpensesIncomeStatement	The sum of operating expense and cost of revenue. If the company does not give the reported number, it will be calculated by adding operating expense and cost of revenue
CTotalFinancialLeaseObligationsBalanceSheet	Represents the total amount of long-term capital leases that must be paid within the next accounting period for a Non- Differentiated Balance Sheet. Capital lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract
CTotalInvestmentsBalanceSheet	Asset that refers to the sum of all available for sale securities and other investments often reported on the balance sheet of insurance firms
CTotalLiabilitiesAsReportedBalanceSheet	Total liabilities as reported by the company, may be the same or not the same as Morningstar's standardized definition
CTotalLiabilitiesGrowth	The growth in the total liabilities on a percentage basis. Morningstar calculates the growth percentage based on the total liabilities reported in the Balance Sheet within the company filings or reports
CTotalLiabilitiesNetMinorityInterestBalanceSheet	Probable future sacrifices of economic benefits arising from present obligations of an enterprise to transfer assets or provide services to others in the future as a result of past transactions or events, excluding minority interest
CTotalMoneyMarketInvestmentsIncomeStatement	The sum of the money market investments held by a bank's depositors, which are FDIC insured
CTotalNonCurrentAssetsBalanceSheet	Sum of the carrying amounts as of the balance sheet date of all assets that are expected to be realized in cash, sold or consumed after one year or beyond the normal operating cycle, if longer
CTotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet	Total obligations, net minority interest, incurred as part of normal operations that is expected to be repaid beyond the following twelve months or one business cycle; excludes minority interest
CTotalOperatingIncomeAsReportedIncomeStatement	Operating profit/loss as reported by the company, may be the same or not the same as Morningstar's standardized definition
CTotalOtherFinanceCostIncomeStatement	Any other finance cost which is not clearly defined in the Non-Operating section
CTotalPartnershipCapitalBalanceSheet	Ownership interest of different classes of partners in the publicly listed limited partnership or master limited partnership. Partners include general, limited and preferred partners
CTotalPremiumsEarnedIncomeStatement	Premiums earned is the portion of an insurance written premium which is considered "earned" by the insurer, based on the part of the policy period that the insurance has been in effect, and during which the insurer has been exposed to loss
CTotalRevenueAsReportedIncomeStatement	Total revenue as reported by the company, may be the same or not the same as Morningstar's standardized definition
CTotalRevenueIncomeStatement	All sales, business revenues and income that the company makes from its business operations, net of excise taxes. This applies for all companies and can be used as comparison for all industries. For Normal, Mining, Transportation and Utility templates companies, this is the sum of Operating Revenues, Excise Taxes and Fees. For Bank template companies, this is the sum of Net Interest Income and Non-Interest Income. For Insurance template companies, this is the sum of Premiums, Interest Income, Fees, Investment and Other Income
CTotalRiskBasedCapital	The sum of Tier 1 and Tier 2 Capital. Tier 1 capital consists of common shareholders equity, perpetual preferred shareholders equity with non-cumulative dividends, retained earnings, and minority interests in the equity accounts of consolidated subsidiaries. Tier 2 capital consists of subordinated debt, intermediate-term preferred stock, cumulative and long-term preferred stock, and a portion of a bank's allowance for loan and lease losses
CTotalTaxPayableBalanceSheet	A liability that reflects the taxes owed to federal, state, and local tax authorities. It is the carrying value as of the balance sheet date of obligations incurred and payable for statutory income, sales, use, payroll, excise, real, property and other taxes
CTotalUnusualItemsExcludingGoodwillIncomeStatement	The sum of all the identifiable operating and non-operating unusual items
CTotalUnusualItemsIncomeStatement	Total unusual items including Negative Goodwill
CTradeandOtherPayablesNonCurrentBalanceSheet	Sum of all non-current payables and accrued expenses
CTradeAndOtherReceivablesNonCurrentBalanceSheet	Amounts due from customers or clients, more than one year from the balance sheet date, for goods or services that have been delivered or sold in the normal course of business, or other receivables
CTradingandFinancialLiabilitiesBalanceSheet	Total carrying amount of total trading, financial liabilities and debt in a non-differentiated balance sheet
CTradingAndOtherReceivableBalanceSheet	This will serve as the "parent" value to AccountsReceivable (DataId 23001) and OtherReceivables (DataId 23342) for all company financials reported in the IFRS GAAP
CTradingAssetsBalanceSheet	Trading account assets are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time). Unrealized holding gains and losses for trading securities are included in earnings
CTradingGainLossIncomeStatement	A broker-dealer or other financial entity may buy and sell securities exclusively for its own account, sometimes referred to as proprietary trading. The profit or loss is measured by the difference between the acquisition cost and the selling price or current market or fair value. The net gain or loss, includes both realized and unrealized, from trading cash instruments, equities and derivative contracts (including commodity contracts) that has been recognized during the accounting period for the broker dealer or other financial entity's own account. This item is typically available for bank industry
CTradingLiabilitiesBalanceSheet	The carrying amount of liabilities as of the balance sheet date that pertain to principal and customer trading transactions, or which may be incurred with the objective of generating a profit from short-term fluctuations in price as part of an entity's market-making, hedging and proprietary trading. Examples include short positions in securities, derivatives and commodities, obligations under repurchase agreements, and securities borrowed arrangements
CTradingSecuritiesBalanceSheet	The total of financial instruments that are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time) or for debt and equity securities formerly categorized as available-for-sale or held-to-maturity which the company held as of the date it opted to account for such securities at fair value
CTreasuryBillsandOtherEligibleBillsBalanceSheet	Investments backed by the central government, it usually carries less risk than other investments
CTreasurySharesNumberBalanceSheet	Number of Treasury Shares
CTreasuryStockBalanceSheet	The portion of shares that a company keeps in their own treasury. Treasury stock may have come from a repurchase or buyback from shareholders; or it may have never been issued to the public in the first place. These shares don't pay dividends, have no voting rights, and are not included in shares outstanding calculations
CTrustFeesbyCommissionsIncomeStatement	Bank manages funds on behalf of its customers through the operation of various trust accounts. Any fees earned through managing those funds are called trust fees, which are recognized when earned. This item is typically available for bank industry
CUnallocatedSurplusBalanceSheet	The amount of surplus from insurance contracts which has not been allocated at the balance sheet date. This is represented as a liability to policyholders, as it pertains to cumulative income arising from the with-profits business
CUnbilledReceivablesBalanceSheet	Revenues that are not currently billed from the customer under the terms of the contract. This item is usually only available for utility industry
CUnderwritingExpensesIncomeStatement	Also known as Policy Acquisition Costs; and reported by insurance companies. The cost incurred by an insurer when deciding whether to accept or decline a risk; may include meetings with the insureds or brokers, actuarial review of loss history, or physical inspections of exposures. Also, expenses deducted from insurance company revenues (including incurred losses and acquisition costs) to determine underwriting profit
CUnearnedIncomeBalanceSheet	Income received but not yet earned, it represents the unearned amount that is netted against the total loan
CUnearnedPremiumsBalanceSheet	Carrying amount of premiums written on insurance contracts that have not been earned as of the balance sheet date
CUnpaidLossAndLossReserveBalanceSheet	Liability amount that reflects claims that are expected based upon statistical projections, but which have not been reported to the insurer
CUnrealizedGainLossBalanceSheet	A profit or loss that results from holding onto an asset rather than cashing it in and officially taking the profit or loss
CUnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement	The increases (decreases) in the market value of unsold securities whose gains (losses) were included in earnings
CUnrealizedGainsLossesOnDerivativesCashFlowStatement	The gross gains and losses on derivatives. This item is usually only available for insurance industry
CValuationRatios	Definition of the ValuationRatios class
CWagesandSalariesIncomeStatement	This is the portion under Staff Costs that represents salary paid to the employees in respect of their work
CWaterProductionBalanceSheet	The amount for a facility and plant that provides water which might include wells, reservoirs, pumping stations, and control facilities; and waste water systems which includes the waste treatment and disposal facility and equipment. This item is usually only available for utility industry
CWorkingCapitalBalanceSheet	Current Assets minus Current Liabilities. This item is usually not available for bank and insurance industries
CWorkingCapitalTurnoverRatio	Total revenue / working capital (current assets minus current liabilities)
CWorkInProcessBalanceSheet	Work, or goods, in the process of being fabricated or manufactured but not yet completed as finished goods. This item is usually available for manufacturing and mining industries
CWriteOffIncomeStatement	A reduction in the value of an asset or earnings by the amount of an expense or loss
►NMarket
CBar	Base Bar Class: Open, High, Low, Close and Period
CBaseRenkoBar	Represents a bar sectioned not by time, but by some amount of movement in a set field, where:
CDataDictionary	Provides a base class for types holding base data instances keyed by symbol
CDataDictionaryExtensions	Provides extension methods for the DataDictionary class
CDelisting	Delisting event of a security
CDelistings	Collections of Delisting keyed by Symbol
CDividend	Dividend event from a security
CDividends	Collection of dividends keyed by Symbol
CFuturesChain	Represents an entire chain of futures contracts for a single underlying This type is IEnumerable<FuturesContract>
CFuturesChains	Collection of FuturesChain keyed by canonical futures symbol
CFuturesContract	Defines a single futures contract at a specific expiration
CFuturesContracts	Collection of FuturesContract keyed by futures symbol
CGreeks	Defines the greeks
CIBar	Generic bar interface with Open, High, Low and Close
CIBaseDataBar	Represents a type that is both a bar and base data
CMarginInterestRate	Margin interest rate data source
CMarginInterestRates	Collection of dividends keyed by Symbol
COpenInterest	Defines a data type that represents open interest for given security
COptionChain	Represents an entire chain of option contracts for a single underying security. This type is IEnumerable<OptionContract>
COptionChains	Collection of OptionChain keyed by canonical option symbol
COptionContract	Defines a single option contract at a specific expiration and strike price
COptionContracts	Collection of OptionContract keyed by option symbol
CQuoteBar	QuoteBar class for second and minute resolution data: An OHLC implementation of the QuantConnect BaseData class with parameters for candles
CQuoteBars	Collection of QuoteBar keyed by symbol
CRangeBar	Represents a bar sectioned not by time, but by some amount of movement in a value (for example, Closing price moving in $10 bar sizes)
CRenkoBar	Represents a bar sectioned not by time, but by some amount of movement in a value (for example, Closing price moving in $10 bar sizes)
CSplit	Split event from a security
CSplits	Collection of splits keyed by Symbol
CSymbolChangedEvent	Symbol changed event of a security. This is generated when a symbol is remapped for a given security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same
CSymbolChangedEvents	Collection of SymbolChangedEvent keyed by the original, requested symbol
CTick	Tick class is the base representation for tick data. It is grouped into a Ticks object which implements IDictionary and passed into an OnData event handler
CTicks	Ticks collection which implements an IDictionary-string-list of ticks. This way users can iterate over the string indexed ticks of the requested symbol
CTradeBar	TradeBar class for second and minute resolution data: An OHLC implementation of the QuantConnect BaseData class with parameters for candles
CTradeBars	Collection of TradeBars to create a data type for generic data handler:
CVolumeRenkoBar	Represents a bar sectioned not by time, but by some amount of movement in volume
►NShortable
CInteractiveBrokersShortableProvider	Sources the InteractiveBrokers short availability data from the local disk for the given brokerage
CLocalDiskShortableProvider	Sources short availability data from the local disk for the given brokerage
CNullShortableProvider	Defines the default shortable provider in the case that no local data exists. This will allow for all assets to be infinitely shortable, with no restrictions
CShortableProviderPythonWrapper	Python wrapper for custom shortable providers
►NUniverseSelection
CBaseDataCollection	This type exists for transport of data as a single packet
CBaseFundamentalDataProvider	Base fundamental data provider
CCoarseFundamental	Defines summary information about a single symbol for a given date
►CCoarseFundamentalDataProvider	Coarse base fundamental data provider
CCoarseFundamentalSource	Coarse fundamental with setters
CCoarseFundamentalUniverse	Defines a universe that reads coarse us equity data
CConstituentsUniverse	ConstituentsUniverse allows to perform universe selection based on an already preselected set of Symbol
CConstituentsUniverseData	Custom base data class used for ConstituentsUniverse
CContinuousContractUniverse	Continuous contract universe selection that based on the requested mapping mode will select each symbol
CETFConstituentData	ETF Constituent data
CETFConstituentsUniverseFactory	Creates a universe based on an ETF's holdings at a given date
CETFConstituentUniverse	ETF constituent data
CFineFundamentalFilteredUniverse	Provides a universe that can be filtered with a FineFundamental selection function
CFineFundamentalUniverse	Defines a universe that reads fine us equity data
CFuncUniverse	Provides a functional implementation of Universe
CFundamentalFilteredUniverse	Provides a universe that can be filtered with a Fundamental.Fundamental selection function
CFundamentalService	Fundamental data provider service
CFundamentalUniverseFactory	Defines a universe that reads fundamental us equity data
CFuturesChainUniverse	Defines a universe for a single futures chain
CGetSubscriptionRequestsUniverseDecorator	Provides a universe decoration that replaces the implementation of GetSubscriptionRequests
CIFundamentalDataProvider
CITimeTriggeredUniverse	A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data that is used to 'pulse' the universe selection function – instead, the times output by GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data
COptionChainUniverse	Defines a universe for a single option chain
COptionUniverse	Represents a universe of options data
CSchedule	Entity in charge of managing a schedule
CScheduledUniverse	Defines a user that is fired based on a specified IDateRule and ITimeRule
CSecurityChanges	Defines the additions and subtractions to the algorithm's security subscriptions
CSecurityChangesConstructor	Helper method to create security changes
CSelectSymbolsUniverseDecorator	Provides a univese decoration that replaces the implementation of SelectSymbols
CSubscriptionRequest	Defines the parameters required to add a subscription to a data feed
►CUniverse	Provides a base class for all universes to derive from
CMember	Member of the Universe
CSelectionEventArgs	Event fired when the universe selection changes
CUnchangedUniverse	Provides a value to indicate that no changes should be made to the universe. This value is intended to be returned by reference via Universe.SelectSymbols
CUniverseDecorator	Provides an implementation of UniverseSelection.Universe that redirects all calls to a wrapped (or decorated) universe. This provides scaffolding for other decorators who only need to override one or two methods
CUniverseExtensions	Provides extension methods for the Universe class
CUniversePythonWrapper	Provides an implementation of Universe that wraps a PyObject object
CUniverseSettings	Defines settings required when adding a subscription
CUserDefinedUniverse	Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols
CBaseData	Abstract base data class of QuantConnect. It is intended to be extended to define generic user customizable data types while at the same time implementing the basics of data where possible
CBaseDataRequest	Abstract sharing logic for data requests
CChannel	Represents a subscription channel
CConstantDividendYieldModel	Constant dividend yield model
CConstantRiskFreeRateInterestRateModel	Constant risk free rate interest rate model
CDataAggregatorInitializeParameters	The IDataAggregator parameters initialize dto
CDataHistory	Historical data abstraction
CDataMonitor	Monitors data requests and reports on missing data
CDataQueueHandlerSubscriptionManager	Count number of subscribers for each channel (Symbol, Socket) pair
CDiskDataCacheProvider	Simple data cache provider, writes and reads directly from disk Used as default for LeanDataWriter
CDividendYieldProvider	Estimated annualized continuous dividend yield at given date
CDownloaderExtensions	Contains extension methods for the Downloader functionality
CDynamicData	Dynamic Data Class: Accept flexible data, adapting to the columns provided by source
CEventBasedDataQueueHandlerSubscriptionManager	Overrides DataQueueHandlerSubscriptionManager methods using events
CFuncRiskFreeRateInterestRateModel	Constant risk free rate interest rate model
CGetSetPropertyDynamicMetaObject	Provides an implementation of DynamicMetaObject that uses get/set methods to update values in the dynamic object
CHistoryExtensions	Helper extension methods for objects related with Histotical data
CHistoryProviderBase	Provides a base type for all history providers
CHistoryProviderInitializeParameters	Represents the set of parameters for the IHistoryProvider.Initialize method
CHistoryRequest	Represents a request for historical data
CHistoryRequestFactory	Helper class used to create new HistoryRequest
CIBaseData	Base Data Class: Type, Timestamp, Key – Base Features
CIDataAggregator	Aggregates ticks and bars based on given subscriptions
CIDividendYieldModel	Represents a model that provides dividend yield data
CIndexedBaseData	Abstract indexed base data class of QuantConnect. It is intended to be extended to define customizable data types which are stored using an intermediate index source
CIndicatorHistory	Provides historical values of an indicator
CInterestRateProvider	Fed US Primary Credit Rate at given date
CIRiskFreeInterestRateModel	Represents a model that provides risk free interest rate data
CISubscriptionEnumeratorFactory	Create an IEnumerator<BaseData>
CISymbolProvider	Base data with a symbol
CLeanDataWriter	Data writer for saving an IEnumerable of BaseData into the LEAN data directory
CRiskFreeInterestRateModelExtensions	Provide extension and static methods for IRiskFreeInterestRateModel
CSlice	Provides a data structure for all of an algorithm's data at a single time step
CSliceExtensions	Provides extension methods to slices and slice enumerables
►CSubscriptionDataConfig	Subscription data required including the type of data
CNewSymbolEventArgs	New base class for all event classes
CSubscriptionDataConfigExtensions	Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig
CSubscriptionDataConfigList	Provides convenient methods for holding several SubscriptionDataConfig
CSubscriptionDataSource	Represents the source location and transport medium for a subscription
CSubscriptionManager	Enumerable Subscription Management Class
►NDataSource
CNullData	Represents a custom data type place holder
►NDownloaderDataProvider
►NLauncher
►NModels
►NConstants
CDownloaderCommandArguments
CBrokerageDataDownloader	Class for downloading data from a brokerage
CDataDownloadConfig	Represents the configuration for data download
►NExceptions
CClrBubbledExceptionInterpreter	Interprets ClrBubbledException instances
CDllNotFoundPythonExceptionInterpreter	Interprets DllNotFoundPythonExceptionInterpreter instances
CIExceptionInterpreter	Defines an exception interpreter. Interpretations are invoked on IAlgorithm.RunTimeError
CInvalidTokenPythonExceptionInterpreter	Interprets InvalidTokenPythonExceptionInterpreter instances
CKeyErrorPythonExceptionInterpreter	Interprets KeyErrorPythonExceptionInterpreter instances
CNoMethodMatchPythonExceptionInterpreter	Interprets NoMethodMatchPythonExceptionInterpreter instances
CPythonExceptionInterpreter	Interprets PythonExceptionInterpreter instances
CScheduledEventExceptionInterpreter	Interprets ScheduledEventException instances
CStackExceptionInterpreter	Interprets exceptions using the configured interpretations
CSystemExceptionInterpreter	Base handler that will try get an exception file and line
CUnsupportedOperandPythonExceptionInterpreter	Interprets UnsupportedOperandPythonExceptionInterpreter instances
►NIndicators
►NCandlestickPatterns
CAbandonedBaby	Abandoned Baby candlestick pattern
CAdvanceBlock	Advance Block candlestick pattern
CBeltHold	Belt-hold candlestick pattern indicator
CBreakaway	Breakaway candlestick pattern indicator
CCandleSetting	Represents a candle setting
CCandleSettings	Candle settings for all candlestick patterns
CCandlestickPattern	Abstract base class for a candlestick pattern indicator
CClosingMarubozu	Closing Marubozu candlestick pattern indicator
CConcealedBabySwallow	Concealed Baby Swallow candlestick pattern
CCounterattack	Counterattack candlestick pattern
CDarkCloudCover	Dark Cloud Cover candlestick pattern
CDoji	Doji candlestick pattern indicator
CDojiStar	Doji Star candlestick pattern indicator
CDragonflyDoji	Dragonfly Doji candlestick pattern indicator
CEngulfing	Engulfing candlestick pattern
CEveningDojiStar	Evening Doji Star candlestick pattern
CEveningStar	Evening Star candlestick pattern
CGapSideBySideWhite	Up/Down-gap side-by-side white lines candlestick pattern
CGravestoneDoji	Gravestone Doji candlestick pattern indicator
CHammer	Hammer candlestick pattern indicator
CHangingMan	Hanging Man candlestick pattern indicator
CHarami	Harami candlestick pattern indicator
CHaramiCross	Harami Cross candlestick pattern indicator
CHighWaveCandle	High-Wave Candle candlestick pattern indicator
CHikkake	Hikkake candlestick pattern
CHikkakeModified	Hikkake Modified candlestick pattern
CHomingPigeon	Homing Pigeon candlestick pattern indicator
CIdenticalThreeCrows	Identical Three Crows candlestick pattern
CInNeck	In-Neck candlestick pattern indicator
CInvertedHammer	Inverted Hammer candlestick pattern indicator
CKicking	Kicking candlestick pattern
CKickingByLength	Kicking (bull/bear determined by the longer marubozu) candlestick pattern
CLadderBottom	Ladder Bottom candlestick pattern indicator
CLongLeggedDoji	Long Legged Doji candlestick pattern indicator
CLongLineCandle	Long Line Candle candlestick pattern indicator
CMarubozu	Marubozu candlestick pattern indicator
CMatchingLow	Matching Low candlestick pattern indicator
CMatHold	Mat Hold candlestick pattern
CMorningDojiStar	Morning Doji Star candlestick pattern
CMorningStar	Morning Star candlestick pattern
COnNeck	On-Neck candlestick pattern indicator
CPiercing	Piercing candlestick pattern
CRickshawMan	Rickshaw Man candlestick pattern
CRiseFallThreeMethods	Rising/Falling Three Methods candlestick pattern
CSeparatingLines	Separating Lines candlestick pattern indicator
CShootingStar	Shooting Star candlestick pattern
CShortLineCandle	Short Line Candle candlestick pattern indicator
CSpinningTop	Spinning Top candlestick pattern indicator
CStalledPattern	Stalled Pattern candlestick pattern
CStickSandwich	Stick Sandwich candlestick pattern indicator
CTakuri	Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern indicator
CTasukiGap	Tasuki Gap candlestick pattern indicator
CThreeBlackCrows	Three Black Crows candlestick pattern
CThreeInside	Three Inside Up/Down candlestick pattern
CThreeLineStrike	Three Line Strike candlestick pattern
CThreeOutside	Three Outside Up/Down candlestick pattern
CThreeStarsInSouth	Three Stars In The South candlestick pattern
CThreeWhiteSoldiers	Three Advancing White Soldiers candlestick pattern
CThrusting	Thrusting candlestick pattern indicator
CTristar	Tristar candlestick pattern indicator
CTwoCrows	Two Crows candlestick pattern indicator
CUniqueThreeRiver	Unique Three River candlestick pattern
CUpDownGapThreeMethods	Up/Down Gap Three Methods candlestick pattern
CUpsideGapTwoCrows	Upside Gap Two Crows candlestick pattern
CAbsolutePriceOscillator	This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]
CAccelerationBands	The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average
CAccumulationDistribution	This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume
CAccumulationDistributionOscillator	This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD)
CAdvanceDeclineDifference	The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks that closed lower than their previous day's closing prices
CAdvanceDeclineIndicator	The advance-decline indicator compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices
CAdvanceDeclineRatio	The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices
CAdvanceDeclineVolumeRatio	The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused
CAlpha	In financial analysis, the Alpha indicator is used to measure the performance of an investment (such as a stock or ETF) relative to a benchmark index, often representing the broader market. Alpha indicates the excess return of the investment compared to the return of the benchmark index
CArmsIndex	The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume)
CArnaudLegouxMovingAverage	Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. Source: https://www.cjournal.cz/files/308.pdf
CAroonOscillator	The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction
CAugenPriceSpike	The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The Volatility Edge in Options Trading, Jeff Augen describes a method for tracking absolute price changes in terms of recent volatility, using the standard deviation
CAutoRegressiveIntegratedMovingAverage	An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times):
CAverageDirectionalIndex	This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx
CAverageDirectionalMovementIndexRating	This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2
CAverageRange	Represents the Average Range (AR) indicator, which calculates the average price range
CAverageTrueRange	The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. This indicator computes the TrueRange and then smoothes the TrueRange over a given period
CAwesomeOscillator	The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically,
CBalanceOfPower	This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low)
CBarIndicator	The BarIndicator is an indicator that accepts IBaseDataBar data as its input
CBeta	In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (volatility) of the reference (market indexes). The Beta indicators compares target's price movement to the movements of the indexes over the same period of time
CBollingerBands	This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average
CChaikinMoneyFlow	The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period
CChandeKrollStop	This indicator computes the short stop and lower stop values of the Chande Kroll Stop Indicator. It is used to determine the optimal placement of a stop-loss order
CChandeMomentumOscillator	This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss)
CChoppinessIndex	The ChoppinessIndex indicator is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction)
CCommodityChannelIndex	Represents the traditional commodity channel index (CCI)
CCompositeIndicator	This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function
CConnorsRelativeStrengthIndex	Represents the Connors Relative Strength Index (CRSI), a combination of the traditional Relative Strength Index (RSI), a Streak RSI (SRSI), and Percent Rank. This index is designed to provide a more robust measure of market strength by combining momentum, streak behavior, and price change
CConstantIndicator	An indicator that will always return the same value
CCoppockCurve	A momentum indicator developed by Edwin “Sedge” Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve
CCorrelation	The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the price movements of a target security (e.g., a stock or ETF) and a reference market index. It measures how closely the target’s price changes are aligned with the fluctuations of the index over a specific period of time, providing insights into the target’s susceptibility to market movements. A positive correlation indicates that the target tends to move in the same direction as the market index, while a negative correlation suggests an inverse relationship. A correlation close to 0 implies a weak or no linear relationship. Commonly, the SPX index is employed as the benchmark for the overall market when calculating correlation, ensuring a consistent and reliable reference point. This helps traders and investors make informed decisions regarding the risk and behavior of the target security in relation to market trends
CDelay	An indicator that delays its input for a certain period
CDelta	Option Delta indicator that calculate the delta of an option
CDeMarkerIndicator	In the DeMarker strategy, for some period of size N, set:
CDerivativeOscillator	Represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI)
CDetrendedPriceOscillator	The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA
CDonchianChannel	This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe
CDoubleExponentialMovingAverage	This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2
CDualSymbolIndicator	Base class for indicators that work with two different symbols and calculate an indicator based on them
CEaseOfMovementValue	This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA Source: https://www.investopedia.com/terms/e/easeofmovement.asp
CExponentialMovingAverage	Represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history
CFilteredIdentity	Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given if it passes a filter condition
CFisherTransform	The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability Distribution Function is approximately Gaussian. Once the Fisher transform is computed, the transformed data can then be analyzed in terms of it's deviation from the mean
CForceIndex	The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period
CFractalAdaptiveMovingAverage	The Fractal Adaptive Moving Average (FRAMA) by John Ehlers
CFunctionalIndicator	The functional indicator is used to lift any function into an indicator. This can be very useful when trying to combine output of several indicators, or for expression a mathematical equation
CGamma	Option Gamma indicator that calculate the gamma of an option
CHeikinAshi	This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0])
CHullMovingAverage	Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html
CHurstExponent	Represents the Hurst Exponent indicator, which is used to measure the long-term memory of a time series
CIchimokuKinkoHyo	This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)
CIdentity	Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given
CIIndicator	KEEPING THIS INTERFACE FOR BACKWARDS COMPATIBILITY. Represents an indicator that can receive data updates and emit events when the value of the indicator has changed
CIIndicatorWarmUpPeriodProvider	Represents an indicator with a warm up period provider
CImpliedVolatility	Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model
CIndicator	Represents a type capable of ingesting a piece of data and producing a new piece of data. Indicators can be used to filter and transform data into a new, more informative form
CIndicatorBase	Abstract Indicator base, meant to contain non-generic fields of indicator base to support non-typed inputs
CIndicatorDataPoint	Represents a piece of data at a specific time
CIndicatorDataPoints	Collection of indicator data points for a given time
CIndicatorExtensions	Provides extension methods for Indicator
CIndicatorResult	Represents the result of an indicator's calculations
CInternalBarStrength	The InternalBarStrenght indicator is a measure of the relative position of a period's closing price to the same period's high and low. The IBS can be interpreted to predict a bullish signal when displaying a low value and a bearish signal when presenting a high value
CInternalIndicatorValues	Internal carrier of an indicator values by property name
CIntradayVwap	Defines the canonical intraday VWAP indicator
CIReadOnlyWindow	Interface type used to pass windows around without worry of external modification
CKaufmanAdaptiveMovingAverage	This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average
CKaufmanEfficiencyRatio	This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp
CKeltnerChannels	This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average true range multiples away from the middle band.
CLeastSquaresMovingAverage	The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. Source: https://rtmath.net/assets/docs/finanalysis/html/b3fab79c-f4b2-40fb-8709-fdba43cdb363.htm
CLinearWeightedMovingAverage	Represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator
CLogReturn	Represents the LogReturn indicator (LOGR)
CMarketProfile	Represents an Indicator of the Market Profile and its attributes
CMassIndex	The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey
CMaximum	Represents an indicator capable of tracking the maximum value and how many periods ago it occurred
CMcClellanOscillator	The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods
CMcClellanSummationIndex	The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator
CMcGinleyDynamic	Represents the McGinley Dynamic (MGD) It is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed
CMeanAbsoluteDeviation	This indicator computes the n-period mean absolute deviation
CMesaAdaptiveMovingAverage	Implements the Mesa Adaptive Moving Average (MAMA) indicator along with the following FAMA (Following Adaptive Moving Average) as a secondary indicator. The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average
CMidPoint	This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2
CMidPrice	This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2
CMinimum	Represents an indicator capable of tracking the minimum value and how many periods ago it occurred
CMomentum	This indicator computes the n-period change in a value using the following: value_0 - value_n
CMomentumPercent	This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n
CMomersionIndicator	Oscillator indicator that measures momentum and mean-reversion over a specified period n. Source: Harris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/
CMoneyFlowIndex	The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure
CMovingAverageConvergenceDivergence	This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages
CMovingAverageTypeExtensions	Provides extension methods for the MovingAverageType enumeration
CNormalizedAverageTrueRange	This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the following formula: NATR = (ATR(period) / Close) * 100
COnBalanceVolume	This indicator computes the On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the current close price and previous close price. If the current close price is equivalent to the previous price the OBV remains the same, If the current close price is higher the volume of that day is added to the OBV, while a lower close price will result in negative value
COptionGreekIndicatorsHelper	Helper class for option greeks related indicators
COptionGreeksIndicatorBase	To provide a base class for option greeks indicator
COptionIndicatorBase	To provide a base class for option indicator
CParabolicStopAndReverse	Parabolic SAR Indicator Based on TA-Lib implementation
CPercentagePriceOscillator	This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i]
CPivotPoint	Represents the points identified by Pivot Point High/Low Indicator
CPivotPointsEventArgs	Event arguments class for the PivotPointsHighLow.NewPivotPointFormed event
CPivotPointsHighLow	Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low
CPremierStochasticOscillator	Premier Stochastic Oscillator (PSO) Indicator implementation. This indicator combines a stochastic oscillator with exponential moving averages to provide a normalized output between -1 and 1, which can be useful for identifying trends and potential reversal points in the market
CPythonIndicator	Provides a wrapper for IndicatorBase<IBaseData> implementations written in python
CRateOfChange	This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n
CRateOfChangePercent	This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n
CRateOfChangeRatio	This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice
CRegressionChannel	The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html
CRelativeDailyVolume	The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio
CRelativeMovingAverage	Represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html
CRelativeStrengthIndex	Represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation
CRelativeVigorIndex	The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let:
CRelativeVigorIndexSignal	The signal for the Relative Vigor Index, itself an indicator
CResetCompositeIndicator	Class that extends CompositeIndicator to execute a given action once is reset
CRho	Option Rho indicator that calculate the rho of an option
CRogersSatchellVolatility	This indicator computes the Rogers-Satchell Volatility It is an estimator for measuring the volatility of securities with an average return not equal to zero
CRollingWindow	This is a window that allows for list access semantics, where this[0] refers to the most recent item in the window and this[Count-1] refers to the last item in the window
CSchaffTrendCycle	This indicator creates the Schaff Trend Cycle
CSharpeRatio	Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe
CSimpleMovingAverage	Represents the traditional simple moving average indicator (SMA)
CSmoothedOnBalanceVolume	The SmoothedOnBalanceVolume indicator is smoothed version of OnBalanceVolume This indicator computes the OnBalanceVolume and then smoothes it over a given period
CSortinoRatio	Calculation of the Sortino Ratio, a modification of the SharpeRatio
CSqueezeMomentum	The SqueezeMomentum indicator calculates whether the market is in a "squeeze" condition, determined by comparing Bollinger Bands to Keltner Channels. When the Bollinger Bands are inside the Keltner Channels, the indicator returns 1 (squeeze on). Otherwise, it returns -1 (squeeze off)
CStandardDeviation	This indicator computes the n-period population standard deviation
CStochastic	This indicator computes the Slow Stochastics K and D. The Fast Stochastics K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics K is calculated the Slow Stochastic K is calculated by the average/smoothed price of of the Fast K with the given period. The Slow Stochastics D is then derived from the Slow Stochastics K with the given period
CStochasticRelativeStrengthIndex	Stochastic RSI, or simply StochRSI, is a technical analysis indicator used to determine whether an asset is overbought or oversold, as well as to identify current market trends. As the name suggests, the StochRSI is a derivative of the standard Relative Strength Index (RSI) and, as such, is considered an indicator of an indicator. It is a type of oscillator, meaning that it fluctuates above and below a center line
CSum	Represents an indicator capable of tracking the sum for the given period
CSuperTrend	Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/
CSwissArmyKnife	Swiss Army Knife indicator by John Ehlers
CT3MovingAverage	This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor);
CTargetDownsideDeviation	This indicator computes the n-period target downside deviation. 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
CTheta	Option Theta indicator that calculate the theta of an option
CTimeProfile	Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes
CTimeSeriesForecast	Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf
CTimeSeriesIndicator	The base class for any Time Series-type indicator, containing methods common to most of such models
CTradeBarIndicator	The TradeBarIndicator is an indicator that accepts TradeBar data as its input
CTriangularMovingAverage	This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2)
CTripleExponentialMovingAverage	This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3
CTrix	This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix
CTrueRange	This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low
CTrueStrengthIndex	This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.stockcharts.com/doku.php?id=technical_indicators:true_strength_index
CUltimateOscillator	This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator
CValueAtRisk	This indicator computes 1-day VaR for a specified confidence level and lookback period
CVariableIndexDynamicAverage	This indicator computes the n-period adaptive weighted moving average indicator. VIDYAi = Pricei x F x ABS(CMOi) + VIDYAi-1 x (1 - F x ABS(CMOi)) where: VIDYAi - is the value of the current period. Pricei - is the source price of the period being calculated. F = 2/(Period_EMA+1) - is a smoothing factor. ABS(CMOi) - is the absolute current value of CMO. VIDYAi-1 - is the value of the period immediately preceding the period being calculated
CVariance	This indicator computes the n-period population variance
CVega	Option Vega indicator that calculate the Vega of an option
CVolumeProfile	Represents an Indicator of the Market Profile with Volume Profile mode and its attributes
CVolumeWeightedAveragePriceIndicator	Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the total shares traded for the day
CVolumeWeightedMovingAverage	This indicator computes the Volume Weighted Moving Average (VWMA) It is a technical analysis indicator used by traders to determine the average price of an asset over a given period of time, taking into account both price and volume
CVortex	Represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends
CWilderAccumulativeSwingIndex	This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'
CWilderMovingAverage	Represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems
CWilderSwingIndex	This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'
CWilliamsPercentR	Williams R, or just R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20%
CWindowIdentity	Represents an indicator that is a ready after ingesting enough samples (# samples > period) and always returns the same value as it is given
CWindowIndicator	Represents an indicator that acts on a rolling window of data
CZeroLagExponentialMovingAverage	Represents the zero lag moving average indicator (ZLEMA) ie a technical indicator that aims is to eliminate the inherent lag associated to all trend following indicators which average a price over time
CZigZag	The ZigZag indicator identifies significant turning points in price movements, filtering out noise using a sensitivity threshold and a minimum trend length. It alternates between high and low pivots to determine market trends
►NInterfaces
CDataProviderNewDataRequestEventArgs	Event arguments for the IDataProvider.NewDataRequest event
CIAccountCurrencyProvider	A reduced interface for an account currency provider
CIAlgorithm	Interface for QuantConnect algorithm implementations. All algorithms must implement these basic members to allow interaction with the Lean Backtesting Engine
CIAlgorithmSettings	User settings for the algorithm which can be changed in the IAlgorithm.Initialize method
CIAlgorithmSubscriptionManager	AlgorithmSubscriptionManager interface will manage the subscriptions for the SubscriptionManager
CIApi	API for QuantConnect.com
CIBrokerage	Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation
CIBrokerageCashSynchronizer	Defines live brokerage cash synchronization operations
CIBrokerageFactory	Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory
CIBusyCollection	Interface used to handle items being processed and communicate busy state
CIDataCacheProvider	Defines a cache for data
CIDataChannelProvider	Specifies data channel settings
CIDataMonitor	Monitors data requests and reports on missing data
CIDataPermissionManager	Entity in charge of handling data permissions
CIDataProvider	Fetches a remote file for a security. Must save the file to Globals.DataFolder
CIDataProviderEvents	Events related to data providers
CIDataQueueHandler	Task requestor interface with cloud system
CIDataQueueUniverseProvider	This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific
CIDownloadProvider	Wrapper on the API for downloading data for an algorithm
CIExtendedDictionary	Represents a generic collection of key/value pairs that implements python dictionary methods
CIFactorFileProvider	Provides instances of FactorFile<T> at run time
CIFutureChainProvider	Provides the full future chain for a given underlying
CIHistoryProvider	Provides historical data to an algorithm at runtime
CIJobQueueHandler	Task requestor interface with cloud system
CIMapFileProvider	Provides instances of MapFileResolver at run time
CIMessagingHandler	Messaging System Plugin Interface. Provides a common messaging pattern between desktop and cloud implementations of QuantConnect
CIObjectStore	Provides object storage for data persistence
CIOptionChainProvider	Provides the full option chain for a given underlying
CIOptionPrice	Reduced interface for accessing Option specific price properties and methods
CIOrderProperties	Contains additional properties and settings for an order
CIPrimaryExchangeProvider	Primary Exchange Provider interface
CIRegressionAlgorithmDefinition	Defines a C# algorithm as a regression algorithm to be run as part of the test suite. This interface also allows the algorithm to declare that it has versions in other languages that should yield identical results
CIRegressionResearchDefinition	Defines interface for research notebooks to be run as part of the research test suite
CISecurityInitializerProvider	Reduced interface which provides an instance which implements ISecurityInitializer
CISecurityPrice	Reduced interface which allows setting and accessing price properties for a Security
CISecurityService	This interface exposes methods for creating a new Security
CIShortableProvider	Defines a short list/easy-to-borrow provider
CISignalExportTarget	Interface to send positions holdings to different 3rd party API's
CIStreamReader	Defines a transport mechanism for data from its source into various reader methods
CISubscriptionDataConfigProvider	Reduced interface which provides access to registered SubscriptionDataConfig
CISubscriptionDataConfigService	This interface exposes methods for creating a list of SubscriptionDataConfig for a given configuration
CITimeInForceHandler	Handles the time in force for an order
CITimeKeeper	Interface implemented by TimeKeeper
CITradeBuilder	Generates trades from executions and market price updates
CMessagingHandlerInitializeParameters	Parameters required to initialize a IMessagingHandler instance
CObjectStoreErrorRaisedEventArgs	Event arguments for the IObjectStore.ErrorRaised event
►NLean
►NEngine
►NDataFeeds
►NEnumerators
►NFactories
CBaseDataCollectionSubscriptionEnumeratorFactory	Provides an implementation of ISubscriptionEnumeratorFactory that reads an entire SubscriptionDataSource into a single BaseDataCollection to be emitted on the tradable date at midnight
CBaseDataSubscriptionEnumeratorFactory	Provides a default implementation of ISubscriptionEnumeratorFactory that uses BaseData factory methods for reading sources
CCorporateEventEnumeratorFactory	Helper class used to create the corporate event providers MappingEventProvider, SplitEventProvider, DividendEventProvider, DelistingEventProvider
CLiveCustomDataSubscriptionEnumeratorFactory	Provides an implementation of ISubscriptionEnumeratorFactory to handle live custom data
COptionChainUniverseSubscriptionEnumeratorFactory	Provides an implementation of ISubscriptionEnumeratorFactory for the OptionChainUniverse
CSubscriptionDataReaderSubscriptionEnumeratorFactory	Provides an implementation of ISubscriptionEnumeratorFactory that used the SubscriptionDataReader
CTimeTriggeredUniverseSubscriptionEnumeratorFactory	Provides an implementation of ISubscriptionEnumeratorFactory to emit ticks based on UserDefinedUniverse.GetTriggerTimes, allowing universe selection to fire at planned times
CAuxiliaryDataEnumerator	Auxiliary data enumerator that will, initialize and call the ITradableDateEventProvider.GetEvents implementation each time there is a new tradable day for every ITradableDateEventProvider provided
CBaseDataCollectionAggregatorEnumerator	Provides an implementation of IEnumerator<BaseDataCollection> that aggregates an underlying IEnumerator<BaseData> into a single data packet
CConcatEnumerator	Enumerator that will concatenate enumerators together sequentially enumerating them in the provided order
CDataQueueFuturesChainUniverseDataCollectionEnumerator	Enumerates live futures symbol universe data into BaseDataCollection instances
CDataQueueOptionChainUniverseDataCollectionEnumerator	Enumerates live options symbol universe data into BaseDataCollection instances
CDelistingEventProvider	Event provider who will emit Delisting events
CDividendEventProvider	Event provider who will emit Dividend events
CEnqueueableEnumerator	An implementation of IEnumerator<T> that relies on the Enqueue method being called and only ends when Stop is called
CFastForwardEnumerator	Provides the ability to fast forward an enumerator based on the age of the data
CFillForwardEnumerator	The FillForwardEnumerator wraps an existing base data enumerator and inserts extra 'base data' instances on a specified fill forward resolution
CFilterEnumerator	Enumerator that allow applying a filtering function
CFrontierAwareEnumerator	Provides an implementation of IEnumerator<BaseData> that will not emit data ahead of the frontier as specified by an instance of ITimeProvider. An instance of TimeZoneOffsetProvider is used to convert between UTC and the data's native time zone
CITradableDateEventProvider	Interface for event providers for new tradable dates
CITradableDatesNotifier	Interface which will provide an event handler who will be fired with each new tradable day
CLiveAuxiliaryDataEnumerator	Auxiliary data enumerator that will trigger new tradable dates event accordingly
CLiveAuxiliaryDataSynchronizingEnumerator	Represents an enumerator capable of synchronizing live equity data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone
CLiveDelistingEventProvider	Delisting event provider implementation which will source the delisting date based on new map files
CLiveDividendEventProvider	Event provider who will emit SymbolChangedEvent events
CLiveFillForwardEnumerator	An implementation of the FillForwardEnumerator that uses an ITimeProvider to determine if a fill forward bar needs to be emitted
CLiveMappingEventProvider	Event provider who will emit SymbolChangedEvent events
CLiveSplitEventProvider	Event provider who will emit SymbolChangedEvent events
CLiveSubscriptionEnumerator	Enumerator that will subscribe through the provided data queue handler and refresh the subscription if any mapping occurs
CMappingEventProvider	Event provider who will emit SymbolChangedEvent events
CNewDataAvailableEventArgs	Event args for when a new data point is ready to be emitted
CPriceScaleFactorEnumerator	This enumerator will update the SubscriptionDataConfig.PriceScaleFactor when required and adjust the raw BaseData prices based on the provided SubscriptionDataConfig. Assumes the prices of the provided IEnumerator are in raw mode
CQuoteBarFillForwardEnumerator	The QuoteBarFillForwardEnumerator wraps an existing base data enumerator If the current QuoteBar has null Bid and/or Ask bars, it copies them from the previous QuoteBar
CRateLimitEnumerator	Provides augmentation of how often an enumerator can be called. Time is measured using an ITimeProvider instance and calls to the underlying enumerator are limited to a minimum time between each call
CRefreshEnumerator	Provides an implementation of IEnumerator<T> that will always return true via MoveNext
CScannableEnumerator	An implementation of IEnumerator<T> that relies on "consolidated" data
CScheduledEnumerator	This enumerator will filter out data of the underlying enumerator based on a provided schedule. Will respect the schedule above the data, meaning will let older data through if the underlying provides none for the schedule date
CSortEnumerator	Provides an enumerator for sorting collections of BaseData objects based on a specified property. The sorting occurs lazily, only when enumeration begins
CSplitEventProvider	Event provider who will emit Split events
CStrictDailyEndTimesEnumerator	Enumerator that will handle adjusting daily strict end times if appropriate
CSubscriptionDataEnumerator	An IEnumerator<SubscriptionData> which wraps an existing IEnumerator<BaseData>
CSubscriptionFilterEnumerator	Implements a wrapper around a base data enumerator to provide a final filtering step
CSynchronizingBaseDataEnumerator	Represents an enumerator capable of synchronizing other base data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone
CSynchronizingEnumerator	Represents an enumerator capable of synchronizing other enumerators of type T in time. This assumes that all enumerators have data time stamped in the same time zone
CSynchronizingSliceEnumerator	Represents an enumerator capable of synchronizing other slice enumerators in time. This assumes that all enumerators have data time stamped in the same time zone
►NQueues
CFakeDataQueue	This is an implementation of IDataQueueHandler used for testing. FakeHistoryProvider
CLiveDataQueue	Live Data Queue is the cut out implementation of how to bind a custom live data source
►NTransport
CLocalFileSubscriptionStreamReader	Represents a stream reader capable of reading lines from disk
CObjectStoreSubscriptionStreamReader	Represents a stream reader capable of reading lines from the object store
CRemoteFileSubscriptionStreamReader	Represents a stream reader capabable of downloading a remote file and then reading it from disk
CRestSubscriptionStreamReader	Represents a stream reader capable of polling a rest client
►NWorkScheduling
CWeightedWorkScheduler	This singleton class will create a thread pool to processes work that will be prioritized based on it's weight
CWorkItem	Class to represent a work item
CWorkScheduler	Base work scheduler abstraction
CAggregationManager	Aggregates ticks and bars based on given subscriptions. Current implementation is based on IDataConsolidator that consolidates ticks and put them into enumerator
CApiDataProvider	An instance of the IDataProvider that will download and update data files as needed via QC's Api
CBacktestingChainProvider	Base backtesting cache provider which will source symbols from local zip files
CBacktestingFutureChainProvider	An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files
CBacktestingOptionChainProvider	An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files
CBaseDataCollectionAggregatorReader	Data source reader that will aggregate data points into a base data collection
►CBaseDataExchange	Provides a means of distributing output from enumerators from a dedicated separate thread
CEnumeratorHandler	Handler used to manage a single enumerator's move next/end of stream behavior
CBaseDownloaderDataProvider	Base downloader implementation with some helper methods
CBaseSubscriptionDataSourceReader	A base class for implementations of the ISubscriptionDataSourceReader
CCachingFutureChainProvider	An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider
CCachingOptionChainProvider	An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider
CCollectionSubscriptionDataSourceReader	Collection Subscription Factory takes a BaseDataCollection from BaseData factories and yields it one point at a time to the algorithm
CCompositeDataProvider	This data provider will wrap and use multiple data providers internally in the provided order
CCompositeTimeProvider	The composite time provider will source it's current time using the smallest time from the given providers
CCreateStreamReaderErrorEventArgs	Event arguments for the TextSubscriptionDataSourceReader's CreateStreamReader event
CCurrencySubscriptionDataConfigManager	Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection
CDataChannelProvider	Specifies data channel settings
CDataFeedPacket	Defines a container type to hold data produced by a data feed subscription
CDataManager	DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager
CDataPermissionManager	Entity in charge of handling data permissions
CDataQueueHandlerManager	This is an implementation of IDataQueueHandler used to handle multiple live datafeeds
CDefaultDataProvider	Default file provider functionality that retrieves data from disc to be used in an algorithm
CDownloaderDataProvider	Data provider which downloads data using an IDataDownloader or IBrokerage implementation
CFileSystemDataFeed	Historical datafeed stream reader for processing files on a local disk
CFillForwardResolutionChangedEvent	Helper class for fill forward resolution change events
CIDataFeed	Datafeed interface for creating custom datafeed sources
CIDataFeedSubscriptionManager	DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed
CIDataFeedTimeProvider	Reduced interface which exposes required ITimeProvider for IDataFeed implementations
CIDataManager	IDataManager is the engines view of the Data Manager
CIndexSubscriptionDataSourceReader	This ISubscriptionDataSourceReader implementation supports the FileFormat.Index and IndexedBaseData types. Handles the layer of indirection for the index data source and forwards the target source to the corresponding ISubscriptionDataSourceReader
CInternalSubscriptionManager	Class in charge of handling Leans internal subscriptions
CInvalidSourceEventArgs	Event arguments for the ISubscriptionDataSourceReader.InvalidSource event
CISubscriptionDataSourceReader	Represents a type responsible for accepting an input SubscriptionDataSource and returning an enumerable of the source's BaseData
CISubscriptionSynchronizer	Provides the ability to synchronize subscriptions into time slices
CISynchronizer	Interface which provides the data to stream to the algorithm
CLiveFutureChainProvider	An implementation of IFutureChainProvider that fetches the list of contracts from an external source
CLiveOptionChainProvider	An implementation of IOptionChainProvider that fetches the list of contracts from the Options Clearing Corporation (OCC) website
CLiveSynchronizer	Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm
CLiveTimeProvider	Live time provide which supports an initial warmup period using the given time provider SubscriptionFrontierTimeProvider, used by the LiveSynchronizer
CLiveTradingDataFeed	Provides an implementation of IDataFeed that is designed to deal with live, remote data sources
CManualTimeProvider	Provides an implementation of ITimeProvider that can be manually advanced through time
CNullDataFeed	Null data feed implementation. See also DataManager
►CPendingRemovalsManager	Helper class used to managed pending security removals UniverseSelection
CRemovedMember	Helper class used to report removed universe members
CPrecalculatedSubscriptionData	Store data both raw and adjusted and the time at which it should be synchronized
CPredicateTimeProvider	Will generate time steps around the desired ITimeProvider Provided step evaluator should return true when the next time step is valid and time can advance
CProcessedDataProvider	A data provider that will check the processed data folder first
CReaderErrorEventArgs	Event arguments for the TextSubscriptionDataSourceReader.ReaderError event
CRealTimeScheduleEventService	Allows to setup a real time scheduled event, internally using a Thread, that is guaranteed to trigger at or after the requested time, never before
CSingleEntryDataCacheProvider	Default implementation of the IDataCacheProvider Does not cache data. If the data is a zip, the first entry is returned
CSubscription	Represents the data required for a data feed to process a single subscription
CSubscriptionCollection	Provides a collection for holding subscriptions
CSubscriptionData	Store data (either raw or adjusted) and the time at which it should be synchronized
CSubscriptionDataReader	Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file
CSubscriptionDataSourceReader	Provides a factory method for creating ISubscriptionDataSourceReader instances
CSubscriptionFrontierTimeProvider	A time provider which updates 'now' time based on the current data emit time of all subscriptions
CSubscriptionSynchronizer	Provides the ability to synchronize subscriptions into time slices
CSubscriptionUtils	Utilities related to data Subscription
CSynchronizer	Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm
CTextSubscriptionDataSourceReader	Provides an implementations of ISubscriptionDataSourceReader that uses the BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) method to read lines of text from a SubscriptionDataSource
CTimeSlice	Represents a grouping of data emitted at a certain time
CTimeSliceFactory	Instance base class that will provide methods for creating new TimeSlice
CUniverseSelection	Provides methods for apply the results of universe selection to an algorithm
CUpdateData	Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target
CZipDataCacheProvider	File provider implements optimized zip archives caching facility. Cache is thread safe
CZipEntryNameSubscriptionDataSourceReader	Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names
►NHistoricalData
CBrokerageHistoryProvider	Provides an implementation of IHistoryProvider that relies on a brokerage connection to retrieve historical data
CFakeHistoryProvider	Provides FAKE implementation of IHistoryProvider used for testing. FakeDataQueue
CHistoryProviderManager	Provides an implementation of IHistoryProvider which acts as a wrapper to use multiple history providers together
CSineHistoryProvider	Implements a History provider that always return a IEnumerable of Slice with prices following a sine function
CSubscriptionDataReaderHistoryProvider	Provides an implementation of IHistoryProvider that uses BaseData instances to retrieve historical data
CSynchronizingHistoryProvider	Provides an abstract implementation of IHistoryProvider which provides synchronization of multiple history results
►NRealTime
CBacktestingRealTimeHandler	Pseudo realtime event processing for backtesting to simulate realtime events in fast forward
CBaseRealTimeHandler	Base class for the real time handler LiveTradingRealTimeHandler and BacktestingRealTimeHandler implementations
CIRealTimeHandler	Real time event handler, trigger functions at regular or pretimed intervals
CLiveTradingRealTimeHandler	Live trading realtime event processing
CScheduledEventFactory	Provides methods for creating common scheduled events
►NResults
CBacktestingResultHandler	Backtesting result handler passes messages back from the Lean to the User
CBacktestProgressMonitor	Monitors and reports the progress of a backtest
CBaseResultsHandler	Provides base functionality to the implementations of IResultHandler
CIResultHandler	Handle the results of the backtest: where should we send the profit, portfolio updates: Backtester or the Live trading platform:
CLiveTradingResultHandler	Live trading result handler implementation passes the messages to the QC live trading interface
CRegressionResultHandler	Provides a wrapper over the BacktestingResultHandler that logs all order events to a separate file
CResultHandlerInitializeParameters	DTO parameters class to initialize a result handler
►NServer
CILeanManager	Provides scope into Lean that is convenient for managing a lean instance
CLocalLeanManager	NOP implementation of the ILeanManager interface
►NSetup
CAlgorithmSetupException	Defines an exception generated in the course of invoking ISetupHandler.Setup
CBacktestingSetupHandler	Backtesting setup handler processes the algorithm initialize method and sets up the internal state of the algorithm class
CBaseSetupHandler	Base class that provides shared code for the ISetupHandler implementations
CBrokerageSetupHandler	Defines a set up handler that initializes the algorithm instance using values retrieved from the user's brokerage account
CConsoleSetupHandler	Kept for backwards compatibility-
CISetupHandler	Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset
CSetupHandlerParameters	Defines the parameters for ISetupHandler
►NStorage
CFileHandler	Raw file handler
CLocalObjectStore	A local disk implementation of IObjectStore
CStorageLimitExceededException	Exception thrown when the object store storage limit has been exceeded
►NTransactionHandlers
CBacktestingTransactionHandler	This transaction handler is used for processing transactions during backtests
CBrokerageTransactionHandler	Transaction handler for all brokerages
CCancelPendingOrders	Class used to keep track of CancelPending orders and their original or updated status
CITransactionHandler	Transaction handlers define how the transactions are processed and set the order fill information. The pass this information back to the algorithm portfolio and ensure the cash and portfolio are synchronized
CAlgorithmManager	Algorithm manager class executes the algorithm and generates and passes through the algorithm events
CAlgorithmTimeLimitManager	Provides an implementation of IIsolatorLimitResultProvider that tracks the algorithm manager's time loops and enforces a maximum amount of time that each time loop may take to execute. The isolator uses the result provided by IsWithinLimit to determine if it should terminate the algorithm for violation of the imposed limits
CEngine	LEAN ALGORITHMIC TRADING ENGINE: ENTRY POINT
CInitializer	Helper class to initialize a Lean engine
CLeanEngineAlgorithmHandlers	Provides a container for the algorithm specific handlers
CLeanEngineSystemHandlers	Provides a container for the system level handlers
►NLauncher
CProgram
►NLogging
CCompositeLogHandler	Provides an ILogHandler implementation that composes multiple handlers
CConsoleErrorLogHandler	Subclass of ConsoleLogHandler that only logs error messages
CConsoleLogHandler	ILogHandler implementation that writes log output to console
CFileLogHandler	Provides an implementation of ILogHandler that writes all log messages to a file on disk
CFunctionalLogHandler	ILogHandler implementation that writes log output to result handler
CILogHandler	Interface for redirecting log output
CLog	Logging management class
CLogEntry	Log entry wrapper to make logging simpler:
CLogHandlerExtensions	Logging extensions
CQueueLogHandler	ILogHandler implementation that queues all logs and writes them when instructed
CRegressionFileLogHandler	Provides an implementation of ILogHandler that writes all log messages to a file on disk without timestamps
CWhoCalledMe	Provides methods for determining higher stack frames
►NMessaging
CEventMessagingHandler	Desktop implementation of messaging system for Lean Engine
CMessaging	Local/desktop implementation of messaging system for Lean Engine
CStreamingMessageHandler	Message handler that sends messages over tcp using NetMQ
►NNotifications
CNotification	Local/desktop implementation of messaging system for Lean Engine
CNotificationEmail	Email notification data
CNotificationExtensions	Extension methods for Notification
CNotificationFtp	FTP notification data
CNotificationJsonConverter	Defines a JsonConverter to be used when deserializing to the Notification class
CNotificationManager	Local/desktop implementation of messaging system for Lean Engine
CNotificationSms	Sms Notification Class
CNotificationTelegram	Telegram notification data
CNotificationWeb	Web Notification Class
►NOptimizer
►NLauncher
CConsoleLeanOptimizer	Optimizer implementation that launches Lean as a local process
CProgram
►NObjectives
CConstraint	A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10%
CExtremum	Define the way to compare current real-values and the new one (candidates). It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min
CExtremumJsonConverter	Class for converting string values to Maximization or Minimization strategy objects
CMaximization	Defines standard maximization strategy, i.e. right operand is greater than left
CMinimization	Defines standard minimization strategy, i.e. right operand is less than left
CObjective	Base class for optimization Objectives.Target and Constraint
CTarget	The optimization statistical target
►NParameters
COptimizationParameter	Defines the optimization parameter meta information
COptimizationParameterEnumerator	Enumerates all possible values for specific optimization parameter
COptimizationParameterJsonConverter	Override OptimizationParameter deserialization method. Can handle OptimizationStepParameter instances
COptimizationStepParameter	Defines the step based optimization parameter
COptimizationStepParameterEnumerator	Enumerates all possible values for specific optimization parameter
CParameterSet	Represents a single combination of optimization parameters
CStaticOptimizationParameter	Defines the step based optimization parameter
►NStrategies
CEulerSearchOptimizationStrategy	Advanced brute-force strategy with search in-depth for best solution on previous step
CGridSearchOptimizationStrategy	Find the best solution in first generation
CIOptimizationStrategy	Defines the optimization settings, direction, solution and exit, i.e. optimization strategy
COptimizationStrategySettings	Defines the specific optimization strategy settings
CStepBaseOptimizationStrategy	Base class for any optimization built on top of brute force optimization method
CStepBaseOptimizationStrategySettings	Defines the specific optimization strategy settings
CLeanOptimizer	Base Lean optimizer class in charge of handling an optimization job packet
COptimizationNodePacket	Provide a packet type containing information on the optimization compute job
COptimizationResult	Defines the result of Lean compute job
►NOrders
►NFees
CAlpacaFeeModel	Represents the fee model specific to Alpaca trading platform
CAlphaStreamsFeeModel	Provides an implementation of FeeModel that models order fees that alpha stream clients pay/receive
CAxosFeeModel	Provides an implementation of FeeModel that models Axos order fees
CBinanceCoinFuturesFeeModel	Provides an implementation of FeeModel that models Binance Coin Futures order fees
CBinanceFeeModel	Provides an implementation of FeeModel that models Binance order fees
CBinanceFuturesFeeModel	Provides an implementation of FeeModel that models Binance Futures order fees
CBitfinexFeeModel	Provides an implementation of FeeModel that models Bitfinex order fees
CCharlesSchwabFeeModel	Represents a fee model specific to Charles Schwab
CCoinbaseFeeModel	Represents a fee model specific to Coinbase. This class extends the base fee model
CConstantFeeModel	Provides an order fee model that always returns the same order fee
CExanteFeeModel	Provides an implementation of FeeModel that models Exante order fees. According to: https://support.exante.eu/hc/en-us/articles/115005873143-Fees-overview-exchange-imposed-fees?source=search https://exante.eu/markets/
CEzeFeeModel	Eze fee model implementation
CFeeModel	Base class for any order fee model
CFeeModelExtensions	Provide extension method for IFeeModel to enable backwards compatibility of invocations
CFTXFeeModel	Provides an implementation of FeeModel that models FTX order fees https://help.ftx.com/hc/en-us/articles/360024479432-Fees
CFTXUSFeeModel	Provides an implementation of FeeModel that models FTX order fees https://help.ftx.us/hc/en-us/articles/360043579273-Fees
CFxcmFeeModel	Provides an implementation of FeeModel that models FXCM order fees
CGDAXFeeModel	Provides an implementation of FeeModel that models GDAX order fees
CIFeeModel	Represents a model the simulates order fees
CIndiaFeeModel	Provides the default implementation of IFeeModel Refer to https://www.samco.in/technology/brokerage_calculator
CInteractiveBrokersFeeModel	Provides the default implementation of IFeeModel
CKrakenFeeModel	Provides an implementation of FeeModel that models Kraken order fees
CModifiedFillQuantityOrderFee	An order fee where the fee quantity has already been subtracted from the filled quantity so instead we subtracted from the quote currency when applied to the portfolio
COrderFee	Defines the result for IFeeModel.GetOrderFee
COrderFeeParameters	Defines the parameters for IFeeModel.GetOrderFee
CRBIFeeModel	Provides an implementation of FeeModel that models RBI order fees
CSamcoFeeModel	Provides the default implementation of IFeeModel Refer to https://www.samco.in/technology/brokerage_calculator
CTDAmeritradeFeeModel	Provides an implementation of FeeModel that models TDAmeritrade order fees
CTradeStationFeeModel	Represents a fee model specific to TradeStation
CWolverineFeeModel	Provides an implementation of FeeModel that models Wolverine order fees
CZerodhaFeeModel	Provides the default implementation of IFeeModel Refer to https://www.samco.in/technology/brokerage_calculator
►NFills
CEquityFillModel	Represents the fill model used to simulate order fills for equities
CFill	Defines a possible result for IFillModel.Fill for a single order
CFillModel	Provides a base class for all fill models
CFillModelParameters	Defines the parameters for the IFillModel method
CFutureFillModel	Represents the fill model used to simulate order fills for futures
CFutureOptionFillModel	Represents the default fill model used to simulate order fills for future options
CIFillModel	Represents a model that simulates order fill events
CImmediateFillModel	Represents the default fill model used to simulate order fills
CLatestPriceFillModel	This fill model is provided for cases where the trade/quote distinction should be ignored and the fill price should be determined from the latest pricing information
CPrices	Prices class used by IFillModels
►NOptionExercise
CDefaultExerciseModel	Represents the default option exercise model (physical, cash settlement)
CIOptionExerciseModel	Represents a model that simulates option exercise and lapse events
COptionExerciseModelPythonWrapper	Python wrapper for custom option exercise models
►NSerialization
COrderEventJsonConverter	Defines how OrderEvents should be serialized to json
CSerializedOrderEvent	Data transfer object used for serializing an OrderEvent that was just generated by an algorithm
►NSlippage
CAlphaStreamsSlippageModel	Represents a slippage model that uses a constant percentage of slip
CConstantSlippageModel	Represents a slippage model that uses a constant percentage of slip
CISlippageModel	Represents a model that simulates market order slippage
CMarketImpactSlippageModel	Slippage model that mimic the effect brought by market impact, i.e. consume the volume listed in the order book
CNullSlippageModel	Null slippage model, which provider no slippage
CVolumeShareSlippageModel	Represents a slippage model that is calculated by multiplying the price impact constant by the square of the ratio of the order to the total volume
►NTimeInForces
CDayTimeInForce	Day Time In Force - order expires at market close
CGoodTilCanceledTimeInForce	Good Til Canceled Time In Force - order does never expires
CGoodTilDateTimeInForce	Good Til Date Time In Force - order expires and will be cancelled on a fixed date/time
CAlpacaOrderProperties	Provides an implementation of the OrderProperties specific to Alpaca order
CApiOrderResponse	Api order and order events reponse
CBinanceOrderProperties	Contains additional properties and settings for an order submitted to Binance brokerage
CBitfinexOrderProperties	Contains additional properties and settings for an order submitted to Bitfinex brokerage
CBrokerageOrderIdChangedEvent	Event used when the brokerage order id has changed
CCancelOrderRequest	Defines a request to cancel an order
CCharlesSchwabOrderProperties	Contains additional properties and settings for an order submitted to Charles Schwab brokerage
CCoinbaseOrderProperties	Contains additional properties and settings for an order submitted to Coinbase brokerage
CComboLegLimitOrder	Combo leg limit order type
CComboLimitOrder	Combo limit order type
CComboMarketOrder	Combo market order type
CComboOrder	Combo order type
CEzeOrderProperties	Contains additional properties and settings for an order submitted to EZE brokerage
CFixOrderProperites	FIX (Financial Information Exchange) order properties
CFTXOrderProperties	Contains additional properties and settings for an order submitted to FTX brokerage
CGDAXOrderProperties	Contains additional properties and settings for an order submitted to GDAX brokerage
CGroupOrderCacheManager	Provides a thread-safe service for caching and managing original orders when they are part of a group
CGroupOrderExtensions	Group (combo) orders extension methods for easiest combo order manipulation
CGroupOrderManager	Manager of a group of orders
CIndiaOrderProperties	Contains additional properties and settings for an order submitted to Indian Brokerages
CInteractiveBrokersOrderProperties	Contains additional properties and settings for an order submitted to Interactive Brokers
CKrakenOrderProperties	Kraken order properties
CLeg	Basic order leg
CLimitIfTouchedOrder	In effect, a LimitIfTouchedOrder behaves opposite to the StopLimitOrder; after a trigger price is touched, a limit order is set for some user-defined value above (below) the trigger when selling (buying). https://www.interactivebrokers.ca/en/index.php?f=45318
CLimitOrder	Limit order type definition
CMarketOnCloseOrder	Market on close order type - submits a market order on exchange close
CMarketOnOpenOrder	Market on Open order type, submits a market order when the exchange opens
CMarketOrder	Market order type definition
COptionExerciseOrder	Option exercise order type definition
COrder	Order struct for placing new trade
COrderEvent	Order Event - Messaging class signifying a change in an order state and record the change in the user's algorithm portfolio
COrderExtensions	Provides extension methods for the Order class and for the OrderStatus enumeration
COrderJsonConverter	Provides an implementation of JsonConverter that can deserialize Orders
COrderProperties	Contains additional properties and settings for an order
COrderRequest	Represents a request to submit, update, or cancel an order
COrderResponse	Represents a response to an OrderRequest. See OrderRequest.Response property for a specific request's response value
COrderSizing	Provides methods for computing a maximum order size
COrdersResponseWrapper	Collection container for a list of orders for a project
COrderSubmissionData	The purpose of this class is to store time and price information available at the time an order was submitted
COrderTicket	Provides a single reference to an order for the algorithm to maintain. As the order gets updated this ticket will also get updated
COrderUpdateEvent	Event that fires each time an order is updated in the brokerage side. These are not status changes but mainly price changes, like the stop price of a trailing stop order
CRBIOrderProperties	RBI order properties
CReadOrdersResponseJsonConverter	Api orders read response json converter
CStopLimitOrder	Stop Market Order Type Definition
CStopMarketOrder	Stop Market Order Type Definition
CSubmitOrderRequest	Defines a request to submit a new order
CTDAmeritradeOrderProperties	TDAmeritrade order properties
►CTerminalLinkOrderProperties	The terminal link order properties
CStrategyField	Models an EMSX order strategy field
CStrategyParameters	Models an EMSX order strategy parameter
CTimeInForce	Time In Force - defines the length of time over which an order will continue working before it is canceled
CTimeInForceJsonConverter	Provides an implementation of JsonConverter that can deserialize TimeInForce objects
CTradeStationOrderProperties	Represents the properties of an order in TradeStation
CTradingTechnologiesOrderProperties	Trading Technologies order properties
CTrailingStopOrder	Trailing Stop Order Type Definition
CUpdateOrderFields	Specifies the data in an order to be updated
CUpdateOrderRequest	Defines a request to update an order's values
CWolverineOrderProperties	Wolverine order properties
►NPackets
CAlgorithmNameUpdatePacket	Packet to communicate updates to the algorithm's name
CAlgorithmNodePacket	Algorithm Node Packet is a work task for the Lean Engine
CAlgorithmStatusPacket	Algorithm status update information packet
CAlgorithmTagsUpdatePacket	Packet to communicate updates to the algorithm tags
CAlphaNodePacket	Alpha job packet
CAlphaResultPacket	Provides a packet type for transmitting alpha insights data
CBacktestNodePacket	Algorithm backtest task information packet
CBacktestResult	Backtest results object class - result specific items from the packet
CBacktestResultPacket	Backtest result packet: send backtest information to GUI for user consumption
CBacktestResultParameters	Defines the parameters for BacktestResult
CBaseResultParameters	Base parameters used by LiveResultParameters and BacktestResultParameters
CCompletedHistoryResult	Specifies the completed message from a history result
CControls	Specifies values used to control algorithm limits
CDebugPacket	Send a simple debug message from the users algorithm to the console
CErrorHistoryResult	Specfies an error message in a history result
CFileHistoryResult	Defines requested file data for a history request
CHandledErrorPacket	Algorithm runtime error packet from the lean engine. This is a managed error which stops the algorithm execution
CHistoryPacket	Packet for history jobs
CHistoryRequest	Specifies request parameters for a single historical request. A HistoryPacket is made of multiple requests for data. These are used to request data during live mode from a data server
CHistoryResult	Provides a container for results from history requests. This contains the file path relative to the /Data folder where the data can be written
CLeakyBucketControlParameters	Provides parameters that control the behavior of a leaky bucket rate limiting algorithm. The parameter names below are phrased in the positive, such that the bucket is filled up over time vs leaking out over time
CLiveNodePacket	Live job task packet: container for any live specific job variables
CLiveResult	Live results object class for packaging live result data
CLiveResultPacket	Live result packet from a lean engine algorithm
CLiveResultParameters	Defines the parameters for LiveResult
CLogPacket	Simple log message instruction from the lean engine
CMarketHours	Market open hours model for pre, normal and post market hour definitions
CMarketToday	Market today information class
COrderEventPacket	Order event packet for passing updates on the state of an order to the portfolio
CPacket	Base class for packet messaging system
CPythonEnvironmentPacket	Python Environment Packet is an abstract packet that contains a PythonVirtualEnvironment definition. Intended to be used by inheriting classes that may use a PythonVirtualEnvironment
CResearchNodePacket	Represents a research node packet
CRuntimeErrorPacket	Algorithm runtime error packet from the lean engine. This is a managed error which stops the algorithm execution
CSecurityTypesPacket	Security types packet contains information on the markets the user data has requested
CStatusHistoryResult	Specifies the progress of a request
CSystemDebugPacket	Debug packets generated by Lean
►NParameters
CParameterAttribute	Specifies a field or property is a parameter that can be set from an AlgorithmNodePacket.Parameters dictionary
►NPython
►CBasePythonWrapper	Base class for Python wrapper classes
CPythonRuntimeChecker	Set of helper methods to invoke Python methods with runtime checks for return values and out parameter's conversions
CBenchmarkPythonWrapper	Provides an implementation of IBenchmark that wraps a PyObject object
CBrokerageMessageHandlerPythonWrapper	Provides a wrapper for IBrokerageMessageHandler implementations written in python
CBrokerageModelPythonWrapper	Provides an implementation of IBrokerageModel that wraps a PyObject object
CBuyingPowerModelPythonWrapper	Wraps a PyObject object that represents a security's model of buying power
CCommandPythonWrapper	Python wrapper for a python defined command type
CDataConsolidatorPythonWrapper	Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator
CDividendYieldModelPythonWrapper	Wraps a PyObject object that represents a dividend yield model
CFeeModelPythonWrapper	Provides an order fee model that wraps a PyObject object that represents a model that simulates order fees
CFillModelPythonWrapper	Wraps a PyObject object that represents a model that simulates order fill events
CMarginCallModelPythonWrapper	Provides a margin call model that wraps a PyObject object that represents the model responsible for picking which orders should be executed during a margin call
CMarginInterestRateModelPythonWrapper	Wraps a PyObject object that represents a security's margin interest rate model
COptionAssignmentModelPythonWrapper	Python wrapper for custom option assignment models
CPandasColumnAttribute	Attribute to rename a property or field when converting an instance to a pandas DataFrame row
CPandasConverter	Collection of methods that converts lists of objects in pandas.DataFrame
CPandasData	Organizes a list of data to create pandas.DataFrames
CPandasIgnoreAttribute	Attribute to mark a property or field as ignored when converting an instance to a pandas DataFrame row. No column will be created for this property or field
CPandasIgnoreMembersAttribute	Attribute to indicate the pandas converter to ignore all members of the class when converting an instance to a pandas DataFrame row
CPandasNonExpandableAttribute	Attribute to mark a class, field or property as non-expandable by the pandas converter. The instance will be added to the dataframe as it is, without unwrapping its fields and properties into columns
CPythonActivator	Provides methods for creating new instances of python custom data objects
CPythonConsolidator	Provides a base class for python consolidators, necessary to use event handler
CPythonData	Dynamic data class for Python algorithms. Stores properties of python instances in DynamicData dictionary
CPythonInitializer	Helper class for Python initialization
CPythonSlice	Provides a data structure for all of an algorithm's data at a single time step
CPythonWrapper	Provides extension methods for managing python wrapper classes
CRiskFreeInterestRateModelPythonWrapper	Wraps a PyObject object that represents a risk-free interest rate model
CSecurityInitializerPythonWrapper	Wraps a PyObject object that represents a type capable of initializing a new security
CSettlementModelPythonWrapper	Provides an implementation of ISettlementModel that wraps a PyObject object
CSlippageModelPythonWrapper	Wraps a PyObject object that represents a model that simulates market order slippage
CVolatilityModelPythonWrapper	Provides a volatility model that wraps a PyObject object that represents a model that computes the volatility of a security
►NQueues
CJobQueue	Implementation of local/desktop job request:
►NReport
►NReportElements
CEstimatedCapacityReportElement	Capacity Estimation Report Element
CParametersReportElement	Class for creating a two column table for the Algorithm's Parameters in a report
CReportElement	Common interface for template elements of the report
CSharpeRatioReportElement	Class for render the Sharpe Ratio statistic for a report
CCrisis	Crisis events utility class
CDeedleUtil	Utility extension methods for Deedle series/frames
CDrawdownCollection	Collection of drawdowns for the given period marked by start and end date
CDrawdownPeriod	Represents a period of time where the drawdown ranks amongst the top N drawdowns
CMetrics	Strategy metrics collection such as usage of funds and asset allocations
CMockDataFeed	Fake IDataFeed
CNullResultValueTypeJsonConverter	Removes null values in the Result object's x,y values so that deserialization can occur without exceptions
COrderTypeNormalizingJsonConverter	Normalizes the "Type" field to a value that will allow for successful deserialization in the OrderJsonConverter class
►CPointInTimePortfolio	Lightweight portfolio at a point in time
CPointInTimeHolding	Holding of an asset at a point in time
CPortfolioLooper	Runs LEAN to calculate the portfolio at a given time from Order objects. Generates and returns PointInTimePortfolio objects that represents the holdings and other miscellaneous metrics at a point in time by reprocessing the orders as they were filled
CPortfolioLooperAlgorithm	Fake algorithm that initializes portfolio and algorithm securities. Never ran
CProgram	Lean Report creates a PDF strategy summary from the backtest and live json objects
CReport	Report class
CResultsUtil	Utility methods for dealing with the Result objects
CRolling	Rolling window functions
►NResearch
CFutureHistory	Class to manage information from History Request of Futures
COptionHistory	Class to manage information from History Request of Options
CQuantBook	Provides access to data for quantitative analysis
►NScheduling
CBaseScheduleRules	Base rule scheduler
CCompositeTimeRule	Combines multiple time rules into a single rule that emits for each rule
CDateRules	Helper class used to provide better syntax when defining date rules
CFluentScheduledEventBuilder	Provides a builder class to allow for fluent syntax when constructing new events
CFuncDateRule	Uses a function to define an enumerable of dates over a requested start/end period
CFuncTimeRule	Uses a function to define a time rule as a projection of date times to date times
CIDateRule	Specifies dates that events should be fired, used in conjunction with the ITimeRule
CIEventSchedule	Provides the ability to add/remove scheduled events from the real time handler
CIFluentSchedulingDateSpecifier	Specifies the date rule component of a scheduled event
CIFluentSchedulingRunnable	Specifies the callback component of a scheduled event, as well as final filters
CIFluentSchedulingTimeSpecifier	Specifies the time rule component of a scheduled event
CITimeRule	Specifies times times on dates for events, used in conjunction with IDateRule
CScheduledEvent	Real time self scheduling event
CScheduledEventException	Throw this if there is an exception in the callback function of the scheduled event
CScheduleManager	Provides access to the real time handler's event scheduling feature
CTimeConsumer	Represents a timer consumer instance
CTimeMonitor	Helper class that will monitor timer consumers and request more time if required. Used by IsolatorLimitResultProvider
CTimeRules	Helper class used to provide better syntax when defining time rules
►NSecurities
►NCfd
CCfd	CFD Security Object Implementation for CFD Assets
CCfdCache	CFD specific caching support
CCfdDataFilter	CFD packet by packet data filtering mechanism for dynamically detecting bad ticks
CCfdExchange	CFD exchange class - information and helper tools for CFD exchange properties
CCfdHolding	CFD holdings implementation of the base securities class
►NCrypto
CCrypto	Crypto Security Object Implementation for Crypto Assets
CCryptoExchange	Crypto exchange class - information and helper tools for Crypto exchange properties
CCryptoHolding	Crypto holdings implementation of the base securities class
►NCryptoFuture
CBinanceFutureMarginInterestRateModel	The responsability of this model is to apply future funding rate cash flows to the portfolio based on open positions
CBybitFutureMarginInterestRateModel	The responsibility of this model is to apply future funding rate cash flows to the portfolio based on open positions
CCryptoFuture	Crypto Future Security Object Implementation for Crypto Future Assets
CCryptoFutureExchange	Crypto future exchange class - information and helper tools for Crypto future exchange properties
CCryptoFutureHolding	Crypto Future holdings implementation of the base securities class
CCryptoFutureMarginModel	The crypto future margin model which supports both Coin and USDT futures
►NCurrencyConversion
CConstantCurrencyConversion	Provides an implementation of ICurrencyConversion with a fixed conversion rate
CICurrencyConversion	Represents a type capable of calculating the conversion rate between two currencies
CSecurityCurrencyConversion	Provides an implementation of ICurrencyConversion to find and use multi-leg currency conversions
►NEquity
CEquity	Equity Security Type : Extension of the underlying Security class for equity specific behaviours
CEquityCache	Equity cache override
CEquityDataFilter	Equity security type data filter
CEquityExchange	Equity exchange information
CEquityHolding	Holdings class for equities securities: no specific properties here but it is a placeholder for future equities specific behaviours
►NForex
CForex	FOREX Security Object Implementation for FOREX Assets
CForexCache	Forex specific caching support
CForexDataFilter	Forex packet by packet data filtering mechanism for dynamically detecting bad ticks
CForexExchange	Forex exchange class - information and helper tools for forex exchange properties
CForexHolding	FOREX holdings implementation of the base securities class
►NFuture
CEmptyFutureChainProvider	An implementation of IFutureChainProvider that always returns an empty list of contracts
CFuture	Futures Security Object Implementation for Futures Assets
CFutureCache	Future specific caching support
CFutureExchange	Future exchange class - information and helper tools for future exchange properties
CFutureHolding	Future holdings implementation of the base securities class
CFutureMarginModel	Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins
CFutureSettlementModel	Settlement model which can handle daily profit and loss settlement
CFuturesExpiryFunctions	Calculate the date of a futures expiry given an expiry month and year
CFuturesExpiryUtilityFunctions	Class to implement common functions used in FuturesExpiryFunctions
CFuturesListings	Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date
CFuturesOptionsSymbolMappings	Provides conversions from a GLOBEX Futures ticker to a GLOBEX Futures Options ticker
CFutureSymbol	Static class contains common utility methods specific to symbols representing the future contracts
CMarginRequirementsEntry	POCO class for modeling margin requirements at given date
►NFutureOption
►NApi
CCMEOptionChainQuoteEntry	Option chain entry quotes, containing strike price
CCMEOptionChainQuotes	CME Option Chain Quotes API call root response
CCMEOptionExpirationEntry	Chicago Mercantile Exchange Option Expiration Entry
CCMEOptionsExpiration	Future options Expiration entries. These are useful because we can derive the future chain from this data, since FOP and FUT share a 1-1 expiry code
CCMEOptionsTradeDatesAndExpiration	CME options trades, dates, and expiration list API call root response
CCMEProductSlateV2ListEntry	Product entry describing the asset matching the search criteria
CCMEProductSlateV2ListResponse	Product slate API call root response
CCMEStrikePriceScalingFactors	Provides a means to get the scaling factor for CME's quotes API
CFutureOption	Futures Options security
CFutureOptionSymbol	Static helper methods to resolve Futures Options Symbol-related tasks
CFuturesOptionsExpiryFunctions	Futures options expiry lookup utility class
CFuturesOptionsUnderlyingMapper	Creates the underlying Symbol that corresponds to a futures options contract
►NIndex
CIndex	INDEX Security Object Implementation for INDEX Assets
CIndexCache	INDEX specific caching support
CIndexDataFilter	Index packet by packet data filtering mechanism for dynamically detecting bad ticks
CIndexExchange	INDEX exchange class - information and helper tools for Index exchange properties
CIndexHolding	Index holdings implementation of the base securities class
CIndexSymbol	Helper methods for Index Symbols
►NIndexOption
CIndexOption	Index Options security
CIndexOptionPriceVariationModel	The index option price variation model
CIndexOptionSymbol	Index Option Symbol
CIndexOptionSymbolProperties	Index Option Symbol Properties
►NInterfaces
CIContinuousContractModel	Continuous contract model interface. Interfaces is implemented by different classes realizing various methods for modeling continuous security series. Primarily, modeling of continuous futures. Continuous contracts are used in backtesting of otherwise expiring derivative contracts. Continuous contracts are not traded, and are not products traded on exchanges
CISecurityDataFilter	Security data filter interface. Defines pattern for the user defined data filter techniques
►NOption
►NStrategyMatcher
CAbsoluteRiskOptionPositionCollectionEnumerator	Stub class providing an idea towards an optimal IOptionPositionCollectionEnumerator implementation that still needs to be implemented
CConstantOptionStrategyLegPredicateReferenceValue	Provides an implementation of IOptionStrategyLegPredicateReferenceValue that represents a constant value
CConstantOptionStrategyLegReferenceValue	Provides methods for easily creating instances of ConstantOptionStrategyLegPredicateReferenceValue<T>
CDefaultOptionPositionCollectionEnumerator	Provides a default implementation of the IOptionPositionCollectionEnumerator abstraction
CDescendingByLegCountOptionStrategyDefinitionEnumerator	Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions
CFunctionalOptionPositionCollectionEnumerator	Provides a functional implementation of IOptionPositionCollectionEnumerator
CIdentityOptionStrategyDefinitionEnumerator	Provides a default implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions according to the order that they were provided to OptionStrategyMatcherOptions
CIOptionPositionCollectionEnumerator	Enumerates an OptionPositionCollection. The intent is to evaluate positions that may be more important sooner. Positions appearing earlier in the enumeration are evaluated before positions showing later. This effectively prioritizes individual positions. This should not be used filter filtering, but it could also be used to split a position, for example a position with 10 could be changed to two 5s and they don't need to be enumerated back to-back either. In this way you could prioritize the first 5 and then delay matching of the final 5
CIOptionStrategyDefinitionEnumerator	Enumerates OptionStrategyDefinition for the purposes of providing a bias towards definitions that are more favorable to be matched before matching less favorable definitions
CIOptionStrategyLegPredicateReferenceValue	When decoding leg predicates, we extract the value we're comparing against If we're comparing against another leg's value (such as legs[0].Strike), then we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value, then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice the OptionPositionCollection to only include positions matching the predicate
CIOptionStrategyMatchObjectiveFunction	Evaluates the provided match to assign an objective score. Higher scores are better
COptionPosition	Defines a lightweight structure representing a position in an option contract or underlying. This type is heavily utilized by the options strategy matcher and is the parameter type of option strategy definition predicates. Underlying quantities should be represented in lot sizes, which is equal to the quantity of shares divided by the contract's multiplier and then rounded down towards zero (truncate)
COptionPositionCollection	Provides indexing of option contracts
►COptionStrategyDefinition	Provides a definitional object for an OptionStrategy. This definition is used to 'match' option positions via OptionPositionCollection. The OptionStrategyMatcher utilizes a full collection of these definitional objects in order to match an algorithm's option position holdings to the set of strategies in an effort to reduce the total margin required for holding the positions
CBuilder	Builder class supporting fluent syntax in constructing OptionStrategyDefinition
COptionStrategyDefinitionMatch	Defines a match of OptionPosition to a OptionStrategyDefinition
COptionStrategyDefinitions	Provides a listing of pre-defined OptionStrategyDefinition These definitions are blueprints for OptionStrategy instances. Factory functions for those can be found at OptionStrategies
COptionStrategyLegDefinition	Defines a single option leg in an option strategy. This definition supports direct match (does position X match the definition) and position collection filtering (filter collection to include matches)
COptionStrategyLegDefinitionMatch	Defines the item result type of OptionStrategyLegDefinition.Match, containing the number of times the leg definition matched the position (Multiplier) and applicable portion of the position
COptionStrategyLegPredicate	Defines a condition under which a particular OptionPosition can be combined with a preceding list of leg (also of type OptionPosition) to achieve a particular option strategy
COptionStrategyLegPredicateReferenceValue	Provides an implementation of IOptionStrategyLegPredicateReferenceValue that references an option leg from the list of already matched legs by index. The property referenced is defined by PredicateTargetValue
COptionStrategyMatch	Defines a complete result from running the matcher on a collection of positions. The matching process will return one these matches for every potential combination of strategies conforming to the search settings and the positions provided
COptionStrategyMatcher	Matches OptionPositionCollection against a collection of OptionStrategyDefinition according to the OptionStrategyMatcherOptions provided
COptionStrategyMatcherOptions	Defines options that influence how the matcher operates
CUnmatchedPositionCountOptionStrategyMatchObjectiveFunction	Provides an implementation of IOptionStrategyMatchObjectiveFunction that evaluates the number of unmatched positions, in number of contracts, giving precedence to solutions that have fewer unmatched contracts
CConstantQLDividendYieldEstimator	Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator.
CConstantQLRiskFreeRateEstimator	Class implements default flat risk free curve, implementing IQLRiskFreeRateEstimator
CConstantQLUnderlyingVolatilityEstimator	Class implements default underlying constant volatility estimator (IQLUnderlyingVolatilityEstimator.), that projects the underlying own volatility model into corresponding option pricing model
CCurrentPriceOptionPriceModel	Provides a default implementation of IOptionPriceModel that does not compute any greeks and uses the current price for the theoretical price
CDefaultOptionAssignmentModel	The option assignment model emulates exercising of short option positions in the portfolio. Simulator implements basic no-arb argument: when time value of the option contract is close to zero it assigns short legs getting profit close to expiration dates in deep ITM positions. User algorithm then receives assignment event from LEAN. Simulator randomly scans for arbitrage opportunities every two hours or so
CEmptyOptionChainProvider	An implementation of IOptionChainProvider that always returns an empty list of contracts
CFedRateQLRiskFreeRateEstimator	Class implements Fed's US primary credit rate as risk free rate, implementing IQLRiskFreeRateEstimator
CFuturesOptionsMarginModel	Defines a margin model for future options (an option with a future as its underlying). We re-use the FutureMarginModel implementation and multiply its results by 1.5x to simulate the increased margins seen for future options
CIOptionAssignmentModel	The option assignment model emulates exercising of short option positions in the portfolio
CIOptionPriceModel	Defines a model used to calculate the theoretical price of an option contract
CIQLDividendYieldEstimator	Defines QuantLib dividend yield estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones
CIQLRiskFreeRateEstimator	Defines QuantLib risk free rate estimator for option pricing model
CIQLUnderlyingVolatilityEstimator	Defines QuantLib underlying volatility estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones
CNullOptionAssignmentModel	The null option assignment model, that will disable automatic order assignment
COption	Option Security Object Implementation for Option Assets
COptionAssignmentParameters	The option assignment parameters data transfer class
COptionAssignmentResult	Data transfer object class
COptionCache	Option specific caching support
COptionDataFilter	Option packet by packet data filtering mechanism for dynamically detecting bad ticks
COptionExchange	Option exchange class - information and helper tools for option exchange properties
COptionHolding	Option holdings implementation of the base securities class
COptionMarginModel	Represents a simple option margin model
COptionPortfolioModel	Provides an implementation of ISecurityPortfolioModel for options that supports default fills as well as option exercising
COptionPriceModelResult	Result type for IOptionPriceModel.Evaluate
COptionPriceModels	Static class contains definitions of major option pricing models that can be used in LEAN
COptionStrategies	Provides methods for creating popular OptionStrategy instances. These strategies can be directly bought and sold via: QCAlgorithm.Buy(OptionStrategy strategy, int quantity) QCAlgorithm.Sell(OptionStrategy strategy, int quantity)
►COptionStrategy	Option strategy specification class. Describes option strategy and its parameters for trading
CLegData	Defines common properties between OptionLegData and UnderlyingLegData
COptionLegData	This class is a POCO containing basic data for the option legs of the strategy
CUnderlyingLegData	This class is a POCO containing basic data for the underlying leg of the strategy
COptionStrategyPositionGroupBuyingPowerModel	Option strategy buying power model
COptionSymbol	Static class contains common utility methods specific to symbols representing the option contracts
COptionSymbolProperties	Represents common properties for a specific option contract
CQLOptionPriceModel	Provides QuantLib(QL) implementation of IOptionPriceModel to support major option pricing models, available in QL
►NPositions
CCompositePositionGroupResolver	Provides an implementation of IPositionGroupResolver that invokes multiple wrapped implementations in succession. Each successive call to IPositionGroupResolver.Resolve will receive the remaining positions that have yet to be grouped. Any non-grouped positions are placed into identity groups
CGetMaximumLotsForDeltaBuyingPowerParameters	Defines the parameters for IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower
CGetMaximumLotsForTargetBuyingPowerParameters	Defines the parameters for IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower
CGetMaximumLotsResult	Result type for IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower and IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower
CHasSufficientPositionGroupBuyingPowerForOrderParameters	Defines the parameters for IPositionGroupBuyingPowerModel.HasSufficientBuyingPowerForOrder
CIPosition	Defines a position for inclusion in a group
CIPositionGroup	Defines a group of positions allowing for more efficient use of portfolio margin
CIPositionGroupBuyingPowerModel	Represents a position group's model of buying power
CIPositionGroupResolver	Resolves position groups from a collection of positions
CNullSecurityPositionGroupModel	Responsible for managing the resolution of position groups for an algorithm. Will only resolve single position groups
COptionStrategyPositionGroupResolver	Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel
CPortfolioMarginChart	Helper method to sample portfolio margin chart
CPortfolioState	Snapshot of an algorithms portfolio state
CPosition	Defines a quantity of a security's holdings for inclusion in a position group
CPositionCollection	Provides a collection type for IPosition aimed at providing indexing for common operations required by the resolver implementations
CPositionExtensions	Provides extension methods for IPosition
CPositionGroup	Provides a default implementation of IPositionGroup
CPositionGroupBuyingPower	Defines the result for IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower
CPositionGroupBuyingPowerModel	Provides a base class for implementations of IPositionGroupBuyingPowerModel
CPositionGroupBuyingPowerModelExtensions	Provides methods aimed at reducing the noise introduced from having result/parameter types for each method. These methods aim to accept raw arguments and return the desired value type directly
CPositionGroupBuyingPowerParameters	Defines the parameters for IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower
CPositionGroupCollection	Provides a collection type for IPositionGroup
CPositionGroupExtensions	Provides extension methods for IPositionGroup
CPositionGroupInitialMarginForOrderParameters	Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder
CPositionGroupInitialMarginParameters	Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequirement
CPositionGroupKey	Defines a unique and deterministic key for IPositionGroup
CPositionGroupMaintenanceMarginParameters	Defines parameters for IPositionGroupBuyingPowerModel.GetMaintenanceMargin
CPositionGroupState	Snapshot of a position group state
CReservedBuyingPowerForPositionGroup	Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition
CReservedBuyingPowerForPositionGroupParameters	Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition
CReservedBuyingPowerImpact	Specifies the impact on buying power from changing security holdings that affects current IPositionGroup, including the current reserved buying power, without the change, and a contemplate reserved buying power, which takes into account a contemplated change to the algorithm's positions that impacts current position groups
CReservedBuyingPowerImpactParameters	Parameters for the IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact
CSecurityPositionGroupBuyingPowerModel	Provides an implementation of IPositionGroupBuyingPowerModel for groups containing exactly one security
CSecurityPositionGroupModel	Responsible for managing the resolution of position groups for an algorithm
CSecurityPositionGroupResolver	Provides an implementation of IPositionGroupResolver that places all positions into a default group of one security
►NVolatility
CBaseVolatilityModel	Represents a base model that computes the volatility of a security
CVolatilityModelExtensions	Provides extension methods to volatility models
CAccountCurrencyImmediateSettlementModel	Represents the model responsible for applying cash settlement rules
CAccountEvent	Messaging class signifying a change in a user's account
CAdjustedPriceVariationModel	Provides an implementation of IPriceVariationModel for use when data is DataNormalizationMode.Adjusted
CApplyFundsSettlementModelParameters	Helper parameters class for ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters)
CBrokerageModelSecurityInitializer	Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.FillModel, Security.FeeModel, Security.SlippageModel, and the Security.SettlementModel properties
CBuyingPower	Defines the result for IBuyingPowerModel.GetBuyingPower
CBuyingPowerModel	Provides a base class for all buying power models
CBuyingPowerModelExtensions	Provides extension methods as backwards compatibility shims
CBuyingPowerParameters	Defines the parameters for IBuyingPowerModel.GetBuyingPower
CCash	Represents a holding of a currency in cash
CCashAmount	Represents a cash amount which can be converted to account currency using a currency converter
CCashBook	Provides a means of keeping track of the different cash holdings of an algorithm
CCashBookUpdatedEventArgs	Event fired when the cash book is updated
CCashBuyingPowerModel	Represents a buying power model for cash accounts
CCompositeSecurityInitializer	Provides an implementation of ISecurityInitializer that executes each initializer in order
CConstantBuyingPowerModel	Provides an implementation of IBuyingPowerModel that uses an absurdly low margin requirement to ensure all orders have sufficient margin provided the portfolio is not underwater
CContractSecurityFilterUniverse	Base class for contract symbols filtering universes. Used by OptionFilterUniverse and FutureFilterUniverse
CConvertibleCashAmount	A cash amount that can easily be converted into account currency
CDefaultMarginCallModel	Represents the model responsible for picking which orders should be executed during a margin call
CDelayedSettlementModel	Represents the model responsible for applying cash settlement rules
CDynamicSecurityData	Provides access to a security's data via it's type. This implementation supports dynamic access by type name
CEmptyContractFilter	Derivate security universe selection filter which will always return empty
CEquityPriceVariationModel	Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”)
CErrorCurrencyConverter	Provides an implementation of ICurrencyConverter for use in tests that don't depend on this behavior
CFuncSecurityDerivativeFilter	Provides a functional implementation of IDerivativeSecurityFilter<T>
CFuncSecurityInitializer	Provides a functional implementation of ISecurityInitializer
CFuncSecuritySeeder	Seed a security price from a history function
CFutureExpirationCycles	Static class contains definitions of popular futures expiration cycles
CFutureFilterUniverse	Represents futures symbols universe used in filtering
CFutureFilterUniverseEx	Extensions for Linq support
►CFutures	Futures static class contains shortcut definitions of major futures contracts available for trading
CCurrencies	Currencies group
CDairy	Dairy group
CEnergies	Energy group
CEnergy	Energy group
CFinancials	Financials group
CForestry	Forestry group
CGrains	Grains and Oilseeds group
CIndices	Indices group
CMeats	Meats group
CMetals	Metals group
CSofts	Softs group
CGetMaximumOrderQuantityForDeltaBuyingPowerParameters	Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower
CGetMaximumOrderQuantityForTargetBuyingPowerParameters	Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower
CGetMaximumOrderQuantityResult	Contains the information returned by IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower and IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower
CGetMinimumPriceVariationParameters	Defines the parameters for IPriceVariationModel.GetMinimumPriceVariation
CHasSufficientBuyingPowerForOrderParameters	Defines the parameters for IBuyingPowerModel.HasSufficientBuyingPowerForOrder
CHasSufficientBuyingPowerForOrderResult	Contains the information returned by IBuyingPowerModel.HasSufficientBuyingPowerForOrder
CIBaseCurrencySymbol	Interface for various currency symbols
CIBuyingPowerModel	Represents a security's model of buying power
CIContinuousSecurity	A continuous security that get's mapped during his life
CICurrencyConverter	Provides the ability to convert cash amounts to the account currency
CIdentityCurrencyConverter	Provides an implementation of ICurrencyConverter that does NOT perform conversions. This implementation will throw if the specified cashAmount is not in units of account currency
CIDerivativeSecurity	Defines a security as a derivative of another security
CIDerivativeSecurityFilter	Filters a set of derivative symbols using the underlying price data
CIDerivativeSecurityFilterUniverse	Represents derivative symbols universe used in filtering
CIMarginCallModel	Represents the model responsible for picking which orders should be executed during a margin call
CIMarginInterestRateModel	The responsability of this model is to apply margin interest rate cash flows to the portfolio
CImmediateSettlementModel	Represents the model responsible for applying cash settlement rules
CIndicatorVolatilityModel	Provides an implementation of IVolatilityModel that uses an indicator to compute its value
CInitialMargin	Result type for IBuyingPowerModel.GetInitialMarginRequirement and IBuyingPowerModel.GetInitialMarginRequiredForOrder
CInitialMarginParameters	Parameters for IBuyingPowerModel.GetInitialMarginRequirement
CInitialMarginRequiredForOrderParameters	Defines the parameters for BuyingPowerModel.GetInitialMarginRequiredForOrder
CIOrderEventProvider	Represents a type with a new OrderEvent event EventHandler
CIOrderProcessor	Represents a type capable of processing orders
CIOrderProvider	Represents a type capable of fetching Order instances by its QC order id or by a brokerage id
CIPriceVariationModel	Gets the minimum price variation of a given security
CIRegisteredSecurityDataTypesProvider	Provides the set of base data types registered in the algorithm
CISecurityInitializer	Represents a type capable of initializing a new security
CISecurityPortfolioModel	Performs order fill application to portfolio
CISecurityProvider	Represents a type capable of fetching the holdings for the specified symbol
CISecuritySeeder	Used to seed the security with the correct price
CISettlementModel	Represents the model responsible for applying cash settlement rules
CISymbol	Base interface intended for universe data to have some of their symbol properties accessible directly
CIVolatilityModel	Represents a model that computes the volatility of a security
CLocalMarketHours	Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time
CMaintenanceMargin	Result type for IBuyingPowerModel.GetMaintenanceMargin
CMaintenanceMarginParameters	Parameters for IBuyingPowerModel.GetMaintenanceMargin
CMarginCallModel	Provides access to a null implementation for IMarginCallModel
CMarginCallOrdersParameters	Defines the parameters for DefaultMarginCallModel.GenerateMarginCallOrders
CMarginInterestRateModel	Provides access to a null implementation for IMarginInterestRateModel
CMarginInterestRateParameters	Defines the parameters for IMarginInterestRateModel.ApplyMarginInterestRate
►CMarketHoursDatabase	Provides access to exchange hours and raw data times zones in various markets
CEntry	Represents a single entry in the MarketHoursDatabase
CMarketHoursSegment	Represents the state of an exchange during a specified time range
CNullBuyingPowerModel	Provides a buying power model considers that there is sufficient buying power for all orders
COptionFilterUniverse	Represents options symbols universe used in filtering
COptionFilterUniverseEx	Extensions for Linq support
COptionInitialMargin	Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement
COrderProviderExtensions	Provides extension methods for the IOrderProvider interface
CPatternDayTradingMarginModel	Represents a simple margining model where margin/leverage depends on market state (open or close). During regular market hours, leverage is 4x, otherwise 2x
CRegisteredSecurityDataTypesProvider	Provides an implementation of IRegisteredSecurityDataTypesProvider that permits the consumer to modify the expected types
CRelativeStandardDeviationVolatilityModel	Provides an implementation of IVolatilityModel that computes the relative standard deviation as the volatility of the security
CReservedBuyingPowerForPosition	Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition
CReservedBuyingPowerForPositionParameters	Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition
CScanSettlementModelParameters	The settlement model ISettlementModel.Scan(ScanSettlementModelParameters) parameters
CSecurity	A base vehicle properties class for providing a common interface to all assets in QuantConnect
CSecurityCache	Base class caching spot for security data and any other temporary properties
CSecurityCacheDataStoredEventArgs	Event args for SecurityCache's DataStored event
CSecurityCacheProvider	A helper class that will provide SecurityCache instances
CSecurityDatabaseKey	Represents the key to a single entry in the MarketHoursDatabase or the SymbolPropertiesDatabase
CSecurityDataFilter	Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks
CSecurityDataFilterPythonWrapper	Python Wrapper for custom security data filters from Python
CSecurityDefinition	Helper class containing various unique identifiers for a given SecurityIdentifier, such as FIGI, ISIN, CUSIP, SEDOL
CSecurityDefinitionSymbolResolver	Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa
CSecurityEventArgs	Defines a base class for Security related events
CSecurityExchange	Base exchange class providing information and helper tools for reading the current exchange situation
CSecurityExchangeHours	Represents the schedule of a security exchange. This includes daily regular and extended market hours as well as holidays, early closes and late opens
CSecurityHolding	SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio
CSecurityHoldingQuantityChangedEventArgs	Event arguments for the SecurityHolding.QuantityChanged event. The event data contains the previous quantity/price. The current quantity/price can be accessed via the SecurityEventArgs.Security property
CSecurityInitializer	Provides static access to the Null security initializer
CSecurityManager	Enumerable security management class for grouping security objects into an array and providing any common properties
CSecurityMarginModel	Represents a simple, constant margin model by specifying the percentages of required margin
CSecurityPortfolioManager	Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects
CSecurityPortfolioModel	Provides a default implementation of ISecurityPortfolioModel that simply applies the fills to the algorithm's portfolio. This implementation is intended to handle all security types
CSecurityPriceVariationModel	Provides default implementation of IPriceVariationModel for use in defining the minimum price variation
CSecurityProviderExtensions	Provides extension methods for the ISecurityProvider interface
CSecuritySeeder	Provides access to a null implementation for ISecuritySeeder
CSecurityService	This class implements interface ISecurityService providing methods for creating new Security
CSecurityTransactionManager	Algorithm Transactions Manager - Recording Transactions
CStandardDeviationOfReturnsVolatilityModel	Provides an implementation of IVolatilityModel that computes the annualized sample standard deviation of daily returns as the volatility of the security
CSymbolProperties	Represents common properties for a specific security, uniquely identified by market, symbol and security type
CSymbolPropertiesDatabase	Provides access to specific properties for various symbols
CUniverseManager	Manages the algorithm's collection of universes
CUnsettledCashAmount	Represents a pending cash amount waiting for settlement time
CVolatilityModel	Provides access to a null implementation for IVolatilityModel
►NStatistics
CAlgorithmPerformance	The AlgorithmPerformance class is a wrapper for TradeStatistics and PortfolioStatistics
CIStatisticsService	This interface exposes methods for accessing algorithm statistics results at runtime
CPerformanceMetrics	PerformanceMetrics contains the names of the various performance metrics used for evaluation purposes
CPortfolioStatistics	The PortfolioStatistics class represents a set of statistics calculated from equity and benchmark samples
CStatistics	Calculate all the statistics required from the backtest, based on the equity curve and the profit loss statement
CStatisticsBuilder	The StatisticsBuilder class creates summary and rolling statistics from trades, equity and benchmark points
CStatisticsResults	The StatisticsResults class represents total and rolling statistics for an algorithm
CTrade	Represents a closed trade
CTradeBuilder	The TradeBuilder class generates trades from executions and market price updates
CTradeStatistics	The TradeStatistics class represents a set of statistics calculated from a list of closed trades
►NStorage
CObjectStore	Helper class for easier access to IObjectStore methods
►NToolBox
►NAlgoSeekFuturesConverter
CAlgoSeekFuturesConverter	Process a directory of algoseek futures files into separate resolutions
CAlgoSeekFuturesProcessor	Processor for caching and consolidating ticks; then flushing the ticks in memory to disk when triggered
CAlgoSeekFuturesProgram	AlgoSeek Options Converter: Convert raw OPRA channel files into QuantConnect Options Data Format
CAlgoSeekFuturesReader	Enumerator for converting AlgoSeek futures files into Ticks
►NCoarseUniverseGenerator
CCoarseUniverseGeneratorProgram	Coarse
►NKaikoDataConverter
CKaikoDataConverterProgram	Console application for converting a single day of Kaiko data into Lean data format for high resolutions (tick, second and minute)
CKaikoDataReader	Decompress single entry from Kaiko crypto raw data
►NRandomDataGenerator
CBaseSymbolGenerator	Provide the base symbol generator implementation
CDefaultSymbolGenerator	Generates a new random Symbol object of the specified security type. All returned symbols have a matching entry in the Symbol properties database
CDividendSplitMapGenerator	Generates random splits, random dividends, and map file
CFutureSymbolGenerator	Generates a new random future Symbol. The generates future contract Symbol will have an expiry between the specified time range
CIPriceGenerator	Defines a type capable of producing random prices
CIRandomValueGenerator	Defines a type capable of producing random values for use in random data generation
CITickGenerator	Describes main methods for TickGenerator
CNoTickersAvailableException	Exception thrown when there are no tickers left to generate for a certain combination of security type and market
COptionPriceModelPriceGenerator	Pricing model used to determine the fair price or theoretical value for a call or a put option price by default using the Black-Scholes-Merton model
COptionSymbolGenerator	Generates a new random option Symbol
CRandomDataGenerator	Generates random data according to the specified parameters
CRandomDataGeneratorProgram	Creates and starts RandomDataGenerator instance
CRandomDataGeneratorSettings
CRandomPriceGenerator	Random pricing model used to determine the fair price or theoretical value for a call or a put option
CRandomValueGenerator	Provides an implementation of IRandomValueGenerator that uses Random to generate random values
CRandomValueGeneratorException	Provides a base class for exceptions thrown by implementations of IRandomValueGenerator
CSecurityInitializerProvider
CTickGenerator	Generates random tick data according to the settings provided
CTooManyFailedAttemptsException	Exception thrown when multiple attempts to generate a valid random value end in failure
CBz2StreamProvider
CConsolidatorDataProcessor	Provides an implementation of IDataProcessor that consolidates the data stream and forwards the consolidated data to other processors
CCsvDataProcessor	Provides an implementation of IDataProcessor that writes the incoming stream of data to a csv file
CDataProcessor	Provides methods for creating data processor stacks
CExchangeInfoUpdater	Base tool for pulling data from a remote source and updating existing csv file
CFactorFileGenerator	Generates a factor file from a list of splits and dividends for a specified equity
CFileStreamProvider	Provides an implementation of IStreamProvider that just returns a file stream
CFilteredDataProcessor	Provides an implementation of IDataProcessor that filters the incoming stream of data before passing it along to the wrapped processor
CGzipStreamProvider
CIDataProcessor	Specifies a piece of processing that should be performed against a source file
CIdentityTickAggregator	Use IdentityDataConsolidator<T> to yield ticks unmodified into the consolidated data collection
CIExchangeInfoDownloader	Exchange Info Downloader Interface for pulling data from a remote source
CIStreamParser	Represents a type capable of accepting a stream and parsing it into an enumerable of data
CIStreamProvider	Defines how to open/close a source file
CLazyStreamWriter	This class wraps a StreamWriter so that the StreamWriter is only instantiated until WriteLine() is called. This ensures that the file the StreamWriter is writing to is only created if something is written to it. A StreamWriter will create a empty file as soon as it is instantiated
CLeanDataReader	This class reads data directly from disk and returns the data without the data entering the Lean data enumeration stack
CLeanInstrument	Represents a single instrument as listed in the file instruments.txt
CLeanParser	Provides an implementation of IStreamParser that reads files in the lean format
COpenInterestTickAggregator	Use OpenInterestConsolidator to consolidate open interest ticks into a specified resolution
CPipeDataProcessor	Provides an implementation of IDataProcessor that simply forwards all received data to other attached processors
CProgram
CQuoteTickAggregator	Use TickQuoteBarConsolidator to consolidate quote ticks into a specified resolution
CRawFileProcessor	Processing harness used to read files in, parse them, and process them
CStreamProvider	Provides factor method for creating an IStreamProvider from a file name
CTemporaryPathProvider	Helper method that provides and cleans given temporary paths
CTickAggregator	Class that uses consolidators to aggregate tick data data
CTradeTickAggregator	Use TickQuoteBarConsolidator to consolidate trade ticks into a specified resolution
CZipStreamProvider	Provides an implementation of IStreamProvider that opens zip files
►NUtil
►NRateLimit
CBusyWaitSleepStrategy	Provides a CPU intensive means of waiting for more tokens to be available in ITokenBucket. This strategy is only viable when the requested number of tokens is expected to become available in an extremely short period of time. This implementation aims to keep the current thread executing to prevent potential content switches arising from a thread yielding or sleeping strategy
CFixedIntervalRefillStrategy	Provides a refill strategy that has a constant, quantized refill rate. For example, after 1 minute passes add 5 units. If 59 seconds has passed, it will add zero unit, but if 2 minutes have passed, then 10 units would be added
CIRefillStrategy	Provides a strategy for making tokens available for consumption in the ITokenBucket
CISleepStrategy	Defines a strategy for sleeping the current thread of execution. This is currently used via the ITokenBucket.Consume in order to wait for new tokens to become available for consumption
CITokenBucket	Defines a token bucket for rate limiting See: https://en.wikipedia.org/wiki/Token_bucket
CLeakyBucket	Provides an implementation of ITokenBucket that implements the leaky bucket algorithm See: https://en.wikipedia.org/wiki/Leaky_bucket
CThreadSleepStrategy	Provides a CPU non-intensive means of waiting for more tokens to be available in ITokenBucket. This strategy should be the most commonly used as it either sleeps or yields the currently executing thread, allowing for other threads to execute while the current thread is blocked and waiting for new tokens to become available in the bucket for consumption
CTokenBucket	Provides extension methods for interacting with ITokenBucket instances as well as access to the NullTokenBucket via TokenBucket.Null
CBusyBlockingCollection	A small wrapper around BlockingCollection<T> used to communicate busy state of the items being processed
CBusyCollection	A non blocking IBusyCollection<T> implementation
CCandlestickJsonConverter	Candlestick Json Converter
CChartPointJsonConverter	Json Converter for ChartPoint which handles special reading
CCircularQueue	A never ending queue that will dequeue and reenqueue the same item
CColorJsonConverter	A JsonConverter implementation that serializes a Color as a string. If Color is empty, string is also empty and vice-versa. Meaning that color is autogen
CComparisonOperator	Utility Comparison Operator class
CComposer	Provides methods for obtaining exported MEF instances
CConcurrentSet	Provides a thread-safe set collection that mimics the behavior of HashSet<T> and will be keep insertion order
CCurrencyPairUtil	Utility methods for decomposing and comparing currency pairs
CDateTimeJsonConverter	Provides a json converter that allows defining the date time format used
CDisposableExtensions	Provides extensions methods for IDisposable
CDoubleUnixSecondsDateTimeJsonConverter	Defines a JsonConverter that serializes DateTime use the number of whole and fractional seconds since unix epoch
CEnumeratorExtensions	Provides convenience of linq extension methods for IEnumerator<T> types
CExpressionBuilder	Provides methods for constructing expressions at runtime
CFixedSizeHashQueue	Provides an implementation of an add-only fixed length, unique queue system
CFixedSizeQueue	Helper method for a limited length queue which self-removes the extra elements. http://stackoverflow.com/questions/5852863/fixed-size-queue-which-automatically-dequeues-old-values-upon-new-enques
CFuncTextWriter	Provides an implementation of TextWriter that redirects Write(string) and WriteLine(string)
CIReadOnlyRef	Represents a read-only reference to any value, T
CJsonRoundingConverter	Helper JsonConverter that will round decimal and double types, to FractionalDigits fractional digits
CKeyStringSynchronizer	Helper class to synchronize execution based on a string key
CLeanData	Provides methods for generating lean data file content
CLeanDataPathComponents	Type representing the various pieces of information emebedded into a lean data file path
CLinqExtensions	Provides more extension methods for the enumerable types
CListComparer	An implementation of IEqualityComparer<T> for List<T>. Useful when using a List<T> as the key of a collection
►CMarketHoursDatabaseJsonConverter	Provides json conversion for the MarketHoursDatabase class
CMarketHoursDatabaseEntryJson	Defines the json structure of a single entry in the market-hours-database.json file
CMarketHoursDatabaseJson	Defines the json structure of the market-hours-database.json file
CMemoizingEnumerable	Defines an enumerable that can be enumerated many times while only performing a single enumeration of the root enumerable
CNullStringValueConverter	Converts the string "null" into a new instance of T. This converter only handles deserialization concerns
CObjectActivator	Provides methods for creating new instances of objects
COptionPayoff	Static class containing useful methods related with options payoff
CPythonUtil	Collection of utils for python objects processing
CRateGate	Used to control the rate of some occurrence per unit of time
CReaderWriterLockSlimExtensions	Provides extension methods to make working with the ReaderWriterLockSlim class easier
CRef	Represents a reference to any value, T
CReferenceWrapper	We wrap a T instance, a value type, with a class, a reference type, to achieve thread safety when assigning new values and reading from multiple threads. This is possible because assignments are atomic operations in C# for reference types (among others)
CSecurityExtensions	Provides useful infrastructure methods to the Security class. These are added in this way to avoid mudding the class's public API
CSecurityIdentifierJsonConverter	A JsonConverter implementation that serializes a SecurityIdentifier as a string
CSeriesJsonConverter	Json Converter for Series which handles special Pie Series serialization case
CSingleValueListConverter	Reads json and always produces a List, even if the input has just an object
CStreamReaderEnumerable	Converts a StreamReader into an enumerable of string
CStreamReaderExtensions	Extension methods to fetch data from a StreamReader instance
CStringDecimalJsonConverter	Allows for conversion of string numeric values from JSON to the decimal type
CTypeChangeJsonConverter	Provides a base class for a JsonConverter that serializes a an input type as some other output type
►CValidate	Provides methods for validating strings following a certain format, such as an email address
CRegularExpression	Provides static storage of compiled regular expressions to preclude parsing on each invocation
CWorkerThread	This worker tread is required to guarantee all python operations are executed by the same thread, to enable complete debugging functionality. We don't use the main thread, to avoid any chance of blocking the process
CXElementExtensions	Provides extension methods for the XML to LINQ types
CAlgorithmConfiguration	This class includes algorithm configuration settings and parameters. This is used to include configuration parameters in the result packet to be used for report generation
CAlgorithmControl	Wrapper for algorithm status enum to include the charting subscription
CAlgorithmSettings	This class includes user settings for the algorithm which can be changed in the IAlgorithm.Initialize method
CBaseSeries	Chart Series Object - Series data and properties for a chart:
CBinaryComparison	Enumeration class defining binary comparisons and providing access to expressions and functions capable of evaluating a particular comparison for any type. If a particular type does not implement a binary comparison than an exception will be thrown
CBinaryComparisonExtensions	Provides convenience extension methods for applying a BinaryComparison to collections
CCandlestick	Single candlestick for a candlestick chart
CCandlestickSeries	Candlestick Chart Series Object - Series data and properties for a candlestick chart
CCapacityEstimate	Estimates dollar volume capacity of algorithm (in account currency) using all Symbols in the portfolio
CChannelStatus	Defines the different channel status values
CChart	Single Parent Chart Object for Custom Charting
CChartPoint	Single Chart Point Value Type for QCAlgorithm.Plot();
CChartSeriesJsonConverter	Convert a Chart Series to and from JSON
CCompression	Compression class manages the opening and extraction of compressed files (zip, tar, tar.gz)
CCountry	The Country class contains all countries normalized for your convenience. It maps the country name to its ISO 3166-1 alpha-3 code, see https://en.wikipedia.org/wiki/ISO_3166-1_alpha-3
CCurrencies	Provides commonly used currency pairs and symbols
CDataDownloaderGetParameters	Model class for passing in parameters for historical data
CDataMonitorReport	Report generated by the IDataMonitor class that contains information about data requests
CDataProviderEventArgs	Defines a base class for IDataProviderEvents
CDateFormat	Shortcut date format strings
CDefaultConverter	Helper json converter to use the default json converter, breaking inheritance json converter
CDocumentationAttribute	Custom attribute used for documentation
CDownloadFailedEventArgs	Event arguments for the IDataProviderEvents.DownloadFailed event
CExchange	Lean exchange definition
CExchanges	Defines Lean exchanges codes and names
CExpiry	Provides static functions that can be used to compute a future DateTime (expiry) given a DateTime
CExtendedDictionary	Provides a base class for types holding instances keyed by Symbol
CExtensions	Extensions function collections - group all static extensions functions here
CField	Provides static properties to be used as selectors with the indicator system
CFileExtension	Helper methods for file management
CGlobals	Provides application level constant values
CHolding	Singular holding of assets from backend live nodes:
CIDataDownloader	Data Downloader Interface for pulling data from a remote source
CIIsolatorLimitResultProvider	Provides an abstraction for managing isolator limit results. This is originally intended to be used by the training feature to permit a single algorithm time loop to extend past the default of ten minutes
CInvalidConfigurationDetectedEventArgs	Event arguments for the IDataProviderEvents.InvalidConfigurationDetected event
CISeriesPoint	Single chart series point/bar data
CIsolator	Isolator class - create a new instance of the algorithm and ensure it doesn't exceed memory or time execution limits
CIsolatorLimitResult	Represents the result of the Isolator limiter callback
CIsolatorLimitResultProvider	Provides access to the NullIsolatorLimitResultProvider and extension methods supporting ScheduledEvent
CITimeProvider	Provides access to the current time in UTC. This doesn't necessarily need to be wall-clock time, but rather the current time in some system
CLocalTimeKeeper	Represents the current local time. This object is created via the TimeKeeper to manage conversions to local time
CMarket	Markets Collection: Soon to be expanded to a collection of items specifying the market hour, timezones and country codes
►CMessages	Provides user-facing message construction methods and static messages for the Algorithm.Framework.Alphas.Analysis namespace
CAccountEvent	Provides user-facing messages for the Securities.AccountEvent class and its consumers or related classes
CAlgorithmControl	Provides user-facing messages for the QuantConnect.AlgorithmControl class and its consumers or related classes
CAlphaRuntimeStatistics	Provides user-facing messages for the AlphaRuntimeStatistics class and its consumers or related classes
CAlphaStreamsBrokerageModel	Provides user-facing messages for the Brokerages.AlphaStreamsBrokerageModel class and its consumers or related classes
CAlphaStreamsFeeModel	Provides user-facing messages for the Orders.Fees.AlphaStreamsFeeModel class and its consumers or related classes
CAxosBrokerageModel	Provides user-facing messages for the Brokerages.AxosClearingBrokerageModel class and its consumers or related classes
CBaseCommand	Provides user-facing messages for the Commands.BaseCommand class and its consumers or related classes
CBaseCommandHandler	Provides user-facing messages for the Commands.BaseCommandHandler class and its consumers or related classes
CBasePythonWrapper	Provides user-facing common messages for the Python.BasePythonWrapper<TInterface> class
CBinanceBrokerageModel	Provides user-facing messages for the Brokerages.BinanceBrokerageModel class and its consumers or related classes
CBinanceUSBrokerageModel	Provides user-facing messages for the Brokerages.BinanceUSBrokerageModel class and its consumers or related classes
CBrokerageMessageEvent	Provides user-facing messages for the Brokerages.BrokerageMessageEvent class and its consumers or related classes
CBuyingPowerModel	Provides user-facing messages for the Securities.BuyingPowerModel class and its consumers or related classes
CCancelOrderRequest	Provides user-facing messages for the Orders.CancelOrderRequest class and its consumers or related classes
CCandlestick	Provides user-facing messages for the QuantConnect.Candlestick class and its consumers or related classes
CCash	Provides user-facing messages for the Securities.Cash class and its consumers or related classes
CCashBook	Provides user-facing messages for the Securities.CashBook class and its consumers or related classes
CCashBuyingPowerModel	Provides user-facing messages for the Securities.CashBuyingPowerModel class and its consumers or related classes
CChart	Provides user-facing messages for the QuantConnect.Chart class and its consumers or related classes
CChartPoint	Provides user-facing messages for the QuantConnect.ChartPoint class and its consumers or related classes
CCoinbaseBrokerageModel	Provides user-facing messages for the Brokerages.CoinbaseBrokerageModel class and its consumers or related classes
CConstraint	Provides user-facing messages for the Optimizer.Objectives.Constraint class and its consumers or related classes
CCurrencies	Provides user-facing messages for the QuantConnect.Currencies class and its consumers or related classes
CDefaultBrokerageMessageHandler	Provides user-facing messages for the Brokerages.DefaultBrokerageMessageHandler class and its consumers or related classes
CDefaultBrokerageModel	Provides user-facing messages for the Brokerages.DefaultBrokerageModel class and its consumers or related classes
CDefaultExerciseModel	Provides user-facing messages for the Orders.OptionExercise.DefaultExerciseModel class and its consumers or related classes
CDefaultMarginCallModel	Provides user-facing messages for the Securities.DefaultMarginCallModel class and its consumers or related classes
CDllNotFoundPythonExceptionInterpreter	Provides user-facing messages for the Exceptions.DllNotFoundPythonExceptionInterpreter class and its consumers or related classes
CDynamicSecurityData	Provides user-facing messages for the Securities.DynamicSecurityData class and its consumers or related classes
CEquityFillModel	Provides user-facing messages for the Orders.Fills.EquityFillModel class and its consumers or related classes
CEquityPriceVariationModel	Provides user-facing messages for the Securities.EquityPriceVariationModel class and its consumers or related classes
CErrorCurrencyConverter	Provides user-facing messages for the Securities.ErrorCurrencyConverter class and its consumers or related classes
CExanteBrokerageModel	Provides user-facing messages for the Brokerages.ExanteBrokerageModel class and its consumers or related classes
CExanteFeeModel	Provides user-facing messages for the Orders.Fees.ExanteFeeModel class and its consumers or related classes
CExtendedDictionary	Provides user-facing messages for the QuantConnect.ExtendedDictionary<T> class and its consumers or related classes
CExtensions	Provides user-facing messages for the QuantConnect.Extensions class and its consumers or related classes
CExtremumJsonConverter	Provides user-facing messages for the Optimizer.Objectives.ExtremumJsonConverter class and its consumers or related classes
CFeeModel	Provides user-facing messages for the Orders.Fees.FeeModel class and its consumers or related classes
CFileCommandHandler	Provides user-facing messages for the Commands.FileCommandHandler class and its consumers or related classes
CFillModel	Provides user-facing messages for the Orders.Fills.FillModel class and its consumers or related classes
CFTXBrokerageModel	Provides user-facing messages for the Brokerages.FTXBrokerageModel class and its consumers or related classes
CFuncBenchmark	Provides user-facing messages for the Benchmarks.FuncBenchmark class and its consumers or related classes
CFuncSecuritySeeder	Provides user-facing messages for the Securities.FuncSecuritySeeder class and its consumers or related classes
CFxcmBrokerageModel	Provides user-facing messages for the Brokerages.FxcmBrokerageModel class and its consumers or related classes
CGroupOrderExtensions	Provides user-facing messages for the Orders.GroupOrderExtensions class and its consumers or related classes
CHolding	Provides user-facing messages for the QuantConnect.Holding class and its consumers or related classes
CIdentityCurrencyConverter	Provides user-facing messages for the Securities.IdentityCurrencyConverter class and its consumers or related classes
CIndicatorDataPoint	Provides user-facing messages for the Indicators.IndicatorDataPoint class and its consumers or related classes
CInitialMarginParameters	Provides user-facing messages for the Securities.InitialMarginParameters class and its consumers or related classes
CInsight	Provides user-facing messages for the Algorithm.Framework.Alphas.Insight class and its consumers or related classes
CInsightManager	Provides user-facing messages for the Algorithm.Framework.Alphas.Analysis.InsightManager class and its consumers or related classes
CInsightScore	Provides user-facing messages for the Algorithm.Framework.Alphas.InsightScore class and its consumers or related classes
CInteractiveBrokersBrokerageModel	Provides user-facing messages for the Brokerages.InteractiveBrokersBrokerageModel class and its consumers or related classes
CInteractiveBrokersFeeModel	Provides user-facing messages for the Orders.Fees.InteractiveBrokersFeeModel class and its consumers or related classes
CInvalidTokenPythonExceptionInterpreter	Provides user-facing messages for the Exceptions.InvalidTokenPythonExceptionInterpreter class and its consumers or related classes
CIsolator	Provides user-facing messages for the QuantConnect.Isolator class and its consumers or related classes
CKeyErrorPythonExceptionInterpreter	Provides user-facing messages for the Exceptions.KeyErrorPythonExceptionInterpreter class and its consumers or related classes
CLimitIfTouchedOrder	Provides user-facing messages for the Orders.LimitIfTouchedOrder class and its consumers or related classes
CLimitOrder	Provides user-facing messages for the Orders.LimitOrder class and its consumers or related classes
CLocalMarketHours	Provides user-facing messages for the Securities.LocalMarketHours class and its consumers or related classes
CMaintenanceMarginParameters	Provides user-facing messages for the Securities.MaintenanceMarginParameters class and its consumers or related classes
CMarginCallModelPythonWrapper	Provides user-facing common messages for the Python.MarginCallModelPythonWrapper namespace classes
CMarket	Provides user-facing messages for the QuantConnect.Market class and its consumers or related classes
CMarketHoursDatabase	Provides user-facing messages for the Securities.MarketHoursDatabase class and its consumers or related classes
CMarketHoursSegment	Provides user-facing messages for the Securities.MarketHoursSegment class and its consumers or related classes
CNoMethodMatchPythonExceptionInterpreter	Provides user-facing messages for the Exceptions.NoMethodMatchPythonExceptionInterpreter class and its consumers or related classes
CNotificationEmail	Provides user-facing messages for the Notifications.NotificationEmail class and its consumers or related classes
CNotificationFtp	Provides user-facing messages for the Notifications.NotificationFtp class and its consumers or related classes
CNotificationJsonConverter	Provides user-facing messages for the Notifications.NotificationJsonConverter class and its consumers or related classes
CObjective	Provides user-facing messages for the Optimizer.Objectives.Objective class and its consumers or related classes
COptimizationParameterJsonConverter	Provides user-facing messages for the Optimizer.Parameters.OptimizationParameterJsonConverter class and its consumers or related classes
COptimizationStepParameter	Provides user-facing messages for the Optimizer.Parameters.OptimizationStepParameter class and its consumers or related classes
COptimizerObjectivesCommon	Provides user-facing common messages for the Optimizer.Objectives namespace classes
COrder	Provides user-facing messages for the Orders.Order class and its consumers or related classes
COrderCommand	Provides user-facing messages for the Commands.OrderCommand class and its consumers or related classes
COrderEvent	Provides user-facing messages for the Orders.OrderEvent class and its consumers or related classes
COrderRequest	Provides user-facing messages for the Orders.OrderRequest class and its consumers or related classes
COrderResponse	Provides user-facing messages for the Orders.OrderResponse class and its consumers or related classes
COrderTicket	Provides user-facing messages for the Orders.OrderTicket class and its consumers or related classes
COS	Provides user-facing messages for the QuantConnect.OS class and its consumers or related classes
CPandasConverter	Provides user-facing common messages for the Python.PandasConverter namespace classes
CPandasData	Provides user-facing common messages for the Python.PandasData namespace classes
CParse	Provides user-facing messages for the QuantConnect.Parse class and its consumers or related classes
CPortfolioTarget	Provides user-facing messages for the Algorithm.Framework.Portfolio.PortfolioTarget class and its consumers or related classes
CPositionGroup	Provides user-facing messages for the Securities.Positions.PositionGroup class and its consumers or related classes
CPositionGroupBuyingPowerModel	Provides user-facing messages for the Securities.Positions.PositionGroupBuyingPowerModel class and its consumers or related classes
CPythonCommon	Provides user-facing common messages for the Python namespace classes
CPythonInitializer	Provides user-facing common messages for the Python.PythonInitializer namespace classes
CPythonWrapper	Provides user-facing common messages for the Python.PythonWrapper namespace classes
CRBIBrokerageModel	Provides user-facing messages for the Brokerages.RBIBrokerageModel class and its consumers or related classes
CReadOnlySecurityValuesCollection	Provides user-facing messages for the ReadOnlySecurityValuesCollection class and its consumers or related classes
CRegisteredSecurityDataTypesProvider	Provides user-facing messages for the Securities.RegisteredSecurityDataTypesProvider class and its consumers or related classes
CRollingWindow	Provides user-facing messages for the Indicators.RollingWindow<T> class and its consumers or related classes
CScheduledEventExceptionInterpreter	Provides user-facing messages for the Exceptions.ScheduledEventExceptionInterpreter class and its consumers or related classes
CSecurity	Provides user-facing messages for the Securities.Security class and its consumers or related classes
CSecurityDatabaseKey	Provides user-facing messages for the Securities.SecurityDatabaseKey class and its consumers or related classes
CSecurityDefinitionSymbolResolver	Provides user-facing messages for the Securities.SecurityDefinitionSymbolResolver class and its consumers or related classes
CSecurityExchangeHours	Provides user-facing messages for the Securities.SecurityExchangeHours class and its consumers or related classes
CSecurityHolding	Provides user-facing messages for the Securities.SecurityHolding class and its consumers or related classes
CSecurityIdentifier	Provides user-facing messages for the QuantConnect.SecurityIdentifier class and its consumers or related classes
CSecurityManager	Provides user-facing messages for the Securities.SecurityManager class and its consumers or related classes
CSecurityPortfolioManager	Provides user-facing messages for the Securities.SecurityPortfolioManager class and its consumers or related classes
CSecurityService	Provides user-facing messages for the Securities.SecurityService class and its consumers or related classes
CSecurityTransactionManager	Provides user-facing messages for the Securities.SecurityTransactionManager class and its consumers or related classes
CStackExceptionInterpreter	Provides user-facing messages for the Exceptions.StackExceptionInterpreter class and its consumers or related classes
CStopLimitOrder	Provides user-facing messages for the Orders.StopLimitOrder class and its consumers or related classes
CStopMarketOrder	Provides user-facing messages for the Orders.StopMarketOrder class and its consumers or related classes
CStringExtensions	Provides user-facing messages for the QuantConnect.StringExtensions class and its consumers or related classes
CSubmitOrderRequest	Provides user-facing messages for the Orders.SubmitOrderRequest class and its consumers or related classes
CSymbol	Provides user-facing messages for the QuantConnect.Symbol class and its consumers or related classes
CSymbolCache	Provides user-facing messages for the QuantConnect.SymbolCache class and its consumers or related classes
CSymbolProperties	Provides user-facing messages for the Securities.SymbolProperties class and its consumers or related classes
CSymbolPropertiesDatabase	Provides user-facing messages for the Securities.SymbolPropertiesDatabase class and its consumers or related classes
CSymbolRepresentation	Provides user-facing messages for the QuantConnect.SymbolRepresentation class and its consumers or related classes
CSymbolValueJsonConverter	Provides user-facing messages for the QuantConnect.SymbolValueJsonConverter class and its consumers or related classes
CTarget	Provides user-facing messages for the Optimizer.Objectives.Target class and its consumers or related classes
CTDAmeritradeFeeModel	Provides user-facing messages for the Orders.Fees.TDAmeritradeFeeModel class and its consumers or related classes
CTime	Provides user-facing messages for the QuantConnect.Time class and its consumers or related classes
CTradierBrokerageModel	Provides user-facing messages for the Brokerages.TradierBrokerageModel class and its consumers or related classes
CTradingCalendar	Provides user-facing messages for the QuantConnect.TradingCalendar class and its consumers or related classes
CTradingTechnologiesBrokerageModel	Provides user-facing messages for the Brokerages.TradingTechnologiesBrokerageModel class and its consumers or related classes
CTrailingStopOrder	Provides user-facing messages for the Orders.TrailingStopOrder class and its consumers or related classes
CUnsupportedOperandPythonExceptionInterpreter	Provides user-facing messages for the Exceptions.UnsupportedOperandPythonExceptionInterpreter class and its consumers or related classes
CUpdateOrderRequest	Provides user-facing messages for the Orders.UpdateOrderRequest class and its consumers or related classes
CVolumeShareSlippageModel	Provides user-facing messages for the Orders.Slippage.VolumeShareSlippageModel class and its consumers or related classes
CWolverineBrokerageModel	Provides user-facing messages for the Brokerages.WolverineBrokerageModel class and its consumers or related classes
CNewTradableDateEventArgs	Event arguments for the NewTradableDate event
CNumericalPrecisionLimitedEventArgs	Event arguments for the IDataProviderEvents.NumericalPrecisionLimited event
COS	Operating systems class for managing anything that is operation system specific
CParse	Provides methods for parsing strings using CultureInfo.InvariantCulture
CReaderErrorDetectedEventArgs	Event arguments for the IDataProviderEvents.ReaderErrorDetected event
CRealTimeProvider	Provides an implementation of ITimeProvider that uses DateTime.UtcNow to provide the current time
CRealTimeSynchronizedTimer	Real time timer class for precise callbacks on a millisecond resolution in a self managed thread
CRegressionTestException	Custom exception class for regression tests
CResult	Base class for backtesting and live results that packages result data. LiveResult BacktestResult
CScatterChartPoint	A chart point for a scatter series plot
CScatterChartPointJsonConverter	ScatterChartPoint json converter
CSecurityIdentifier	Defines a unique identifier for securities
CSeries	Chart Series Object - Series data and properties for a chart:
CSeriesSampler	A type capable of taking a chart and resampling using a linear interpolation strategy
CStartDateLimitedEventArgs	Event arguments for the IDataProviderEvents.StartDateLimited event
CStringExtensions	Provides extension methods for properly parsing and serializing values while properly using an IFormatProvider/CultureInfo when applicable
CStubsIgnoreAttribute	P Custom attribute used for marking classes, methods, properties, etc. that should be ignored by the stubs generator
CSymbol	Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security
CSymbolCache	Provides a string->Symbol mapping to allow for user defined strings to be lifted into a Symbol This is mainly used via the Symbol implicit operator, but also functions that create securities should also call Set to add new mappings
CSymbolJsonConverter	Defines a JsonConverter to be used when deserializing to the Symbol class
►CSymbolRepresentation	Public static helper class that does parsing/generation of symbol representations (options, futures)
CFutureTickerProperties	Class contains future ticker properties returned by ParseFutureTicker()
COptionTickerProperties	Class contains option ticker properties returned by ParseOptionTickerIQFeed()
CSymbolValueJsonConverter	Defines a JsonConverter to be used when you only want to serialize the Symbol.Value property instead of the full Symbol instance
►CTime	Time helper class collection for working with trading dates
CDateTimeWithZone	Live charting is sensitive to timezone so need to convert the local system time to a UTC and display in browser as UTC
CMonthYearJsonConverter	Helper method to deserialize month/year
CTimeKeeper	Provides a means of centralizing time for various time zones
CTimeUpdatedEventArgs	Event arguments class for the LocalTimeKeeper.TimeUpdated event
CTimeZoneOffsetProvider	Represents the discontinuties in a single time zone and provides offsets to UTC. This type assumes that times will be asked in a forward marching manner. This type is not thread safe
CTimeZones	Provides access to common time zones
CTradingCalendar	Class represents trading calendar, populated with variety of events relevant to currently trading instruments
CTradingDay	Class contains trading events associated with particular day in TradingCalendar
CZipStreamWriter	Provides an implementation of TextWriter to write to a zip file
CBybitBrokerageModel	Provides Bybit specific properties
CBybitFeeModel	Bybit fee model implementation
CBybitFuturesFeeModel	Bybit futures fee model implementation
CBybitOrderProperties	Class containing Bybit OrderProperties
CDownloaderDataProviderArgumentParser
CHilbertTransform	This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. <remark>Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf</remark>
CProgram