Here is a list of all documented class members with links to the class documentation for each member:

- f -

• Factor : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• FactorFile() : QuantConnect.Data.Auxiliary.FactorFile< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider
• FactorFileGenerator() : QuantConnect.ToolBox.FactorFileGenerator
• FactorFileMinimumDate : QuantConnect.Data.Auxiliary.FactorFile< T > , QuantConnect.Data.Auxiliary.IFactorProvider
• FactorFileProvider : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• Factory : QuantConnect.Python.PythonActivator
• FaGroup : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FailedConversionToDecimal() : QuantConnect.Messages.Currencies
• FailedDataRequestsCount : QuantConnect.DataMonitorReport
• FailedDataRequestsPercentage : QuantConnect.DataMonitorReport
• FailedToConvergeOnTargetMargin() : QuantConnect.Messages.PositionGroupBuyingPowerModel
• FailedToConvergeOnTargetOrderValue() : QuantConnect.Messages.CashBuyingPowerModel
• FailedToConvergeOnTheTargetMargin() : QuantConnect.Messages.BuyingPowerModel
• FailedToConvergeOnTheTargetMarginUnderlyingSecurityInfo() : QuantConnect.Messages.BuyingPowerModel
• FailedToCreateInstanceOfType() : QuantConnect.Messages.Extensions
• FailedToFindSystemPackagesConfiguration() : QuantConnect.Messages.PythonInitializer
• FailedToGetMarketForTickerAndUnderlying() : QuantConnect.Messages.SymbolRepresentation
• FailedToRemoveRecord() : QuantConnect.Messages.CashBook
• FailedUniverseDataRequestsCount : QuantConnect.DataMonitorReport
• FailedUniverseDataRequestsPercentage : QuantConnect.DataMonitorReport
• FakeDataQueue() : QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue
• FalklandIslands : QuantConnect.Country
• Fama : QuantConnect.Indicators.MesaAdaptiveMovingAverage
• FaMethod : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FaPercentage : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FaProfile : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FarmAndHeavyConstructionMachinery() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• FarmProducts : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• FaroeIslands : QuantConnect.Country
• Fast : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData , QuantConnect.Indicators.MovingAverageConvergenceDivergence
• FastAo : QuantConnect.Indicators.AwesomeOscillator
• FastForwardEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator
• FastIsOverSlow : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData
• FastStoch : QuantConnect.Indicators.Stochastic
• FCFGrowth() : QuantConnect.Data.Fundamental.FCFGrowth , QuantConnect.Data.Fundamental.OperationRatios
• FCFNetIncomeRatio() : QuantConnect.Data.Fundamental.FCFNetIncomeRatio , QuantConnect.Data.Fundamental.OperationRatios
• FCFPerShare : QuantConnect.Data.Fundamental.ValuationRatios
• FCFPerShareGrowth : QuantConnect.Data.Fundamental.EarningRatios , QuantConnect.Data.Fundamental.FCFPerShareGrowth
• FCFRatio : QuantConnect.Data.Fundamental.ValuationRatios
• FCFSalesRatio() : QuantConnect.Data.Fundamental.FCFSalesRatio , QuantConnect.Data.Fundamental.OperationRatios
• FCFtoCFO() : QuantConnect.Data.Fundamental.FCFtoCFO , QuantConnect.Data.Fundamental.OperationRatios
• FCFYield : QuantConnect.Data.Fundamental.ValuationRatios
• February : QuantConnect.Securities.FutureExpirationCycles
• FederalFundsPurchased : QuantConnect.Data.Fundamental.BalanceSheet
• FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchase : QuantConnect.Data.Fundamental.BalanceSheet
• FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet
• FederalFundsPurchasedBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsPurchasedBalanceSheet
• FederalFundsSold : QuantConnect.Data.Fundamental.BalanceSheet
• FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResell : QuantConnect.Data.Fundamental.BalanceSheet
• FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet
• FederalFundsSoldBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsSoldBalanceSheet
• FederalHomeLoanBankStock : QuantConnect.Data.Fundamental.BalanceSheet
• FederalHomeLoanBankStockBalanceSheet() : QuantConnect.Data.Fundamental.FederalHomeLoanBankStockBalanceSheet
• FeederCattle : QuantConnect.Securities.Futures.Meats
• FeeInBase : QuantConnect.Orders.KrakenOrderProperties
• FeeInQuote : QuantConnect.Orders.KrakenOrderProperties
• FeeModel : QuantConnect.Securities.Security
• FeeModelPythonWrapper() : QuantConnect.Python.FeeModelPythonWrapper
• FeeRate() : QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Data.Shortable.ShortableProviderPythonWrapper , QuantConnect.Interfaces.IShortableProvider
• FeeRevenueAndOtherIncome : QuantConnect.Data.Fundamental.IncomeStatement
• FeeRevenueAndOtherIncomeIncomeStatement() : QuantConnect.Data.Fundamental.FeeRevenueAndOtherIncomeIncomeStatement
• FeesandCommissionExpense : QuantConnect.Data.Fundamental.IncomeStatement
• FeesandCommissionExpenseIncomeStatement() : QuantConnect.Data.Fundamental.FeesandCommissionExpenseIncomeStatement
• FeesandCommissionIncome : QuantConnect.Data.Fundamental.IncomeStatement
• FeesandCommissionIncomeIncomeStatement() : QuantConnect.Data.Fundamental.FeesandCommissionIncomeIncomeStatement
• FeesAndCommissions : QuantConnect.Data.Fundamental.IncomeStatement
• FeesAndCommissionsIncomeStatement() : QuantConnect.Data.Fundamental.FeesAndCommissionsIncomeStatement
• Fetch() : QuantConnect.Data.DiskDataCacheProvider , QuantConnect.Interfaces.IDataCacheProvider , QuantConnect.Interfaces.IDataProvider , QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider , QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider , QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider , QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider , QuantConnect.Lean.Engine.DataFeeds.ProcessedDataProvider , QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider
• FFOPerShare : QuantConnect.Data.Fundamental.ValuationRatios
• FGHJKMNQUVXZ : QuantConnect.Securities.FutureExpirationCycles
• FHJKQUVX : QuantConnect.Securities.FutureExpirationCycles
• FHKNQUVZ : QuantConnect.Securities.FutureExpirationCycles
• FHKNQUX : QuantConnect.Securities.FutureExpirationCycles
• FHKNUVZ : QuantConnect.Securities.FutureExpirationCycles
• FHKNUX : QuantConnect.Securities.FutureExpirationCycles
• FI() : QuantConnect.Algorithm.QCAlgorithm
• Fields : QuantConnect.Orders.TerminalLinkOrderProperties.StrategyParameters
• Fiji : QuantConnect.Country
• File : QuantConnect.Packets.FileHistoryResult
• FileCommandHandler() : QuantConnect.Commands.FileCommandHandler
• FileContent : QuantConnect.Notifications.NotificationFtp
• FileDate : QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.FinancialStatements
• FileHandler : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• FileHistoryResult() : QuantConnect.Packets.FileHistoryResult
• FileLogHandler() : QuantConnect.Logging.FileLogHandler
• FileName : QuantConnect.DocumentationAttribute
• Filename : QuantConnect.Util.LeanDataPathComponents
• FilePath : QuantConnect.Logging.Log , QuantConnect.Notifications.NotificationFtp
• Filepath : QuantConnect.Packets.FileHistoryResult
• Files : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.ProjectFilesResponse
• Fill() : QuantConnect.Orders.Fills.Fill , QuantConnect.Orders.Fills.FillModel , QuantConnect.Orders.Fills.IFillModel , QuantConnect.Python.FillModelPythonWrapper , QuantConnect.Securities.ApplyFundsSettlementModelParameters
• FillDataForward : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.SubscriptionDataConfig
• FilledAtStalePrice() : QuantConnect.Messages.FillModel
• FilledWithLastTickTypeData() : QuantConnect.Messages.EquityFillModel
• FilledWithOpenDueToFavorableGap() : QuantConnect.Messages.EquityFillModel
• FilledWithOpenDueToUnfavorableGap() : QuantConnect.Messages.EquityFillModel
• FilledWithQuoteBarData() : QuantConnect.Messages.EquityFillModel
• FilledWithQuoteData() : QuantConnect.Messages.EquityFillModel
• FilledWithQuoteTickData() : QuantConnect.Messages.EquityFillModel
• FilledWithTradeBarData() : QuantConnect.Messages.EquityFillModel
• FilledWithTradeTickData() : QuantConnect.Messages.EquityFillModel
• FillForward : QuantConnect.Data.UniverseSelection.UniverseSettings
• FillForwardEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator
• FillForwardResolution : QuantConnect.Data.HistoryRequest
• FillForwardResolutionChanged : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• FillModel : QuantConnect.Securities.Security
• FillModelParameters() : QuantConnect.Orders.Fills.FillModelParameters
• FillModelPythonWrapper() : QuantConnect.Python.FillModelPythonWrapper
• FillPrice : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• FillPriceCurrency : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• FillQuantity : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• Filter() : QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.OpenInterestFutureUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel , QuantConnect.Securities.EmptyContractFilter , QuantConnect.Securities.Equity.EquityDataFilter , QuantConnect.Securities.Forex.ForexDataFilter , QuantConnect.Securities.FuncSecurityDerivativeFilter< T > , QuantConnect.Securities.IDerivativeSecurityFilter< T > , QuantConnect.Securities.Interfaces.ISecurityDataFilter , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate , QuantConnect.Securities.SecurityDataFilter , QuantConnect.Securities.SecurityDataFilterPythonWrapper
• Filter< T, TCollection >() : QuantConnect.BinaryComparisonExtensions
• Filter< TKey, TValue >() : QuantConnect.BinaryComparisonExtensions
• FilterAndGroupDownloadDataBySymbol() : QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider
• FilterByOpenInterest() : QuantConnect.Algorithm.Framework.Selection.OpenInterestFutureUniverseSelectionModel
• FilterCustomSecurities : QuantConnect.Data.UniverseSelection.SecurityChanges
• FilteredBy() : QuantConnect.ToolBox.DataProcessor
• FilteredContracts : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain , QuantConnect.Data.UniverseSelection.BaseDataCollection
• FilteredDataProcessor() : QuantConnect.ToolBox.FilteredDataProcessor
• FilteredIdentity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.FilteredIdentity
• FilteredIdentityDataConsolidator() : QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T >
• FilterEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T >
• FilterInternalSecurities : QuantConnect.Data.UniverseSelection.SecurityChanges
• FilterInvalidInsightMagnitude() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
• Finalize() : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• FinalSplitFactor : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
• FinalStatistics : QuantConnect.Lean.Engine.Results.BacktestingResultHandler
• FinanceLeaseReceivables : QuantConnect.Data.Fundamental.BalanceSheet
• FinanceLeaseReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.FinanceLeaseReceivablesBalanceSheet
• FinanceLeaseReceivablesCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• FinanceLeaseReceivablesCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinanceLeaseReceivablesCurrentBalanceSheet
• FinanceLeaseReceivablesNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• FinanceLeaseReceivablesNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinanceLeaseReceivablesNonCurrentBalanceSheet
• FinancialAssets : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialAssetsBalanceSheet() : QuantConnect.Data.Fundamental.FinancialAssetsBalanceSheet
• FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet() : QuantConnect.Data.Fundamental.FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet
• FinancialConglomerates : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• FinancialDataAndStockExchanges : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• FinancialHealthGrade : QuantConnect.Data.Fundamental.AssetClassification
• FinancialInstrumentsSoldUnderAgreementsToRepurchase : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet() : QuantConnect.Data.Fundamental.FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet
• FinancialLeverage() : QuantConnect.Data.Fundamental.FinancialLeverage , QuantConnect.Data.Fundamental.OperationRatios
• FinancialLiabilitiesCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialLiabilitiesCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesCurrentBalanceSheet
• FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotal : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet
• FinancialLiabilitiesMeasuredatAmortizedCostTotal : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet
• FinancialLiabilitiesNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialLiabilitiesNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesNonCurrentBalanceSheet
• FinancialOrDerivativeInvestmentCurrentLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet
• FinancialServices : QuantConnect.Data.Fundamental.MorningstarSectorCode
• FinancialStatements() : QuantConnect.Data.Fundamental.FinancialStatements , QuantConnect.Data.Fundamental.FineFundamental
• FinancialStatementsAccessionNumber() : QuantConnect.Data.Fundamental.FinancialStatementsAccessionNumber
• FinancialStatementsFileDate() : QuantConnect.Data.Fundamental.FinancialStatementsFileDate
• FinancialStatementsFormType() : QuantConnect.Data.Fundamental.FinancialStatementsFormType
• FinancialStatementsPeriodEndingDate() : QuantConnect.Data.Fundamental.FinancialStatementsPeriodEndingDate
• FinancialStatementsPeriodType() : QuantConnect.Data.Fundamental.FinancialStatementsPeriodType
• FinancingCashFlow : QuantConnect.Data.Fundamental.CashFlowStatement
• FinancingCashFlowCashFlowStatement() : QuantConnect.Data.Fundamental.FinancingCashFlowCashFlowStatement
• FindNextHighPivotPoint() : QuantConnect.Indicators.PivotPointsHighLow
• FindNextLowPivotPoint() : QuantConnect.Indicators.PivotPointsHighLow
• Fine() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• FineFundamental() : QuantConnect.Data.Fundamental.FineFundamental
• FineFundamentalFilteredUniverse() : QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse
• FineFundamentalUniverse : QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse , QuantConnect.Data.UniverseSelection.FineFundamentalUniverse
• FineFundamentalUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel
• Finished : QuantConnect.Scheduling.TimeConsumer
• FinishedGoods : QuantConnect.Data.Fundamental.BalanceSheet
• FinishedGoodsBalanceSheet() : QuantConnect.Data.Fundamental.FinishedGoodsBalanceSheet
• FinishedWorkItem : QuantConnect.Util.WorkerThread
• Finland : QuantConnect.Country
• FINRA : QuantConnect.Exchange
• First : QuantConnect.Data.Consolidators.SequentialConsolidator
• FirstDate : QuantConnect.Data.Auxiliary.MapFile
• FirstPartCrossZeroOrder : QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest
• FirstTicker : QuantConnect.Data.Auxiliary.MapFile
• FirstYearEstimatedEPSGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• FiscalYearEnd : QuantConnect.Data.Fundamental.CompanyReference
• FISH() : QuantConnect.Algorithm.QCAlgorithm
• FisherTransform() : QuantConnect.Indicators.FisherTransform
• FiveYears : QuantConnect.Data.Fundamental.AVG5YrsROIC , QuantConnect.Data.Fundamental.BookValuePerShareGrowth , QuantConnect.Data.Fundamental.CapExGrowth , QuantConnect.Data.Fundamental.CapitalExpenditureAnnual5YrGrowth , QuantConnect.Data.Fundamental.CashFlowFromFinancingGrowth , QuantConnect.Data.Fundamental.CashFlowFromInvestingGrowth , QuantConnect.Data.Fundamental.CashRatioGrowth , QuantConnect.Data.Fundamental.CFOGrowth , QuantConnect.Data.Fundamental.CurrentRatioGrowth , QuantConnect.Data.Fundamental.DilutedContEPSGrowth , QuantConnect.Data.Fundamental.DilutedEPSGrowth , QuantConnect.Data.Fundamental.DPSGrowth , QuantConnect.Data.Fundamental.EBITDAGrowth , QuantConnect.Data.Fundamental.EquityPerShareGrowth , QuantConnect.Data.Fundamental.FCFGrowth , QuantConnect.Data.Fundamental.FCFPerShareGrowth , QuantConnect.Data.Fundamental.GrossMargin5YrAvg , QuantConnect.Data.Fundamental.GrossProfitAnnual5YrGrowth , QuantConnect.Data.Fundamental.NetIncomeContOpsGrowth , QuantConnect.Data.Fundamental.NetIncomeGrowth , QuantConnect.Data.Fundamental.NormalizedBasicEPSGrowth , QuantConnect.Data.Fundamental.NormalizedDilutedEPSGrowth , QuantConnect.Data.Fundamental.OperationIncomeGrowth , QuantConnect.Data.Fundamental.OperationRevenueGrowth3MonthAvg , QuantConnect.Data.Fundamental.Period , QuantConnect.Data.Fundamental.PostTaxMargin5YrAvg , QuantConnect.Data.Fundamental.PreTaxMargin5YrAvg , QuantConnect.Data.Fundamental.ProfitMargin5YrAvg , QuantConnect.Data.Fundamental.RegressionGrowthofDividends5Years , QuantConnect.Data.Fundamental.RegressionGrowthOperatingRevenue5Years , QuantConnect.Data.Fundamental.RevenueGrowth , QuantConnect.Data.Fundamental.ROA5YrAvg , QuantConnect.Data.Fundamental.ROE5YrAvg , QuantConnect.Data.Fundamental.StockholdersEquityGrowth , QuantConnect.Data.Fundamental.TotalAssetsGrowth , QuantConnect.Data.Fundamental.TotalDebtEquityRatioGrowth , QuantConnect.Data.Fundamental.TotalLiabilitiesGrowth
• FiveYearUSDMACSwap : QuantConnect.Securities.Futures.Financials
• FIX : QuantConnect.DateFormat
• FixAssetsTuronver() : QuantConnect.Data.Fundamental.FixAssetsTuronver , QuantConnect.Data.Fundamental.OperationRatios
• FixedAssetsRevaluationReserve : QuantConnect.Data.Fundamental.BalanceSheet
• FixedAssetsRevaluationReserveBalanceSheet() : QuantConnect.Data.Fundamental.FixedAssetsRevaluationReserveBalanceSheet
• FixedIntervalRefillStrategy() : QuantConnect.Util.RateLimit.FixedIntervalRefillStrategy
• FixedMaturityInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• FixedMaturityInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.FixedMaturityInvestmentsBalanceSheet
• FixedSizeHashQueue() : QuantConnect.Util.FixedSizeHashQueue< T >
• FixedSizeQueue() : QuantConnect.Util.FixedSizeQueue< T >
• FixturesAndAppliances() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• FIXWithMillisecond : QuantConnect.DateFormat
• Flatten() : QuantConnect.Configuration.Config
• FlightFleetVehicleAndRelatedEquipments : QuantConnect.Data.Fundamental.BalanceSheet
• FlightFleetVehicleAndRelatedEquipmentsBalanceSheet() : QuantConnect.Data.Fundamental.FlightFleetVehicleAndRelatedEquipmentsBalanceSheet
• FlipOperands() : QuantConnect.BinaryComparison
• FluentScheduledEventBuilder() : QuantConnect.Scheduling.FluentScheduledEventBuilder
• Flush() : QuantConnect.Data.UniverseSelection.SecurityChangesConstructor , QuantConnect.ToolBox.LazyStreamWriter , QuantConnect.ToolBox.TickAggregator , QuantConnect.ZipStreamWriter
• FlushBuffer() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor
• FoodDistribution : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• FootwearAndAccessories : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ForceIndex() : QuantConnect.Indicators.ForceIndex
• ForCurrentHoldings() : QuantConnect.Securities.MaintenanceMarginParameters
• ForDefinitions() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• ForeclosedAssets : QuantConnect.Data.Fundamental.BalanceSheet
• ForeclosedAssetsBalanceSheet() : QuantConnect.Data.Fundamental.ForeclosedAssetsBalanceSheet
• ForeignCurrencyTranslationAdjustments : QuantConnect.Data.Fundamental.BalanceSheet
• ForeignCurrencyTranslationAdjustmentsBalanceSheet() : QuantConnect.Data.Fundamental.ForeignCurrencyTranslationAdjustmentsBalanceSheet
• ForeignExchangeTradingGains : QuantConnect.Data.Fundamental.IncomeStatement
• ForeignExchangeTradingGainsIncomeStatement() : QuantConnect.Data.Fundamental.ForeignExchangeTradingGainsIncomeStatement
• ForestProducts() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Forex : QuantConnect.DateFormat , QuantConnect.Securities.Forex.Forex
• ForexCache() : QuantConnect.Securities.Forex.ForexCache
• ForexDataFilter() : QuantConnect.Securities.Forex.ForexDataFilter
• ForexExchange() : QuantConnect.Securities.Forex.ForexExchange
• ForexHolding() : QuantConnect.Securities.Forex.ForexHolding
• ForExpiration() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• ForExtension() : QuantConnect.ToolBox.StreamProvider
• Format : QuantConnect.Data.SubscriptionDataSource
• FormatPathForDataRequest() : QuantConnect.Api.Api
• FormReturnsMatrix() : QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolDataExtensions
• FormType : QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.FinancialStatements
• ForQuantityAtCurrentPrice() : QuantConnect.Securities.MaintenanceMarginParameters
• ForRight() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• ForSide() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• ForSource() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader
• ForStrike() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• ForSymbols() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• ForTickType() : QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T >
• ForTickTypes() : QuantConnect.ToolBox.TickAggregator
• ForUnderlying() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.InitialMarginParameters , QuantConnect.Securities.MaintenanceMarginParameters
• ForUnderlyingOnlyInvokableForIDerivativeSecurity : QuantConnect.Messages.InitialMarginParameters , QuantConnect.Messages.MaintenanceMarginParameters
• ForwardCalculationStyle : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardConsolidatedBar() : QuantConnect.Data.Common.MarketHourAwareConsolidator
• ForwardDividend : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardDividendYield : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardEarningYield : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardPanamaCanalScale : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• ForwardPERatio : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardROA : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardROE : QuantConnect.Data.Fundamental.ValuationRatios
• ForwardTreeTheoreticalPrice() : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• FractalAdaptiveMovingAverage() : QuantConnect.Indicators.FractalAdaptiveMovingAverage
• FractionalDigits : QuantConnect.Util.JsonRoundingConverter
• FRAMA() : QuantConnect.Algorithm.QCAlgorithm
• FrameworkPostInitialize() : QuantConnect.Algorithm.QCAlgorithm
• France : QuantConnect.Country
• FreeCashFlow : QuantConnect.Data.Fundamental.CashFlowStatement
• FreeCashFlowCashFlowStatement() : QuantConnect.Data.Fundamental.FreeCashFlowCashFlowStatement
• FreePortfolioValue : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• FreePortfolioValuePercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• FreezeFillForwardResolution() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• FreightRouteTC14Baltic : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• FrenchGuiana : QuantConnect.Country
• FrenchPolynesia : QuantConnect.Country
• FrenchSouthernTerritories : QuantConnect.Country
• Friday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• FromConfiguration() : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Lean.Engine.LeanEngineSystemHandlers
• FromCrisis() : QuantConnect.Report.Crisis
• FromCsvFile() : QuantConnect.Data.InterestRateProvider
• FromCsvLine() : QuantConnect.Securities.SecurityDefinition , QuantConnect.Securities.SymbolPropertiesDatabase
• FromDataFolder() : QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SymbolPropertiesDatabase
• FromExpressionType() : QuantConnect.BinaryComparison
• FromFile() : QuantConnect.Securities.MarketHoursDatabase
• fromkeys() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• FromNormalizedPath() : QuantConnect.FileExtension
• FromOrders() : QuantConnect.Report.PortfolioLooper , QuantConnect.Report.PortfolioLooperAlgorithm
• FromPositions() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• FromPyObject() : QuantConnect.Python.DividendYieldModelPythonWrapper , QuantConnect.Python.RiskFreeInterestRateModelPythonWrapper
• FromResolution() : QuantConnect.Data.Consolidators.BaseDataConsolidator , QuantConnect.Data.Consolidators.OpenInterestConsolidator , QuantConnect.Data.Consolidators.TradeBarConsolidator
• FromResult() : QuantConnect.Report.DrawdownCollection
• FromSerialized() : QuantConnect.Orders.OrderEvent
• FromSerializedInsight() : QuantConnect.Algorithm.Framework.Alphas.Insight
• FrontierAwareEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator
• FrontierTimeProvider : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• FrontMonth() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• Ftp() : QuantConnect.Notifications.NotificationManager
• FTSE100EMini : QuantConnect.Securities.Futures.Indices
• FTSE100USDEMini : QuantConnect.Securities.Futures.Indices
• FTSEChina50EMini : QuantConnect.Securities.Futures.Indices
• FTSEEmergingEmini : QuantConnect.Securities.Futures.Indices
• FTX : QuantConnect.Market
• FTXBrokerageModel() : QuantConnect.Brokerages.FTXBrokerageModel
• FTXUS : QuantConnect.Market
• FTXUSBrokerageModel() : QuantConnect.Brokerages.FTXUSBrokerageModel
• Fuel : QuantConnect.Data.Fundamental.IncomeStatement
• FuelAndPurchasePower : QuantConnect.Data.Fundamental.IncomeStatement
• FuelAndPurchasePowerIncomeStatement() : QuantConnect.Data.Fundamental.FuelAndPurchasePowerIncomeStatement
• FuelIncomeStatement() : QuantConnect.Data.Fundamental.FuelIncomeStatement
• FullSymbol : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.C2Symbol
• FuncBenchmark() : QuantConnect.Benchmarks.FuncBenchmark
• FuncDateRule() : QuantConnect.Scheduling.FuncDateRule
• FuncRiskFreeRateInterestRateModel() : QuantConnect.Data.FuncRiskFreeRateInterestRateModel
• FuncSecurityDerivativeFilter() : QuantConnect.Securities.FuncSecurityDerivativeFilter< T >
• FuncSecurityInitializer() : QuantConnect.Securities.FuncSecurityInitializer
• FuncSecuritySeeder() : QuantConnect.Securities.FuncSecuritySeeder
• FuncTextWriter() : QuantConnect.Util.FuncTextWriter
• FuncTimeRule() : QuantConnect.Scheduling.FuncTimeRule
• FunctionalIndicator() : QuantConnect.Indicators.FunctionalIndicator< T >
• FunctionalLogHandler() : QuantConnect.Logging.FunctionalLogHandler
• FunctionalOptionPositionCollectionEnumerator() : QuantConnect.Securities.Option.StrategyMatcher.FunctionalOptionPositionCollectionEnumerator
• FuncUniverse() : QuantConnect.Data.UniverseSelection.FuncUniverse< T >
• Fundamental() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Data.Fundamental.Fundamental
• FundamentalFilteredUniverse() : QuantConnect.Data.UniverseSelection.FundamentalFilteredUniverse
• Fundamentals() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.Security
• FundamentalTimeDependentProperty() : QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty
• FundamentalUniverse() : QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.UniverseSelection.FundamentalFilteredUniverse
• FundamentalUniverseFactory() : QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory
• FundamentalUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• FundFromOperation : QuantConnect.Data.Fundamental.CashFlowStatement
• FundFromOperationCashFlowStatement() : QuantConnect.Data.Fundamental.FundFromOperationCashFlowStatement
• Furnishings : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Future : QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Securities.Future.Future
• FutureChainProvider : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• FutureChains : QuantConnect.Data.Slice
• FutureExchange() : QuantConnect.Securities.Future.FutureExchange
• FutureExpirations : QuantConnect.TradingDay
• FutureFilterUniverse() : QuantConnect.Securities.FutureFilterUniverse
• FutureHistory() : QuantConnect.Research.FutureHistory , QuantConnect.Research.QuantBook
• FutureHolding() : QuantConnect.Securities.Future.FutureHolding
• FutureMarginModel() : QuantConnect.Securities.Future.FutureMarginModel
• FutureOption() : QuantConnect.Securities.FutureOption.FutureOption
• FuturePolicyBenefits : QuantConnect.Data.Fundamental.BalanceSheet
• FuturePolicyBenefitsBalanceSheet() : QuantConnect.Data.Fundamental.FuturePolicyBenefitsBalanceSheet
• FutureRolls : QuantConnect.TradingDay
• FuturesChain() : QuantConnect.Data.Market.FuturesChain
• FuturesChains() : QuantConnect.Data.Market.FuturesChains , QuantConnect.Data.Slice
• FuturesChainUniverse() : QuantConnect.Data.UniverseSelection.FuturesChainUniverse
• FuturesContract() : QuantConnect.Data.Market.FuturesContract
• FuturesContracts() : QuantConnect.Data.Market.FuturesContracts
• FuturesExpiryDictionary : QuantConnect.Securities.Future.FuturesExpiryFunctions
• FuturesExpiryFunction() : QuantConnect.Securities.Future.FuturesExpiryFunctions
• FuturesMonthCodeLookup : QuantConnect.SymbolRepresentation
• FuturesMonthLookup : QuantConnect.SymbolRepresentation
• FuturesOptionExpiry() : QuantConnect.Securities.FutureOption.FuturesOptionsExpiryFunctions
• FuturesOptionsMarginModel() : QuantConnect.Securities.Option.FuturesOptionsMarginModel
• FutureUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel
• FutureUsaMarketTypeNoLongerSupported : QuantConnect.Messages.MarketHoursDatabase
• FXCM : QuantConnect.Market
• FxcmBrokerageModel() : QuantConnect.Brokerages.FxcmBrokerageModel
• FxcmFeeModel() : QuantConnect.Orders.Fees.FxcmFeeModel
• FxStablecoinList : QuantConnect.Orders.Fees.KrakenFeeModel