- f -

• FactorFile() : QuantConnect.Data.Auxiliary.FactorFile< T >
• FactorFileGenerator() : QuantConnect.ToolBox.FactorFileGenerator
• FailedConversionToDecimal() : QuantConnect.Messages.Currencies
• 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
• FakeDataQueue() : QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue
• FarmAndHeavyConstructionMachinery() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• FastForwardEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator
• FCFGrowth() : QuantConnect.Data.Fundamental.FCFGrowth
• FCFNetIncomeRatio() : QuantConnect.Data.Fundamental.FCFNetIncomeRatio
• FCFPerShareGrowth() : QuantConnect.Data.Fundamental.FCFPerShareGrowth
• FCFSalesRatio() : QuantConnect.Data.Fundamental.FCFSalesRatio
• FCFtoCFO() : QuantConnect.Data.Fundamental.FCFtoCFO
• FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet
• FederalFundsPurchasedBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsPurchasedBalanceSheet
• FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet
• FederalFundsSoldBalanceSheet() : QuantConnect.Data.Fundamental.FederalFundsSoldBalanceSheet
• FederalHomeLoanBankStockBalanceSheet() : QuantConnect.Data.Fundamental.FederalHomeLoanBankStockBalanceSheet
• FeeModelPythonWrapper() : QuantConnect.Python.FeeModelPythonWrapper
• FeeRate() : QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Data.Shortable.ShortableProviderPythonWrapper , QuantConnect.Interfaces.IShortableProvider
• FeeRevenueAndOtherIncomeIncomeStatement() : QuantConnect.Data.Fundamental.FeeRevenueAndOtherIncomeIncomeStatement
• FeesandCommissionExpenseIncomeStatement() : QuantConnect.Data.Fundamental.FeesandCommissionExpenseIncomeStatement
• FeesandCommissionIncomeIncomeStatement() : QuantConnect.Data.Fundamental.FeesandCommissionIncomeIncomeStatement
• 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
• FI() : QuantConnect.Algorithm.QCAlgorithm
• FileCommandHandler() : QuantConnect.Commands.FileCommandHandler
• FileHistoryResult() : QuantConnect.Packets.FileHistoryResult
• FileLogHandler() : QuantConnect.Logging.FileLogHandler
• Fill() : QuantConnect.Orders.Fills.Fill , QuantConnect.Orders.Fills.FillModel , QuantConnect.Orders.Fills.IFillModel , QuantConnect.Python.FillModelPythonWrapper
• 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
• FillForwardEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator
• FillModelParameters() : QuantConnect.Orders.Fills.FillModelParameters
• FillModelPythonWrapper() : QuantConnect.Python.FillModelPythonWrapper
• 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
• FilteredBy() : QuantConnect.ToolBox.DataProcessor
• 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 >
• FilterInvalidInsightMagnitude() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
• Finalize() : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• FinanceLeaseReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.FinanceLeaseReceivablesBalanceSheet
• FinanceLeaseReceivablesCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinanceLeaseReceivablesCurrentBalanceSheet
• FinanceLeaseReceivablesNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinanceLeaseReceivablesNonCurrentBalanceSheet
• FinancialAssetsBalanceSheet() : QuantConnect.Data.Fundamental.FinancialAssetsBalanceSheet
• FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet() : QuantConnect.Data.Fundamental.FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet
• FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet() : QuantConnect.Data.Fundamental.FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet
• FinancialLeverage() : QuantConnect.Data.Fundamental.FinancialLeverage
• FinancialLiabilitiesCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesCurrentBalanceSheet
• FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet
• FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet
• FinancialLiabilitiesNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.FinancialLiabilitiesNonCurrentBalanceSheet
• FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet
• FinancialStatements() : QuantConnect.Data.Fundamental.FinancialStatements
• 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
• 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.FineFundamentalUniverse
• FineFundamentalUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel
• FinishedGoodsBalanceSheet() : QuantConnect.Data.Fundamental.FinishedGoodsBalanceSheet
• FISH() : QuantConnect.Algorithm.QCAlgorithm
• FisherTransform() : QuantConnect.Indicators.FisherTransform
• FixAssetsTuronver() : QuantConnect.Data.Fundamental.FixAssetsTuronver
• FixedAssetsRevaluationReserveBalanceSheet() : QuantConnect.Data.Fundamental.FixedAssetsRevaluationReserveBalanceSheet
• FixedIntervalRefillStrategy() : QuantConnect.Util.RateLimit.FixedIntervalRefillStrategy
• FixedMaturityInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.FixedMaturityInvestmentsBalanceSheet
• FixedSizeHashQueue() : QuantConnect.Util.FixedSizeHashQueue< T >
• FixedSizeQueue() : QuantConnect.Util.FixedSizeQueue< T >
• FixturesAndAppliances() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Flatten() : QuantConnect.Configuration.Config
• 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
• ForceIndex() : QuantConnect.Indicators.ForceIndex
• ForCurrentHoldings() : QuantConnect.Securities.MaintenanceMarginParameters
• ForDefinitions() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• ForeclosedAssetsBalanceSheet() : QuantConnect.Data.Fundamental.ForeclosedAssetsBalanceSheet
• ForeignCurrencyTranslationAdjustmentsBalanceSheet() : QuantConnect.Data.Fundamental.ForeignCurrencyTranslationAdjustmentsBalanceSheet
• ForeignExchangeTradingGainsIncomeStatement() : QuantConnect.Data.Fundamental.ForeignExchangeTradingGainsIncomeStatement
• ForestProducts() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Forex() : 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
• FormatPathForDataRequest() : QuantConnect.Api.Api
• FormReturnsMatrix() : QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolDataExtensions
• 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
• ForwardConsolidatedBar() : QuantConnect.Data.Common.MarketHourAwareConsolidator
• ForwardTreeTheoreticalPrice() : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• FractalAdaptiveMovingAverage() : QuantConnect.Indicators.FractalAdaptiveMovingAverage
• FRAMA() : QuantConnect.Algorithm.QCAlgorithm
• FrameworkPostInitialize() : QuantConnect.Algorithm.QCAlgorithm
• FreeCashFlowCashFlowStatement() : QuantConnect.Data.Fundamental.FreeCashFlowCashFlowStatement
• FreezeFillForwardResolution() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• 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
• FrontMonth() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• Ftp() : QuantConnect.Notifications.NotificationManager
• FTXBrokerageModel() : QuantConnect.Brokerages.FTXBrokerageModel
• FTXUSBrokerageModel() : QuantConnect.Brokerages.FTXUSBrokerageModel
• FuelAndPurchasePowerIncomeStatement() : QuantConnect.Data.Fundamental.FuelAndPurchasePowerIncomeStatement
• FuelIncomeStatement() : QuantConnect.Data.Fundamental.FuelIncomeStatement
• 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
• FundamentalTimeDependentProperty() : QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty
• FundamentalUniverse() : QuantConnect.Data.Fundamental.FundamentalUniverse
• FundamentalUniverseFactory() : QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory
• FundamentalUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• FundFromOperationCashFlowStatement() : QuantConnect.Data.Fundamental.FundFromOperationCashFlowStatement
• Future() : QuantConnect.Securities.Future.Future
• FutureExchange() : QuantConnect.Securities.Future.FutureExchange
• 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
• FuturePolicyBenefitsBalanceSheet() : QuantConnect.Data.Fundamental.FuturePolicyBenefitsBalanceSheet
• FuturesChain() : QuantConnect.Data.Market.FuturesChain
• FuturesChains() : QuantConnect.Data.Market.FuturesChains
• FuturesChainUniverse() : QuantConnect.Data.UniverseSelection.FuturesChainUniverse
• FuturesContract() : QuantConnect.Data.Market.FuturesContract
• FuturesContracts() : QuantConnect.Data.Market.FuturesContracts
• FuturesExpiryFunction() : QuantConnect.Securities.Future.FuturesExpiryFunctions
• FuturesOptionExpiry() : QuantConnect.Securities.FutureOption.FuturesOptionsExpiryFunctions
• FuturesOptionsMarginModel() : QuantConnect.Securities.Option.FuturesOptionsMarginModel
• FutureUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel
• FxcmBrokerageModel() : QuantConnect.Brokerages.FxcmBrokerageModel
• FxcmFeeModel() : QuantConnect.Orders.Fees.FxcmFeeModel