- i -

• IBS() : QuantConnect.Algorithm.QCAlgorithm
• ICHIMOKU() : QuantConnect.Algorithm.QCAlgorithm
• IchimokuKinkoHyo() : QuantConnect.Indicators.IchimokuKinkoHyo
• IdenticalThreeCrows() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows
• Identity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.Identity , QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion
• IdentityCurrencyConverter() : QuantConnect.Securities.IdentityCurrencyConverter
• IfNotNullOrEmpty< T >() : QuantConnect.StringExtensions
• ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement() : QuantConnect.Data.Fundamental.ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement
• ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement() : QuantConnect.Data.Fundamental.ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement
• ImpairmentOfCapitalAssetsIncomeStatement() : QuantConnect.Data.Fundamental.ImpairmentOfCapitalAssetsIncomeStatement
• ImplementsStreamReader() : QuantConnect.Extensions
• ImpliedVolatility() : QuantConnect.Indicators.ImpliedVolatility , QuantConnect.Securities.OptionFilterUniverse
• ImpliedVolatilityEstimation() : QuantConnect.Securities.Option.QLOptionPriceModel
• InceptionDateUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel
• IncludeWeeklys() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement() : QuantConnect.Data.Fundamental.IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement
• IncomeStatement() : QuantConnect.Data.Fundamental.IncomeStatement
• IncomeStatementFileDate() : QuantConnect.Data.Fundamental.IncomeStatementFileDate
• IncomeTaxPaidSupplementalDataCashFlowStatement() : QuantConnect.Data.Fundamental.IncomeTaxPaidSupplementalDataCashFlowStatement
• IncomeTaxPayableBalanceSheet() : QuantConnect.Data.Fundamental.IncomeTaxPayableBalanceSheet
• IncreaseDecreaseInDepositCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseDecreaseInDepositCashFlowStatement
• IncreaseDecreaseInLeaseFinancingCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseDecreaseInLeaseFinancingCashFlowStatement
• IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement() : QuantConnect.Data.Fundamental.IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement
• IncreaseInInterestBearingDepositsInBankCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseInInterestBearingDepositsInBankCashFlowStatement
• IncreaseInLeaseFinancingCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseInLeaseFinancingCashFlowStatement
• Index() : QuantConnect.Algorithm.UniverseDefinitions , QuantConnect.Securities.Index.Index
• IndexExchange() : QuantConnect.Securities.Index.IndexExchange
• IndexHolding() : QuantConnect.Securities.Index.IndexHolding
• IndexOfInvariant() : QuantConnect.StringExtensions
• IndexOption() : QuantConnect.Securities.IndexOption.IndexOption
• IndexOptionSymbolProperties() : QuantConnect.Securities.IndexOption.IndexOptionSymbolProperties
• IndexSubscriptionDataSourceReader() : QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader
• IndiaOrderProperties() : QuantConnect.Orders.IndiaOrderProperties
• Indicator() : QuantConnect.Indicators.Indicator , QuantConnect.Research.QuantBook
• IndicatorBase() : QuantConnect.Indicators.IndicatorBase< T >
• IndicatorComposer() : QuantConnect.Indicators.CompositeIndicator
• IndicatorDataPoint() : QuantConnect.Indicators.IndicatorDataPoint
• IndicatorHistory() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.IndicatorHistory
• IndicatorHistory< T >() : QuantConnect.Algorithm.QCAlgorithm
• IndicatorResult() : QuantConnect.Indicators.IndicatorResult
• IndicatorVolatilityModel() : QuantConnect.Securities.IndicatorVolatilityModel
• IndustrialDistribution() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• IndustrialProducts() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Init() : QuantConnect.ToolBox.RandomDataGenerator.RandomDataGenerator
• Initialize() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.DebuggerHelper , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.Api , QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Commands.BaseCommandHandler , QuantConnect.Commands.ICommandHandler , QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider , QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider , QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider , QuantConnect.Data.Auxiliary.LocalZipMapFileProvider , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.HistoryProviderBase , QuantConnect.Data.IDataAggregator , QuantConnect.Data.UniverseSelection.BaseFundamentalDataProvider , QuantConnect.Data.UniverseSelection.FundamentalService , QuantConnect.Data.UniverseSelection.IFundamentalDataProvider , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.IApi , QuantConnect.Interfaces.IDataChannelProvider , QuantConnect.Interfaces.IDataPermissionManager , QuantConnect.Interfaces.IFactorFileProvider , QuantConnect.Interfaces.IHistoryProvider , QuantConnect.Interfaces.IJobQueueHandler , QuantConnect.Interfaces.IMapFileProvider , QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.DataFeeds.DataChannelProvider , QuantConnect.Lean.Engine.DataFeeds.DataPermissionManager , QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ITradableDateEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer , QuantConnect.Lean.Engine.DataFeeds.LiveTimeProvider , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader , QuantConnect.Lean.Engine.DataFeeds.Synchronizer , QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider , QuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider , QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager , QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider , QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider , QuantConnect.Lean.Engine.LeanEngineSystemHandlers , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler , QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy , QuantConnect.Optimizer.Strategies.IOptimizationStrategy , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy , QuantConnect.OS , QuantConnect.Python.PythonInitializer , QuantConnect.Python.SecurityInitializerPythonWrapper , QuantConnect.Queues.JobQueue , QuantConnect.Report.MockDataFeed , QuantConnect.Report.PortfolioLooperAlgorithm , QuantConnect.Securities.BrokerageModelSecurityInitializer , QuantConnect.Securities.CompositeSecurityInitializer , QuantConnect.Securities.FuncSecurityInitializer , QuantConnect.Securities.ISecurityInitializer , QuantConnect.Securities.Positions.SecurityPositionGroupModel , QuantConnect.Storage.ObjectStore
• InitializeConfigurations() : Program
• InitializeDebugging() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• InitializeFactorFile() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider
• InitializeFrontierTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager
• InitializeMapFile() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider
• InitializeTransactionThread() : QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• InitialMargin() : QuantConnect.Securities.InitialMargin
• InitialMarginParameters() : QuantConnect.Securities.InitialMarginParameters
• InitialMarginRequiredForOrderParameters() : QuantConnect.Securities.InitialMarginRequiredForOrderParameters
• InNeck() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.InNeck
• Insight() : QuantConnect.Algorithm.Framework.Alphas.Insight
• InsightAlreadyAssignedToAGroup() : QuantConnect.Messages.Insight
• InsightManager() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager
• InsightScore() : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• InsightScoreFunctionPythonWrapper() : QuantConnect.Algorithm.Framework.Alphas.InsightScoreFunctionPythonWrapper
• InsightWeightingPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.InsightWeightingPortfolioConstructionModel
• Insufficient() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• InsufficientBuyingPowerDueToNullOrderTicket() : QuantConnect.Messages.BuyingPowerModel
• InsufficientBuyingPowerDueToUnsufficientMargin() : QuantConnect.Messages.BuyingPowerModel
• InsufficientBuyingPowerForOrders() : QuantConnect.Messages.GroupOrderExtensions
• Insurance() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• InsuranceAndClaimsIncomeStatement() : QuantConnect.Data.Fundamental.InsuranceAndClaimsIncomeStatement
• InsuranceContractAssetsBalanceSheet() : QuantConnect.Data.Fundamental.InsuranceContractAssetsBalanceSheet
• InsuranceContractLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.InsuranceContractLiabilitiesBalanceSheet
• InsuranceFundsNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.InsuranceFundsNonCurrentBalanceSheet
• Int() : QuantConnect.Parse
• Integral() : QuantConnect.Securities.Option.OptionPriceModels
• InteractiveBrokersBrokerageModel() : QuantConnect.Brokerages.InteractiveBrokersBrokerageModel
• InteractiveBrokersFeeModel() : QuantConnect.Orders.Fees.InteractiveBrokersFeeModel
• InteractiveBrokersShortableProvider() : QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider
• InteractiveMedia() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• InterestandCommissionPaidCashFlowStatement() : QuantConnect.Data.Fundamental.InterestandCommissionPaidCashFlowStatement
• InterestBearingBorrowingsNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.InterestBearingBorrowingsNonCurrentBalanceSheet
• InterestBearingDepositsAssetsBalanceSheet() : QuantConnect.Data.Fundamental.InterestBearingDepositsAssetsBalanceSheet
• InterestBearingDepositsLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.InterestBearingDepositsLiabilitiesBalanceSheet
• InterestCoverage() : QuantConnect.Data.Fundamental.InterestCoverage
• InterestCreditedOnPolicyholderDepositsCashFlowStatement() : QuantConnect.Data.Fundamental.InterestCreditedOnPolicyholderDepositsCashFlowStatement
• InterestExpenseForDepositIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForDepositIncomeStatement
• InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement
• InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement
• InterestExpenseForShortTermDebtIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForShortTermDebtIncomeStatement
• InterestExpenseIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseIncomeStatement
• InterestExpenseNonOperatingIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseNonOperatingIncomeStatement
• InterestIncomeAfterProvisionForLoanLossIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeAfterProvisionForLoanLossIncomeStatement
• InterestIncomeFromDepositsIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromDepositsIncomeStatement
• InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement
• InterestIncomeFromLeasesIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromLeasesIncomeStatement
• InterestIncomeFromLoansAndLeaseIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromLoansAndLeaseIncomeStatement
• InterestIncomeFromLoansIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromLoansIncomeStatement
• InterestIncomeFromSecuritiesIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromSecuritiesIncomeStatement
• InterestIncomeIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeIncomeStatement
• InterestIncomeNonOperatingIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeNonOperatingIncomeStatement
• InterestPaidCFFCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidCFFCashFlowStatement
• InterestPaidCFOCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidCFOCashFlowStatement
• InterestPaidDirectCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidDirectCashFlowStatement
• InterestPaidSupplementalDataCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidSupplementalDataCashFlowStatement
• InterestPayableBalanceSheet() : QuantConnect.Data.Fundamental.InterestPayableBalanceSheet
• InterestReceivedCFICashFlowStatement() : QuantConnect.Data.Fundamental.InterestReceivedCFICashFlowStatement
• InterestReceivedCFOCashFlowStatement() : QuantConnect.Data.Fundamental.InterestReceivedCFOCashFlowStatement
• InterestReceivedDirectCashFlowStatement() : QuantConnect.Data.Fundamental.InterestReceivedDirectCashFlowStatement
• InterfaceNotFullyImplemented() : QuantConnect.Messages.PythonWrapper
• InternalBarStrength() : QuantConnect.Indicators.InternalBarStrength
• InternalIndicatorValues() : QuantConnect.Indicators.InternalIndicatorValues
• InternalSaveBytes() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• InternalSubscriptionManager() : QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
• Interpolate() : QuantConnect.SeriesSampler
• Interpret() : QuantConnect.Exceptions.ClrBubbledExceptionInterpreter , QuantConnect.Exceptions.DllNotFoundPythonExceptionInterpreter , QuantConnect.Exceptions.IExceptionInterpreter , QuantConnect.Exceptions.InvalidTokenPythonExceptionInterpreter , QuantConnect.Exceptions.KeyErrorPythonExceptionInterpreter , QuantConnect.Exceptions.NoMethodMatchPythonExceptionInterpreter , QuantConnect.Exceptions.PythonExceptionInterpreter , QuantConnect.Exceptions.ScheduledEventExceptionInterpreter , QuantConnect.Exceptions.StackExceptionInterpreter , QuantConnect.Exceptions.SystemExceptionInterpreter , QuantConnect.Exceptions.UnsupportedOperandPythonExceptionInterpreter
• InterpretException() : QuantConnect.Messages.InvalidTokenPythonExceptionInterpreter
• IntersectWith() : QuantConnect.Util.ConcurrentSet< T >
• InTheMoneyAmount() : QuantConnect.Extensions
• IntradayVwap() : QuantConnect.Indicators.IntradayVwap
• IntrinioEconomicData() : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicData
• InvalidateProcessedDays() : QuantConnect.Lean.Engine.Results.BacktestProgressMonitor
• InvalidateTotalPortfolioValue() : QuantConnect.Securities.SecurityPortfolioManager
• InvalidCancelOrderId() : QuantConnect.Orders.OrderTicket
• InvalidConfigurationDetectedEventArgs() : QuantConnect.InvalidConfigurationDetectedEventArgs
• InvalidEmailAddress() : QuantConnect.Messages.NotificationEmail
• InvalidForexOrderSize() : QuantConnect.Messages.InteractiveBrokersBrokerageModel
• InvalidMarketDataType() : QuantConnect.Messages.VolumeShareSlippageModel
• InvalidMarketIdentifier() : QuantConnect.Messages.Market
• InvalidNewStatus() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• InvalidObjectTypesForOperation() : QuantConnect.Messages.UnsupportedOperandPythonExceptionInterpreter
• InvalidObjectTypeToCompareTo() : QuantConnect.Messages.IndicatorDataPoint
• InvalidOptionRight() : QuantConnect.Messages.SecurityIdentifier
• InvalidOrderQuantity() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidOrderQuantityForLotSize() : QuantConnect.Messages.FxcmBrokerageModel
• InvalidOrderSize() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidOSITickerFormat() : QuantConnect.Messages.SymbolRepresentation
• InvalidQuantity() : QuantConnect.Messages.PositionGroup
• InvalidSecurityType() : QuantConnect.Messages.EquityPriceVariationModel , QuantConnect.Messages.SecurityIdentifier
• InvalidSecurityTypeForLeverage() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidSecurityTypeToGetFillModel() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidSourceEventArgs() : QuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs
• InvalidStatus() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• InvalidStepRange() : QuantConnect.Messages.OptimizationStepParameter
• InvalidStrikePrice() : QuantConnect.Messages.SecurityIdentifier
• InvalidSubmitRequest() : QuantConnect.Orders.OrderTicket
• InvalidTargetPercent() : QuantConnect.Messages.PortfolioTarget
• InvalidTotalDays() : QuantConnect.Messages.TradingCalendar
• InvalidUpdateOrderId() : QuantConnect.Orders.OrderTicket
• Invariant() : QuantConnect.StringExtensions
• InventoriesAdjustmentsAllowancesBalanceSheet() : QuantConnect.Data.Fundamental.InventoriesAdjustmentsAllowancesBalanceSheet
• InventoryBalanceSheet() : QuantConnect.Data.Fundamental.InventoryBalanceSheet
• InventoryTurnover() : QuantConnect.Data.Fundamental.InventoryTurnover
• InventoryValuationMethod() : QuantConnect.Data.Fundamental.InventoryValuationMethod
• InverseDifferencedSeries() : QuantConnect.Indicators.TimeSeriesIndicator
• Invert() : QuantConnect.Extensions
• InvertedHammer() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.InvertedHammer
• InvestedCapitalBalanceSheet() : QuantConnect.Data.Fundamental.InvestedCapitalBalanceSheet
• InvestingCashFlowCashFlowStatement() : QuantConnect.Data.Fundamental.InvestingCashFlowCashFlowStatement
• InvestmentBankingProfitIncomeStatement() : QuantConnect.Data.Fundamental.InvestmentBankingProfitIncomeStatement
• InvestmentContractLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentContractLiabilitiesBalanceSheet
• InvestmentContractLiabilitiesIncurredIncomeStatement() : QuantConnect.Data.Fundamental.InvestmentContractLiabilitiesIncurredIncomeStatement
• InvestmentinFinancialAssetsBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentinFinancialAssetsBalanceSheet
• InvestmentPropertiesBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentPropertiesBalanceSheet
• InvestmentsAndAdvancesBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsAndAdvancesBalanceSheet
• InvestmentsinAssociatesatCostBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsinAssociatesatCostBalanceSheet
• InvestmentsinJointVenturesatCostBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsinJointVenturesatCostBalanceSheet
• InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet
• InvestmentsinSubsidiariesatCostBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsinSubsidiariesatCostBalanceSheet
• Invoke() : QuantConnect.Python.PythonWrapper , QuantConnect.Securities.Option.OptionStrategy.LegData , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData
• Invoke< T >() : QuantConnect.Python.PythonWrapper
• InvokeMethod() : QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Python.PythonWrapper
• InvokeMethod< T >() : QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Python.PythonWrapper
• InvokeMethod< TResult >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• InvokeMethodAndEnumerate< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >
• InvokeMethodAndEnumerate< TItem >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• InvokeMethodAndGetDictionary< TKey, TValue >() : QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• InvokeMethodAndGetOutParameters< TResult >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• InvokeMethodAndWrapResult< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >
• InvokeMethodAndWrapResult< TResult >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• InvokeMethodWithOutParameters< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >
• InvokeVoidMethod() : QuantConnect.Python.BasePythonWrapper< TInterface >
• IronButterfly() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• IronCondor() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• IsActive() : QuantConnect.Algorithm.Framework.Alphas.Insight
• IsAllowedForClosedOrder() : QuantConnect.Orders.UpdateOrderRequest
• IsAutoExercised() : QuantConnect.Securities.Option.Option
• IsBinaryComparison() : QuantConnect.Util.ExpressionBuilder
• IsCanonical() : QuantConnect.Symbol
• IsClosed() : QuantConnect.Orders.OrderExtensions
• IsClosingSoon() : QuantConnect.Securities.SecurityExchange
• IsCommonBusinessDay() : QuantConnect.Extensions
• IsCommonLeanDataType() : QuantConnect.Util.LeanData
• IsContinuousMarketOpen() : QuantConnect.Securities.LocalMarketHours
• IsContractExpired() : QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
• IsCryptoCoinFuture() : QuantConnect.Securities.CryptoFuture.CryptoFuture
• IsCustomData() : QuantConnect.Data.SubscriptionDataConfigExtensions , QuantConnect.Securities.Security
• IsCustomDataType() : QuantConnect.Extensions
• IsCustomDataType< T >() : QuantConnect.Extensions
• IsDateOpen() : QuantConnect.Securities.SecurityExchangeHours
• IsDecomposable() : QuantConnect.Util.CurrencyPairUtil
• IsDirectoryEmpty() : QuantConnect.Extensions
• IsEmpty() : QuantConnect.Extensions , QuantConnect.Securities.Positions.PositionGroupExtensions
• IsExchangeOpen() : QuantConnect.Orders.Fills.FillModel
• IsExpired() : QuantConnect.Algorithm.Framework.Alphas.Insight
• IsExtendedMarketHours() : QuantConnect.Data.SubscriptionDataConfigExtensions
• IsFill() : QuantConnect.Orders.OrderExtensions
• IsFillForward() : QuantConnect.Data.SubscriptionDataConfigExtensions
• IsFillValid() : QuantConnect.Interfaces.ITimeInForceHandler , QuantConnect.Orders.TimeInForce , QuantConnect.Orders.TimeInForces.DayTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce
• IsForexDecomposable() : QuantConnect.Util.CurrencyPairUtil
• ISIN() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinitionSymbolResolver
• IsIndexOption() : QuantConnect.Securities.IndexOption.IndexOptionSymbol
• IsInternalFeed() : QuantConnect.Util.SecurityExtensions
• IsInvertedOf() : QuantConnect.Securities.Positions.PositionGroupExtensions
• IsKnownBrokerageSymbol() : QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
• IsKnownLeanSymbol() : QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
• IsLimitOrder() : QuantConnect.Orders.OrderExtensions
• IsMarketOpen() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Extensions
• IsMet() : QuantConnect.Optimizer.Objectives.Constraint
• IsNaNOrInfinity() : QuantConnect.Extensions
• IsNaNOrZero() : QuantConnect.Extensions
• IsNone() : QuantConnect.Data.UniverseSelection.BaseFundamentalDataProvider
• IsNullOrEmpty< T >() : QuantConnect.Util.LinqExtensions
• IsOfType() : QuantConnect.Python.PythonData
• Isolator() : QuantConnect.Isolator
• IsolatorLimitResult() : QuantConnect.IsolatorLimitResult
• IsOpen() : QuantConnect.Orders.OrderExtensions , QuantConnect.Securities.LocalMarketHours , QuantConnect.Securities.SecurityExchangeHours
• IsOpenDuringBar() : QuantConnect.Securities.SecurityExchange
• IsOption() : QuantConnect.Extensions
• IsOptionContractExpired() : QuantConnect.Securities.Option.OptionSymbol
• IsOrderExpired() : QuantConnect.Interfaces.ITimeInForceHandler , QuantConnect.Orders.TimeInForce , QuantConnect.Orders.TimeInForces.DayTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce
• IsOrderSizeLargeEnough() : BybitBrokerageModel , QuantConnect.Brokerages.CoinbaseBrokerageModel
• IsOutOfDate() : QuantConnect.Extensions
• IsProperSubsetOf() : QuantConnect.Util.ConcurrentSet< T >
• IsProperSupersetOf() : QuantConnect.Util.ConcurrentSet< T >
• IsRebalanceDue() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• IsSafeToRemove() : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel
• IsSparseData() : QuantConnect.Data.BaseData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 , QuantConnect.Data.Custom.IconicTypes.LinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Python.PythonData
• IsStableCoinWithoutPair() : QuantConnect.Currencies
• IsStandard() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.Future.FutureSymbol , QuantConnect.Securities.FutureFilterUniverse , QuantConnect.Securities.FutureOption.FutureOptionSymbol , QuantConnect.Securities.IndexOption.IndexOptionSymbol , QuantConnect.Securities.Option.OptionSymbol , QuantConnect.Securities.OptionFilterUniverse
• IsStandardContract() : QuantConnect.Securities.Option.OptionSymbol
• IsStopOrder() : QuantConnect.Orders.OrderExtensions
• IsStreamingType() : QuantConnect.Lean.Engine.DataFeeds.DataChannelProvider
• IssuanceOfCapitalStockCashFlowStatement() : QuantConnect.Data.Fundamental.IssuanceOfCapitalStockCashFlowStatement
• IssuanceOfDebtCashFlowStatement() : QuantConnect.Data.Fundamental.IssuanceOfDebtCashFlowStatement
• IsSubclassOfGeneric() : QuantConnect.Extensions
• IsSubscribed() : QuantConnect.Data.DataQueueHandlerSubscriptionManager
• IsSubscriptionValidForConsolidator() : QuantConnect.Data.SubscriptionManager
• IsSubsetOf() : QuantConnect.Util.ConcurrentSet< T >
• IssueExpensesCashFlowStatement() : QuantConnect.Data.Fundamental.IssueExpensesCashFlowStatement
• IsSupersetOf() : QuantConnect.Util.ConcurrentSet< T >
• IsValid() : QuantConnect.Data.Market.Tick , QuantConnect.Extensions
• IsValidConfiguration() : QuantConnect.Util.LeanData
• IsValidOrderSize() : QuantConnect.Brokerages.DefaultBrokerageModel
• IsWeekly() : QuantConnect.Securities.Future.FutureSymbol , QuantConnect.Securities.Option.OptionSymbol
• IsWin() : QuantConnect.Extensions
• IsWithinLimit() : QuantConnect.IIsolatorLimitResultProvider , QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• IsWithinStorageLimit() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• items() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet() : QuantConnect.Data.Fundamental.ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet
• IV() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.OptionFilterUniverse