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• NakedCall() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• NakedPut() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• NATR() : QuantConnect.Algorithm.QCAlgorithm
• NaturalGasFuelAndOtherBalanceSheet() : QuantConnect.Data.Fundamental.NaturalGasFuelAndOtherBalanceSheet
• NeedToDownload() : QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider , QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider , QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider
• Negate() : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• NegativeGoodwillImmediatelyRecognizedIncomeStatement() : QuantConnect.Data.Fundamental.NegativeGoodwillImmediatelyRecognizedIncomeStatement
• NegativeOrZeroBarVolume() : QuantConnect.Messages.VolumeShareSlippageModel
• NetBusinessPurchaseAndSaleCashFlowStatement() : QuantConnect.Data.Fundamental.NetBusinessPurchaseAndSaleCashFlowStatement
• NetCashFromDiscontinuedOperationsCashFlowStatement() : QuantConnect.Data.Fundamental.NetCashFromDiscontinuedOperationsCashFlowStatement
• NetCommonStockIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.NetCommonStockIssuanceCashFlowStatement
• NetDebtBalanceSheet() : QuantConnect.Data.Fundamental.NetDebtBalanceSheet
• NetForeignCurrencyExchangeGainLossCashFlowStatement() : QuantConnect.Data.Fundamental.NetForeignCurrencyExchangeGainLossCashFlowStatement
• NetForeignExchangeGainLossIncomeStatement() : QuantConnect.Data.Fundamental.NetForeignExchangeGainLossIncomeStatement
• NetIncomeCommonStockholdersIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeCommonStockholdersIncomeStatement
• NetIncomeContinuousOperationsIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeContinuousOperationsIncomeStatement
• NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement
• NetIncomeContOpsGrowth() : QuantConnect.Data.Fundamental.NetIncomeContOpsGrowth
• NetIncomeDiscontinuousOperationsIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeDiscontinuousOperationsIncomeStatement
• NetIncomeExtraordinaryIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeExtraordinaryIncomeStatement
• NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement
• NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement
• NetIncomeFromContinuingOperationsCashFlowStatement() : QuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationsCashFlowStatement
• NetIncomeFromTaxLossCarryforwardIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeFromTaxLossCarryforwardIncomeStatement
• NetIncomeGrowth() : QuantConnect.Data.Fundamental.NetIncomeGrowth
• NetIncomeIncludingNoncontrollingInterestsIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeIncludingNoncontrollingInterestsIncomeStatement
• NetIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NetIncomeIncomeStatement
• NetIncomePerEmployee() : QuantConnect.Data.Fundamental.NetIncomePerEmployee
• NetIntangiblesPurchaseAndSaleCashFlowStatement() : QuantConnect.Data.Fundamental.NetIntangiblesPurchaseAndSaleCashFlowStatement
• NetInterestIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NetInterestIncomeIncomeStatement
• NetInvestmentIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NetInvestmentIncomeIncomeStatement
• NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement() : QuantConnect.Data.Fundamental.NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement
• NetInvestmentPurchaseAndSaleCashFlowStatement() : QuantConnect.Data.Fundamental.NetInvestmentPurchaseAndSaleCashFlowStatement
• NetIssuancePaymentsOfDebtCashFlowStatement() : QuantConnect.Data.Fundamental.NetIssuancePaymentsOfDebtCashFlowStatement
• NetLoanBalanceSheet() : QuantConnect.Data.Fundamental.NetLoanBalanceSheet
• NetLongTermDebtIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.NetLongTermDebtIssuanceCashFlowStatement
• NetMargin() : QuantConnect.Data.Fundamental.NetMargin
• NetNonOperatingInterestIncomeExpenseIncomeStatement() : QuantConnect.Data.Fundamental.NetNonOperatingInterestIncomeExpenseIncomeStatement
• NetOccupancyExpenseIncomeStatement() : QuantConnect.Data.Fundamental.NetOccupancyExpenseIncomeStatement
• NetOtherFinancingChargesCashFlowStatement() : QuantConnect.Data.Fundamental.NetOtherFinancingChargesCashFlowStatement
• NetOtherInvestingChangesCashFlowStatement() : QuantConnect.Data.Fundamental.NetOtherInvestingChangesCashFlowStatement
• NetOutwardLoansCashFlowStatement() : QuantConnect.Data.Fundamental.NetOutwardLoansCashFlowStatement
• NetPolicyholderBenefitsAndClaimsIncomeStatement() : QuantConnect.Data.Fundamental.NetPolicyholderBenefitsAndClaimsIncomeStatement
• NetPPEBalanceSheet() : QuantConnect.Data.Fundamental.NetPPEBalanceSheet
• NetPPEPurchaseAndSaleCashFlowStatement() : QuantConnect.Data.Fundamental.NetPPEPurchaseAndSaleCashFlowStatement
• NetPreferredStockIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.NetPreferredStockIssuanceCashFlowStatement
• NetPremiumsWrittenIncomeStatement() : QuantConnect.Data.Fundamental.NetPremiumsWrittenIncomeStatement
• NetProceedsPaymentForLoanCashFlowStatement() : QuantConnect.Data.Fundamental.NetProceedsPaymentForLoanCashFlowStatement
• NetRealizedGainLossOnInvestmentsIncomeStatement() : QuantConnect.Data.Fundamental.NetRealizedGainLossOnInvestmentsIncomeStatement
• NetShortTermDebtIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.NetShortTermDebtIssuanceCashFlowStatement
• NetTangibleAssetsBalanceSheet() : QuantConnect.Data.Fundamental.NetTangibleAssetsBalanceSheet
• NetTradingIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NetTradingIncomeIncomeStatement
• NetUtilityPlantBalanceSheet() : QuantConnect.Data.Fundamental.NetUtilityPlantBalanceSheet
• NewBrokerageOrderNotificationEventArgs() : QuantConnect.Brokerages.NewBrokerageOrderNotificationEventArgs
• NewResult() : QuantConnect.Optimizer.LeanOptimizer
• NewSymbolEventArgs() : QuantConnect.Data.SubscriptionDataConfig.NewSymbolEventArgs
• NewTradableDate() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator
• NewTradableDateEventArgs() : QuantConnect.NewTradableDateEventArgs
• NextBool() : QuantConnect.ToolBox.RandomDataGenerator.IRandomValueGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator
• NextDate() : QuantConnect.ToolBox.RandomDataGenerator.IRandomValueGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator
• NextDouble() : QuantConnect.ToolBox.RandomDataGenerator.IRandomValueGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator
• NextInt() : QuantConnect.ToolBox.RandomDataGenerator.IRandomValueGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator
• NextJob() : QuantConnect.Interfaces.IJobQueueHandler , QuantConnect.Queues.JobQueue
• NextOpenInterest() : QuantConnect.ToolBox.RandomDataGenerator.TickGenerator
• NextPrice() : QuantConnect.ToolBox.RandomDataGenerator.IRandomValueGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator
• NextSymbol() : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• NextTick() : QuantConnect.ToolBox.RandomDataGenerator.ITickGenerator , QuantConnect.ToolBox.RandomDataGenerator.TickGenerator
• NextTickerFromSymbolPropertiesDatabase() : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• NextTickTime() : QuantConnect.ToolBox.RandomDataGenerator.ITickGenerator , QuantConnect.ToolBox.RandomDataGenerator.TickGenerator
• NextUpperCaseString() : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• NextValue() : QuantConnect.ToolBox.RandomDataGenerator.IPriceGenerator , QuantConnect.ToolBox.RandomDataGenerator.OptionPriceModelPriceGenerator , QuantConnect.ToolBox.RandomDataGenerator.RandomPriceGenerator
• NoDataInInternalCashFeedYet() : QuantConnect.Messages.CashBuyingPowerModel
• NoDataSubscriptionFoundForFilling() : QuantConnect.Messages.FillModel
• NoDefaultOptionStyleForSecurityType() : QuantConnect.Messages.Extensions
• NoEmptyHoldings() : QuantConnect.Report.PointInTimePortfolio
• NoMarketDataToGetAskPriceForFilling() : QuantConnect.Messages.FillModel
• NoMarketDataToGetBidPriceForFilling() : QuantConnect.Messages.FillModel
• NoMarketFound() : QuantConnect.Messages.SymbolRepresentation
• NonCurrentAccountsReceivableBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentAccountsReceivableBalanceSheet
• NonCurrentAccruedExpensesBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentAccruedExpensesBalanceSheet
• NonCurrentDeferredAssetsBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentDeferredAssetsBalanceSheet
• NonCurrentDeferredLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentDeferredLiabilitiesBalanceSheet
• NonCurrentDeferredRevenueBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentDeferredRevenueBalanceSheet
• NonCurrentDeferredTaxesAssetsBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentDeferredTaxesAssetsBalanceSheet
• NonCurrentDeferredTaxesLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentDeferredTaxesLiabilitiesBalanceSheet
• NonCurrentNoteReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentNoteReceivablesBalanceSheet
• NonCurrentOtherFinancialLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentOtherFinancialLiabilitiesBalanceSheet
• NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet
• NonCurrentPrepaidAssetsBalanceSheet() : QuantConnect.Data.Fundamental.NonCurrentPrepaidAssetsBalanceSheet
• NonIntegerOrderQuantity() : QuantConnect.Messages.AxosBrokerageModel
• NonInterestBearingBorrowingsCurrentBalanceSheet() : QuantConnect.Data.Fundamental.NonInterestBearingBorrowingsCurrentBalanceSheet
• NonInterestBearingBorrowingsNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.NonInterestBearingBorrowingsNonCurrentBalanceSheet
• NonInterestBearingBorrowingsTotalBalanceSheet() : QuantConnect.Data.Fundamental.NonInterestBearingBorrowingsTotalBalanceSheet
• NonInterestBearingDepositsBalanceSheet() : QuantConnect.Data.Fundamental.NonInterestBearingDepositsBalanceSheet
• NonInterestExpenseIncomeStatement() : QuantConnect.Data.Fundamental.NonInterestExpenseIncomeStatement
• NonInterestIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NonInterestIncomeIncomeStatement
• NonPositiveStepValue() : QuantConnect.Messages.OptimizationStepParameter
• NoOptionTypeForUnderlying() : QuantConnect.Messages.Symbol
• Normalize() : QuantConnect.Extensions
• NormalizedAverageTrueRange() : QuantConnect.Indicators.NormalizedAverageTrueRange
• NormalizedBasicEPS() : QuantConnect.Data.Fundamental.NormalizedBasicEPS
• NormalizedBasicEPSGrowth() : QuantConnect.Data.Fundamental.NormalizedBasicEPSGrowth
• NormalizedDilutedEPS() : QuantConnect.Data.Fundamental.NormalizedDilutedEPS
• NormalizedDilutedEPSGrowth() : QuantConnect.Data.Fundamental.NormalizedDilutedEPSGrowth
• NormalizedEBITAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedEBITAsReportedIncomeStatement
• NormalizedEBITDAAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedEBITDAAsReportedIncomeStatement
• NormalizedEBITDAIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedEBITDAIncomeStatement
• NormalizedIncomeAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedIncomeAsReportedIncomeStatement
• NormalizedIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedIncomeIncomeStatement
• NormalizedNetProfitMargin() : QuantConnect.Data.Fundamental.NormalizedNetProfitMargin
• NormalizedOperatingProfitAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedOperatingProfitAsReportedIncomeStatement
• NormalizedPreTaxIncomeIncomeStatement() : QuantConnect.Data.Fundamental.NormalizedPreTaxIncomeIncomeStatement
• NormalizedROIC() : QuantConnect.Data.Fundamental.NormalizedROIC
• NormalizeInstantWithinRange() : QuantConnect.Time
• NormalizeResults() : QuantConnect.Report.DrawdownCollection
• NormalizeTimeStep() : QuantConnect.Time
• NormalizeToStr() : QuantConnect.Extensions
• NoSecurityDefinitionsLoaded() : QuantConnect.Messages.SecurityDefinitionSymbolResolver
• NotesReceivableBalanceSheet() : QuantConnect.Data.Fundamental.NotesReceivableBalanceSheet
• NotHoliday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• NotificationEmail() : QuantConnect.Notifications.NotificationEmail
• NotificationFtp() : QuantConnect.Notifications.NotificationFtp
• NotificationManager() : QuantConnect.Notifications.NotificationManager
• NotificationSms() : QuantConnect.Notifications.NotificationSms
• NotificationTelegram() : QuantConnect.Notifications.NotificationTelegram
• NotificationWeb() : QuantConnect.Notifications.NotificationWeb
• NotPrecededByHoliday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• NoTradablePairFoundForCurrencyConversion() : QuantConnect.Messages.Cash
• NoUnderlyingForOption() : QuantConnect.Messages.Symbol
• NthBusinessDay() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• NthFriday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• NthLastBusinessDay() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• NthWeekday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• Null() : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion
• NullResultValueTypeJsonConverter() : QuantConnect.Report.NullResultValueTypeJsonConverter< T >
• NumberOfShareHolders() : QuantConnect.Data.Fundamental.NumberOfShareHolders
• NumeraiSignalExport() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport
• NumericalPrecisionLimitedEventArgs() : QuantConnect.NumericalPrecisionLimitedEventArgs