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• UltimateOscillator() : QuantConnect.Indicators.UltimateOscillator
• ULTOSC() : QuantConnect.Algorithm.QCAlgorithm
• UnableToComputeOrderQuantityDueToNullResult() : QuantConnect.Messages.PortfolioTarget
• UnableToConverge() : QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
• UnableToConvertTimeSpanToResolution() : QuantConnect.Messages.Extensions
• UnableToFindOrder() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• UnableToLocateAlgorithm() : QuantConnect.Messages.PythonInitializer
• UnableToLocateOrderTicket() : QuantConnect.Messages.SecurityTransactionManager
• UnableToLocateTicker() : QuantConnect.Messages.SymbolCache
• UnableToOverwriteSecurity() : QuantConnect.Messages.SecurityManager
• UnableToParseUnknownSecurityType() : QuantConnect.Messages.Extensions
• UnableToSecurityPrice() : QuantConnect.Messages.FuncSecuritySeeder
• UnableToSeedSecurity() : QuantConnect.Messages.FuncSecuritySeeder
• UnallocatedSurplusBalanceSheet() : QuantConnect.Data.Fundamental.UnallocatedSurplusBalanceSheet
• UnbilledReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.UnbilledReceivablesBalanceSheet
• UnderwritingExpensesIncomeStatement() : QuantConnect.Data.Fundamental.UnderwritingExpensesIncomeStatement
• UnearnedIncomeBalanceSheet() : QuantConnect.Data.Fundamental.UnearnedIncomeBalanceSheet
• UnearnedPremiumsBalanceSheet() : QuantConnect.Data.Fundamental.UnearnedPremiumsBalanceSheet
• UnexpectedEquityMarket() : QuantConnect.Messages.AlphaStreamsFeeModel , QuantConnect.Messages.InteractiveBrokersFeeModel
• UnexpectedFutureMarket() : QuantConnect.Messages.InteractiveBrokersFeeModel
• UnexpectedJsonObject() : QuantConnect.Messages.NotificationJsonConverter
• UnexpectedOptionMarket() : QuantConnect.Messages.InteractiveBrokersFeeModel
• UnexpectedSecurityTypeForMethod() : QuantConnect.Messages.SymbolRepresentation
• UnexpectedTypesForGetAll() : QuantConnect.Messages.DynamicSecurityData
• UnGZip() : QuantConnect.Compression
• UnionWith() : QuantConnect.Util.ConcurrentSet< T >
• UniqueThreeRiver() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver
• UnitedStatesFutureFeesUnsupportedSecurityType() : QuantConnect.Messages.InteractiveBrokersFeeModel
• Universe() : QuantConnect.Data.UniverseSelection.Universe
• UniverseDecorator() : QuantConnect.Data.UniverseSelection.UniverseDecorator
• UniverseDefinitions() : QuantConnect.Algorithm.UniverseDefinitions
• UniverseHistory() : QuantConnect.Research.QuantBook
• UniverseHistory< T1, T2 >() : QuantConnect.Research.QuantBook
• UniverseManager() : QuantConnect.Securities.UniverseManager
• UniversePythonWrapper() : QuantConnect.Data.UniverseSelection.UniversePythonWrapper
• UniverseSelection() : QuantConnect.Lean.Engine.DataFeeds.UniverseSelection
• UniverseSelectionModelPythonWrapper() : QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper
• UniverseSettings() : QuantConnect.Data.UniverseSelection.UniverseSettings
• UniverseSymbol() : QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.UniverseSelection.BaseDataCollection
• UnixMillisecondTimeStampToDateTime() : QuantConnect.Time
• UnixNanosecondTimeStampToDateTime() : QuantConnect.Time
• UnixTimeStampToDateTime() : QuantConnect.Time
• UnknownDataMappingMode() : QuantConnect.Messages.Extensions
• UnknownOptionRight() : QuantConnect.Messages.Extensions
• UnknownOptionStyle() : QuantConnect.Messages.Extensions
• UnlinkedDataTradeBar() : QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar
• Unload() : QuantConnect.AlgorithmFactory.Loader
• UnpaidLossAndLossReserveBalanceSheet() : QuantConnect.Data.Fundamental.UnpaidLossAndLossReserveBalanceSheet
• UnrealizedGainLossBalanceSheet() : QuantConnect.Data.Fundamental.UnrealizedGainLossBalanceSheet
• UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement() : QuantConnect.Data.Fundamental.UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement
• UnrealizedGainsLossesOnDerivativesCashFlowStatement() : QuantConnect.Data.Fundamental.UnrealizedGainsLossesOnDerivativesCashFlowStatement
• UnregisterIndicator() : QuantConnect.Algorithm.QCAlgorithm
• UnregisterType() : QuantConnect.Securities.IRegisteredSecurityDataTypesProvider , QuantConnect.Securities.RegisteredSecurityDataTypesProvider
• UnsettledCashAmount() : QuantConnect.Securities.UnsettledCashAmount
• Unsubscribe() : QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager , QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager , QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• UnsubscribeWithMapping() : QuantConnect.Extensions
• UnsupportedCrossZeroByOrderType() : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedCrossZeroOrderUpdate() : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedExchange() : QuantConnect.Messages.ExanteFeeModel
• UnsupportedExerciseForIndexAndCashSettledOptions() : QuantConnect.Messages.InteractiveBrokersBrokerageModel
• UnsupportedMethod() : QuantConnect.Messages.IndicatorDataPoint
• UnsupportedOrderType() : QuantConnect.Messages.DefaultBrokerageModel , QuantConnect.Messages.RBIBrokerageModel , QuantConnect.Messages.WolverineBrokerageModel
• UnsupportedOrderTypeForSecurityType() : QuantConnect.Messages.BinanceBrokerageModel
• UnsupportedOrderTypeWithLinkToSupportedTypes() : QuantConnect.Messages.BinanceBrokerageModel
• UnsupportedSecurity() : QuantConnect.Messages.CashBuyingPowerModel
• UnsupportedSecurityType() : QuantConnect.Messages.DefaultBrokerageModel , QuantConnect.Messages.FeeModel , QuantConnect.Messages.TDAmeritradeFeeModel
• UnsupportedTimeInForce() : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedUpdateQuantityOrder() : QuantConnect.Messages.DefaultBrokerageModel
• UnTar() : QuantConnect.Compression
• UnTarFiles() : QuantConnect.Compression
• UnTarGzFiles() : QuantConnect.Compression
• Unzip() : QuantConnect.Compression
• UnzipData() : QuantConnect.Compression
• UnzipDataAsync() : QuantConnect.Compression
• UnzipStream() : QuantConnect.Compression
• UnzipStreamToStreamReader() : QuantConnect.Compression
• UnzipToFolder() : QuantConnect.Compression
• Update() : QuantConnect.Algorithm.Framework.Alphas.AlphaModel , QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper , QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel , QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel , QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel , QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel , QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel , QuantConnect.Algorithm.Framework.Alphas.IAlphaModel , QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel , QuantConnect.Algorithm.Framework.Alphas.NullAlphaModel , QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel , QuantConnect.Algorithm.Framework.NotifiedSecurityChanges , QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData , QuantConnect.Candlestick , QuantConnect.Data.BaseData , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Data.IDataAggregator , QuantConnect.Data.Market.Bar , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.RangeBar , QuantConnect.Data.Market.RenkoBar , QuantConnect.Data.Market.Tick , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.Market.VolumeRenkoBar
• update() : QuantConnect.ExtendedDictionary< T >
• Update() : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorExtensions
• update() : QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• Update() : QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > , QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager , QuantConnect.Orders.OrderTicket , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.Python.VolatilityModelPythonWrapper , QuantConnect.Securities.Cash , QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion , QuantConnect.Securities.IndicatorVolatilityModel , QuantConnect.Securities.IVolatilityModel , QuantConnect.Securities.RelativeStandardDeviationVolatilityModel , QuantConnect.Securities.Security , QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel , QuantConnect.Securities.Volatility.BaseVolatilityModel , QuantConnect.ToolBox.TickAggregator
• UpdateAlgorithmEquity() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• UpdateAndGetFillForwardResolution() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• UpdateAsk() : QuantConnect.Data.BaseData
• UpdateAskRow() : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• UpdateBacktest() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateBacktestTags() : QuantConnect.Api.Api
• UpdateBar() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRangeConsolidator , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.RangeConsolidator
• UpdateBid() : QuantConnect.Data.BaseData
• UpdateBidRow() : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• UpdateCollection() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateCollection< TValue >() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateConsumersMarketPrice() : QuantConnect.Securities.IndexOption.IndexOption , QuantConnect.Securities.Security
• UpdateData() : QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >
• UpdateDictionary< TKey, TValue >() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateDictionary< TValue >() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateInvalidOperation< T >() : QuantConnect.Messages.ExtendedDictionary
• UpdateLimitPrice() : QuantConnect.Orders.OrderTicket
• UpdateMappedSymbol() : QuantConnect.Symbol
• UpdateMarketCapacity() : QuantConnect.CapacityEstimate
• UpdateMarketHours() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• UpdateMarketPrice() : QuantConnect.Securities.SecurityHolding
• UpdateOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateOrder() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.SecurityTransactionManager
• UpdateOrderRequest() : QuantConnect.Orders.UpdateOrderRequest
• UpdateOrRemove() : QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders
• UpdatePendingSubscriptionDataConfigs() : QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager
• UpdateProjectFileContent() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateProjectFileName() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateProjectNodes() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateQuantity() : QuantConnect.Orders.OrderTicket
• UpdateQuote() : QuantConnect.Data.BaseData
• UpdateStopPrice() : QuantConnect.Orders.OrderTicket
• UpdateStopTrailingAmount() : QuantConnect.Orders.OrderTicket
• UpdateSymbolProperties() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• UpdateTag() : QuantConnect.Orders.OrderTicket
• UpdateTrade() : QuantConnect.Data.BaseData
• UpdateTriggerPrice() : QuantConnect.Orders.OrderTicket
• UpdateValue() : QuantConnect.Indicators.InternalIndicatorValues
• UpdateWeight() : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• UpDownGapThreeMethods() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods
• UpsideGapTwoCrows() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows
• USA() : QuantConnect.Data.Fundamental.FundamentalUniverse
• UseDailyStrictEndTimes() : QuantConnect.Util.LeanData
• UserDefinedUniverse() : QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• UseStrictEndTime() : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Util.LeanData
• USTreasuriesETFUniverse() : QuantConnect.Algorithm.Framework.Selection.USTreasuriesETFUniverse
• UtilitiesIndependentPowerProducers() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• UtilitiesRegulated() : QuantConnect.Algorithm.ConstituentUniverseDefinitions