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

- i -

• IBS() : QuantConnect.Algorithm.QCAlgorithm
• ICE : QuantConnect.Exchange , QuantConnect.Market
• Iceland : QuantConnect.Country
• ICHIMOKU() : QuantConnect.Algorithm.QCAlgorithm
• IchimokuKinkoHyo() : QuantConnect.Indicators.IchimokuKinkoHyo
• Id : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Api.EncryptionKey , QuantConnect.Api.Node , QuantConnect.Api.ProductItem , QuantConnect.Api.ProjectFile , QuantConnect.Api.Version , QuantConnect.Commands.BaseCommand , QuantConnect.Commands.ICommand
• ID : QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.OptionUniverse
• Id : QuantConnect.Notifications.NotificationTelegram , QuantConnect.Optimizer.OptimizationResult , QuantConnect.Optimizer.Parameters.ParameterSet , QuantConnect.Orders.GroupOrderManager , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• ID : QuantConnect.Securities.ISymbol , QuantConnect.Symbol
• IdenticalThreeCrows() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows
• Identity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.Identity , QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion
• IdentityCurrencyConverter() : QuantConnect.Securities.IdentityCurrencyConverter
• IDR : QuantConnect.Currencies
• IEX : QuantConnect.Exchange
• IfNotNullOrEmpty< T >() : QuantConnect.StringExtensions
• ImpactedGroups : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ImpairmentLossesReversalsFinancialInstrumentsNet : QuantConnect.Data.Fundamental.IncomeStatement
• ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement() : QuantConnect.Data.Fundamental.ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement
• ImpairmentLossReversalRecognizedinProfitorLoss : QuantConnect.Data.Fundamental.CashFlowStatement
• ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement() : QuantConnect.Data.Fundamental.ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement
• ImpairmentOfCapitalAssets : QuantConnect.Data.Fundamental.IncomeStatement
• ImpairmentOfCapitalAssetsIncomeStatement() : QuantConnect.Data.Fundamental.ImpairmentOfCapitalAssetsIncomeStatement
• ImplementsStreamReader() : QuantConnect.Extensions
• ImpliedVolatility : QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Indicators.ImpliedVolatility , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Securities.Option.OptionPriceModelResult , QuantConnect.Securities.OptionFilterUniverse
• ImpliedVolatilityEstimation() : QuantConnect.Securities.Option.QLOptionPriceModel
• InAccountCurrency : QuantConnect.Securities.ConvertibleCashAmount
• InceptionDateUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel
• IncludeExtendedMarketHours : QuantConnect.Data.HistoryRequest
• IncludeWeeklys() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• IncomefromAssociatesandOtherParticipatingInterests : QuantConnect.Data.Fundamental.IncomeStatement
• IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement() : QuantConnect.Data.Fundamental.IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement
• IncomeStatement : QuantConnect.Data.Fundamental.FinancialStatements , QuantConnect.Data.Fundamental.IncomeStatement
• IncomeStatementFileDate() : QuantConnect.Data.Fundamental.IncomeStatementFileDate
• IncomeTaxPaidSupplementalData : QuantConnect.Data.Fundamental.CashFlowStatement
• IncomeTaxPaidSupplementalDataCashFlowStatement() : QuantConnect.Data.Fundamental.IncomeTaxPaidSupplementalDataCashFlowStatement
• IncomeTaxPayable : QuantConnect.Data.Fundamental.BalanceSheet
• IncomeTaxPayableBalanceSheet() : QuantConnect.Data.Fundamental.IncomeTaxPayableBalanceSheet
• IncorrectOrderQuantity : QuantConnect.Messages.TradierBrokerageModel
• IncreaseDecreaseInDeposit : QuantConnect.Data.Fundamental.CashFlowStatement
• IncreaseDecreaseInDepositCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseDecreaseInDepositCashFlowStatement
• IncreaseDecreaseInLeaseFinancing : QuantConnect.Data.Fundamental.CashFlowStatement
• IncreaseDecreaseInLeaseFinancingCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseDecreaseInLeaseFinancingCashFlowStatement
• IncreaseDecreaseInNetUnearnedPremiumReserves : QuantConnect.Data.Fundamental.IncomeStatement
• IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement() : QuantConnect.Data.Fundamental.IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement
• IncreaseInInterestBearingDepositsInBank : QuantConnect.Data.Fundamental.CashFlowStatement
• IncreaseInInterestBearingDepositsInBankCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseInInterestBearingDepositsInBankCashFlowStatement
• IncreaseInLeaseFinancing : QuantConnect.Data.Fundamental.CashFlowStatement
• IncreaseInLeaseFinancingCashFlowStatement() : QuantConnect.Data.Fundamental.IncreaseInLeaseFinancingCashFlowStatement
• Increment : QuantConnect.Data.SubscriptionDataConfig
• Index() : QuantConnect.Algorithm.UniverseDefinitions , QuantConnect.BaseSeries , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > , QuantConnect.Securities.Index.Index
• IndexerBySymbolNotImplemented : QuantConnect.Messages.ExtendedDictionary
• IndexExchange() : QuantConnect.Securities.Index.IndexExchange
• IndexHolding() : QuantConnect.Securities.Index.IndexHolding
• IndexName : QuantConnect.BaseSeries
• IndexOfInvariant() : QuantConnect.StringExtensions
• IndexOption() : QuantConnect.Securities.IndexOption.IndexOption
• IndexOptionSymbolProperties() : QuantConnect.Securities.IndexOption.IndexOptionSymbolProperties
• IndexOutOfSizeRange : QuantConnect.Messages.RollingWindow
• IndexSubscriptionDataSourceReader() : QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader
• India : QuantConnect.Country , QuantConnect.Market
• India_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• IndiaOrderProperties() : QuantConnect.Orders.IndiaOrderProperties
• IndiaProductType : QuantConnect.Orders.IndiaOrderProperties
• Indicator() : QuantConnect.Indicators.Indicator , QuantConnect.Indicators.InternalIndicatorValues , 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
• IndicatorValue : QuantConnect.Indicators.DualSymbolIndicator< T >
• IndicatorVolatilityModel() : QuantConnect.Securities.IndicatorVolatilityModel
• Indonesia : QuantConnect.Country
• IndustrialDistribution() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• IndustrialProducts() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Industrials : QuantConnect.Data.Fundamental.MorningstarSectorCode
• IndustryTemplateCode : QuantConnect.Data.Fundamental.CompanyReference
• InformationRatio : QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• InformationTechnologyServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InfrastructureOperations : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Init() : QuantConnect.ToolBox.RandomDataGenerator.RandomDataGenerator
• Initial : QuantConnect.Optimizer.OptimizationResult
• InitialIntraday : QuantConnect.Securities.Future.MarginRequirementsEntry
• InitialIntradayMarginRequirement : QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.Option.FuturesOptionsMarginModel
• 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
• Initialized : QuantConnect.AlgorithmControl , QuantConnect.Data.UniverseSelection.Schedule , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• 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
• InitialOvernight : QuantConnect.Securities.Future.MarginRequirementsEntry
• InitialOvernightMarginRequirement : QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.Option.FuturesOptionsMarginModel
• InNeck() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.InNeck
• InPhase : HilbertTransform
• InputSeries : QuantConnect.Securities.Interfaces.IContinuousContractModel
• InputType : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper
• INR : QuantConnect.Currencies
• Insight() : QuantConnect.Algorithm.Framework.Alphas.Insight
• InsightAlreadyAssignedToAGroup() : QuantConnect.Messages.Insight
• InsightManager() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager
• Insights : QuantConnect.Algorithm.Framework.Alphas.GeneratedInsightsCollection , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.InsightResponse , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlphaResultPacket
• InsightScore() : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• InsightScoreFunctionPythonWrapper() : QuantConnect.Algorithm.Framework.Alphas.InsightScoreFunctionPythonWrapper
• InsightsGenerated : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• InsightWeightingPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.InsightWeightingPortfolioConstructionModel
• Instance : QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Data.UniverseSelection.Universe.UnchangedUniverse , QuantConnect.Exceptions.StackExceptionInterpreter , QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler , QuantConnect.Orders.Slippage.NullSlippageModel , QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.RealTimeProvider , QuantConnect.Securities.ErrorCurrencyConverter , QuantConnect.Util.Composer , QuantConnect.Util.WorkerThread
• Insufficient() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• InsufficientBuyingPowerDueToNullOrderTicket() : QuantConnect.Messages.BuyingPowerModel
• InsufficientBuyingPowerDueToUnsufficientMargin() : QuantConnect.Messages.BuyingPowerModel
• InsufficientBuyingPowerForOrders() : QuantConnect.Messages.GroupOrderExtensions
• InsufficientInformationToCreateFutureOptionSymbol : QuantConnect.Messages.Symbol
• Insurance() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• InsuranceAndClaims : QuantConnect.Data.Fundamental.IncomeStatement
• InsuranceAndClaimsIncomeStatement() : QuantConnect.Data.Fundamental.InsuranceAndClaimsIncomeStatement
• InsuranceBrokers : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InsuranceContractAssets : QuantConnect.Data.Fundamental.BalanceSheet
• InsuranceContractAssetsBalanceSheet() : QuantConnect.Data.Fundamental.InsuranceContractAssetsBalanceSheet
• InsuranceContractLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• InsuranceContractLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.InsuranceContractLiabilitiesBalanceSheet
• InsuranceDiversified : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InsuranceFundsNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• InsuranceFundsNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.InsuranceFundsNonCurrentBalanceSheet
• InsuranceLife : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InsurancePropertyAndCasualty : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InsuranceReinsurance : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InsuranceSpecialty : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Int() : QuantConnect.Parse
• Integral() : QuantConnect.Securities.Option.OptionPriceModels
• IntegratedFreightAndLogistics : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InteractiveBrokers : QuantConnect.Market
• InteractiveBrokersBrokerageModel() : QuantConnect.Brokerages.InteractiveBrokersBrokerageModel
• InteractiveBrokersFeeModel() : QuantConnect.Orders.Fees.InteractiveBrokersFeeModel
• InteractiveBrokersShortableProvider() : QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider
• InteractiveMedia() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Intercept : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.LeastSquaresMovingAverage , QuantConnect.Indicators.RegressionChannel
• InterestandCommissionPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestandCommissionPaidCashFlowStatement() : QuantConnect.Data.Fundamental.InterestandCommissionPaidCashFlowStatement
• InterestBearingBorrowingsNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• InterestBearingBorrowingsNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.InterestBearingBorrowingsNonCurrentBalanceSheet
• InterestBearingDepositsAssets : QuantConnect.Data.Fundamental.BalanceSheet
• InterestBearingDepositsAssetsBalanceSheet() : QuantConnect.Data.Fundamental.InterestBearingDepositsAssetsBalanceSheet
• InterestBearingDepositsLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• InterestBearingDepositsLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.InterestBearingDepositsLiabilitiesBalanceSheet
• InterestCoverage() : QuantConnect.Data.Fundamental.InterestCoverage , QuantConnect.Data.Fundamental.OperationRatios
• InterestCreditedOnPolicyholderDeposits : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestCreditedOnPolicyholderDepositsCashFlowStatement() : QuantConnect.Data.Fundamental.InterestCreditedOnPolicyholderDepositsCashFlowStatement
• InterestExpense : QuantConnect.Data.Fundamental.IncomeStatement
• InterestExpenseForDeposit : QuantConnect.Data.Fundamental.IncomeStatement
• InterestExpenseForDepositIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForDepositIncomeStatement
• InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResell : QuantConnect.Data.Fundamental.IncomeStatement
• InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement
• InterestExpenseForLongTermDebtAndCapitalSecurities : QuantConnect.Data.Fundamental.IncomeStatement
• InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement
• InterestExpenseForShortTermDebt : QuantConnect.Data.Fundamental.IncomeStatement
• InterestExpenseForShortTermDebtIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseForShortTermDebtIncomeStatement
• InterestExpenseIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseIncomeStatement
• InterestExpenseNonOperating : QuantConnect.Data.Fundamental.IncomeStatement
• InterestExpenseNonOperatingIncomeStatement() : QuantConnect.Data.Fundamental.InterestExpenseNonOperatingIncomeStatement
• InterestIncome : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeAfterProvisionForLoanLoss : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeAfterProvisionForLoanLossIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeAfterProvisionForLoanLossIncomeStatement
• InterestIncomeFromDeposits : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeFromDepositsIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromDepositsIncomeStatement
• InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResell : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement
• InterestIncomeFromLeases : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeFromLeasesIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromLeasesIncomeStatement
• InterestIncomeFromLoans : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeFromLoansAndLease : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeFromLoansAndLeaseIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromLoansAndLeaseIncomeStatement
• InterestIncomeFromLoansIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromLoansIncomeStatement
• InterestIncomeFromSecurities : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeFromSecuritiesIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeFromSecuritiesIncomeStatement
• InterestIncomeIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeIncomeStatement
• InterestIncomeNonOperating : QuantConnect.Data.Fundamental.IncomeStatement
• InterestIncomeNonOperatingIncomeStatement() : QuantConnect.Data.Fundamental.InterestIncomeNonOperatingIncomeStatement
• InterestPaidCFF : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestPaidCFFCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidCFFCashFlowStatement
• InterestPaidCFO : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestPaidCFOCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidCFOCashFlowStatement
• InterestPaidDirect : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestPaidDirectCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidDirectCashFlowStatement
• InterestPaidSupplementalData : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestPaidSupplementalDataCashFlowStatement() : QuantConnect.Data.Fundamental.InterestPaidSupplementalDataCashFlowStatement
• InterestPayable : QuantConnect.Data.Fundamental.BalanceSheet
• InterestPayableBalanceSheet() : QuantConnect.Data.Fundamental.InterestPayableBalanceSheet
• InterestRate : QuantConnect.Data.Market.MarginInterestRate
• InterestReceivedCFI : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestReceivedCFICashFlowStatement() : QuantConnect.Data.Fundamental.InterestReceivedCFICashFlowStatement
• InterestReceivedCFO : QuantConnect.Data.Fundamental.CashFlowStatement
• InterestReceivedCFOCashFlowStatement() : QuantConnect.Data.Fundamental.InterestReceivedCFOCashFlowStatement
• InterestReceivedDirect : QuantConnect.Data.Fundamental.CashFlowStatement
• 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
• InternetContentAndInformation : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• InternetRetail : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• 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
• Interpreters : QuantConnect.Exceptions.StackExceptionInterpreter
• InterpretException() : QuantConnect.Messages.InvalidTokenPythonExceptionInterpreter
• IntersectWith() : QuantConnect.Util.ConcurrentSet< T >
• Interval : QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• InTheMoneyAmount() : QuantConnect.Extensions
• IntradayVwap() : QuantConnect.Indicators.IntradayVwap
• IntrinioEconomicData() : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicData
• InvalidateProcessedDays() : QuantConnect.Lean.Engine.Results.BacktestProgressMonitor
• InvalidateTotalPortfolioValue() : QuantConnect.Securities.SecurityPortfolioManager
• InvalidBarCount : QuantConnect.Messages.Insight
• InvalidBarSize : QuantConnect.Messages.Time
• InvalidCancelOrderId() : QuantConnect.Orders.OrderTicket
• InvalidCloseTimeLocal : QuantConnect.Messages.Insight
• InvalidCloseTimeUtc : QuantConnect.Messages.Insight
• InvalidConfigurationDetected : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• InvalidConfigurationDetectedEventArgs() : QuantConnect.InvalidConfigurationDetectedEventArgs
• InvalidEmailAddress() : QuantConnect.Messages.NotificationEmail
• InvalidExtendedMarketCloseTime : QuantConnect.Messages.MarketHoursSegment
• InvalidExtendedMarketOpenTime : QuantConnect.Messages.MarketHoursSegment
• InvalidExtraAnalysisPeriodRatio : QuantConnect.Messages.InsightManager
• InvalidForexOrderSize() : QuantConnect.Messages.InteractiveBrokersBrokerageModel
• InvalidFreeBuyingPowerPercentRequirement : QuantConnect.Messages.BuyingPowerModel
• InvalidInitialMarginRequirement : QuantConnect.Messages.BuyingPowerModel
• InvalidLeverage : QuantConnect.Messages.BuyingPowerModel
• InvalidLotSize : QuantConnect.Messages.SymbolProperties
• InvalidMaintenanceMarginRequirement : QuantConnect.Messages.BuyingPowerModel
• InvalidMarketCloseTime : QuantConnect.Messages.MarketHoursSegment
• 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
• InvalidOrderPrice : QuantConnect.Messages.FxcmBrokerageModel
• InvalidOrderQuantity() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidOrderQuantityForLotSize() : QuantConnect.Messages.FxcmBrokerageModel
• InvalidOrderSize() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidOSITickerFormat() : QuantConnect.Messages.SymbolRepresentation
• InvalidPeriod : QuantConnect.Messages.Insight
• InvalidPriceMagnifier : QuantConnect.Messages.SymbolProperties
• InvalidQuantity() : QuantConnect.Messages.PositionGroup
• InvalidSecurity : QuantConnect.Messages.CashBuyingPowerModel
• InvalidSecurityType() : QuantConnect.Messages.EquityPriceVariationModel , QuantConnect.Messages.SecurityIdentifier
• InvalidSecurityTypeForLeverage() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidSecurityTypeToGetFillModel() : QuantConnect.Messages.DefaultBrokerageModel
• InvalidSize : QuantConnect.Messages.RollingWindow
• InvalidSource : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
• InvalidSourceEventArgs() : QuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs
• InvalidStatus() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• InvalidStepRange() : QuantConnect.Messages.OptimizationStepParameter
• InvalidStopLimitOrderLimitPrice : QuantConnect.Messages.TradingTechnologiesBrokerageModel
• InvalidStopLimitOrderPrice : QuantConnect.Messages.TradingTechnologiesBrokerageModel
• InvalidStopMarketOrderPrice : QuantConnect.Messages.TradingTechnologiesBrokerageModel
• InvalidStrikeMultiplier : QuantConnect.Messages.SymbolProperties
• InvalidStrikePrice() : QuantConnect.Messages.SecurityIdentifier
• InvalidSubmitRequest() : QuantConnect.Orders.OrderTicket
• InvalidSymbolCharacters : QuantConnect.SecurityIdentifier
• InvalidTargetPercent() : QuantConnect.Messages.PortfolioTarget
• InvalidTokenExpectedSubstring : QuantConnect.Messages.InvalidTokenPythonExceptionInterpreter
• InvalidTotalDays() : QuantConnect.Messages.TradingCalendar
• InvalidUpdateOrderId() : QuantConnect.Orders.OrderTicket
• Invariant() : QuantConnect.StringExtensions
• InventoriesAdjustmentsAllowances : QuantConnect.Data.Fundamental.BalanceSheet
• InventoriesAdjustmentsAllowancesBalanceSheet() : QuantConnect.Data.Fundamental.InventoriesAdjustmentsAllowancesBalanceSheet
• Inventory : QuantConnect.Data.Fundamental.BalanceSheet
• InventoryBalanceSheet() : QuantConnect.Data.Fundamental.InventoryBalanceSheet
• InventoryTurnover() : QuantConnect.Data.Fundamental.InventoryTurnover , QuantConnect.Data.Fundamental.OperationRatios
• InventoryValuationMethod : QuantConnect.Data.Fundamental.FinancialStatements , QuantConnect.Data.Fundamental.InventoryValuationMethod
• Inverse : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping
• InverseDifferencedSeries() : QuantConnect.Indicators.TimeSeriesIndicator
• Invert() : QuantConnect.Extensions
• InvertedHammer() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.InvertedHammer
• Invested : QuantConnect.Securities.Security , QuantConnect.Securities.SecurityHolding , QuantConnect.Securities.SecurityPortfolioManager
• InvestedCapital : QuantConnect.Data.Fundamental.BalanceSheet
• InvestedCapitalBalanceSheet() : QuantConnect.Data.Fundamental.InvestedCapitalBalanceSheet
• InvestingCashFlow : QuantConnect.Data.Fundamental.CashFlowStatement
• InvestingCashFlowCashFlowStatement() : QuantConnect.Data.Fundamental.InvestingCashFlowCashFlowStatement
• InvestmentBankingProfit : QuantConnect.Data.Fundamental.IncomeStatement
• InvestmentBankingProfitIncomeStatement() : QuantConnect.Data.Fundamental.InvestmentBankingProfitIncomeStatement
• InvestmentContractLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentContractLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentContractLiabilitiesBalanceSheet
• InvestmentContractLiabilitiesIncurred : QuantConnect.Data.Fundamental.IncomeStatement
• InvestmentContractLiabilitiesIncurredIncomeStatement() : QuantConnect.Data.Fundamental.InvestmentContractLiabilitiesIncurredIncomeStatement
• InvestmentId : QuantConnect.Data.Fundamental.SecurityReference
• InvestmentinFinancialAssets : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentinFinancialAssetsBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentinFinancialAssetsBalanceSheet
• InvestmentProperties : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentPropertiesBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentPropertiesBalanceSheet
• InvestmentsAndAdvances : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentsAndAdvancesBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsAndAdvancesBalanceSheet
• InvestmentsinAssociatesatCost : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentsinAssociatesatCostBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsinAssociatesatCostBalanceSheet
• InvestmentsinJointVenturesatCost : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentsinJointVenturesatCostBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsinJointVenturesatCostBalanceSheet
• InvestmentsInOtherVenturesUnderEquityMethod : QuantConnect.Data.Fundamental.BalanceSheet
• InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet() : QuantConnect.Data.Fundamental.InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet
• InvestmentsinSubsidiariesatCost : QuantConnect.Data.Fundamental.BalanceSheet
• 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 >
• IPODate : QuantConnect.Data.Fundamental.SecurityReference
• IPOOfferPrice : QuantConnect.Data.Fundamental.SecurityReference
• IPOOfferPriceRange : QuantConnect.Data.Fundamental.SecurityReference
• Iran : QuantConnect.Country
• Iraq : QuantConnect.Country
• Ireland : QuantConnect.Country
• IronButterfly() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• IronCondor() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• IsActive() : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Report.MockDataFeed
• IsAllowedForClosedOrder() : QuantConnect.Orders.UpdateOrderRequest
• IsAssignment : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• IsAuthCodeSet : QuantConnect.Data.Custom.Tiingo.Tiingo
• IsAutoExercised() : QuantConnect.Securities.Option.Option
• IsBinaryComparison() : QuantConnect.Util.ExpressionBuilder
• IsBusy : QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T >
• IsCanonical() : QuantConnect.Symbol
• IsClosed : QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Data.Market.RangeBar , QuantConnect.Data.Market.VolumeRenkoBar , QuantConnect.Orders.OrderExtensions
• IsClosedAllDay : QuantConnect.Securities.LocalMarketHours
• IsClosingSoon() : QuantConnect.Securities.SecurityExchange
• IsCommonBusinessDay() : QuantConnect.Extensions
• IsCommonLeanDataType() : QuantConnect.Util.LeanData
• IsConnected : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage , QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• IsConnectionLost : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• IsContinuousMarketOpen() : QuantConnect.Securities.LocalMarketHours
• IsContractExpired() : QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
• IsCryptoCoinFuture() : QuantConnect.Securities.CryptoFuture.CryptoFuture
• IsCustomData : QuantConnect.Data.BaseDataRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataConfigExtensions , QuantConnect.Python.PandasData , QuantConnect.Securities.Security
• IsCustomDataType() : QuantConnect.Extensions
• IsCustomDataType< T >() : QuantConnect.Extensions
• IsDataEphemeral : QuantConnect.Data.DiskDataCacheProvider , QuantConnect.Interfaces.IDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider
• IsDateOpen() : QuantConnect.Securities.SecurityExchangeHours
• IsDecomposable() : QuantConnect.Util.CurrencyPairUtil
• IsDefaultGroup : QuantConnect.Securities.Positions.PositionGroupKey
• IsDelisted : QuantConnect.Securities.Security
• IsDepositaryReceipt : QuantConnect.Data.Fundamental.SecurityReference
• IsDirectInvest : QuantConnect.Data.Fundamental.SecurityReference
• IsDirectoryEmpty() : QuantConnect.Extensions
• IsDividendReinvest : QuantConnect.Data.Fundamental.SecurityReference
• ISE : QuantConnect.Exchange
• ISE_GEMINI : QuantConnect.Exchange
• ISE_MERCURY : QuantConnect.Exchange
• IsEmpty : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Extensions , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Positions.PositionGroupExtensions
• IsError : QuantConnect.Orders.OrderResponse , QuantConnect.Securities.GetMaximumOrderQuantityResult , QuantConnect.Securities.Positions.GetMaximumLotsResult
• IsExchangeOpen() : QuantConnect.Orders.Fills.FillModel
• IsExpired() : QuantConnect.Algorithm.Framework.Alphas.Insight
• IsExtendedMarketHours() : QuantConnect.Data.SubscriptionDataConfigExtensions , QuantConnect.Securities.Security
• ISFileDate : QuantConnect.Data.Fundamental.IncomeStatement
• IsFill() : QuantConnect.Orders.OrderExtensions
• IsFillDataForward : QuantConnect.Securities.Security
• IsFillForward : QuantConnect.Data.BaseData , QuantConnect.Data.SubscriptionDataConfigExtensions
• IsFillValid() : QuantConnect.Interfaces.ITimeInForceHandler , QuantConnect.Orders.TimeInForce , QuantConnect.Orders.TimeInForces.DayTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce
• IsFilteredSubscription : QuantConnect.Data.SubscriptionDataConfig
• IsFinalScore : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• IsFolder : QuantConnect.Api.SummaryObjectStore
• IsForexDecomposable() : QuantConnect.Util.CurrencyPairUtil
• IsFutureChain : QuantConnect.Securities.Future.Future
• IsFutureContract : QuantConnect.Securities.Future.Future
• IsHeadOfficeSameWithRegisteredOfficeFlag : QuantConnect.Data.Fundamental.CompanyProfile
• ISIN() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinition , QuantConnect.Securities.SecurityDefinitionSymbolResolver , QuantConnect.Symbol
• IsIndexed : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate
• IsIndexOption() : QuantConnect.Securities.IndexOption.IndexOptionSymbol
• IsInitialized : QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Data.Custom.Intrinio.IntrinioConfig
• IsInternal : QuantConnect.Data.UniverseSelection.Universe.Member
• IsInternalConfig : QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >
• IsInternalFeed : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataConfigList , QuantConnect.Util.SecurityExtensions
• IsInTheMoney : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• IsInvertedOf() : QuantConnect.Securities.Positions.PositionGroupExtensions
• IsKnownBrokerageSymbol() : QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
• IsKnownLeanSymbol() : QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
• IsleOfMan : QuantConnect.Country
• IsLibrary : QuantConnect.Api.ProjectFile
• IsLimitedLiabilityCompany : QuantConnect.Data.Fundamental.CompanyReference
• IsLimitedPartnership : QuantConnect.Data.Fundamental.CompanyReference
• IsLimitOrder() : QuantConnect.Orders.OrderExtensions
• IsLinux : QuantConnect.OS
• IsLiveMode : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• IsLong : QuantConnect.Securities.SecurityHolding
• IsMarketable : QuantConnect.Orders.Order
• IsMarketAlwaysOpen : QuantConnect.Securities.SecurityExchangeHours
• 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
• IsolatorLimitProvider : QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Scheduling.TimeConsumer
• IsolatorLimitResult() : QuantConnect.IsolatorLimitResult
• IsOnEndOfDayImplemented : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• IsOnEndOfDaySymbolImplemented : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• IsOnlyDefaultGroups : QuantConnect.Securities.Positions.PositionGroupCollection , QuantConnect.Securities.Positions.SecurityPositionGroupModel
• IsOpen : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Orders.OrderExtensions , QuantConnect.Securities.LocalMarketHours , QuantConnect.Securities.SecurityExchangeHours
• IsOpenAllDay : QuantConnect.Securities.LocalMarketHours
• IsOpenDuringBar() : QuantConnect.Securities.SecurityExchange
• IsOption() : QuantConnect.Extensions
• IsOptionChain : QuantConnect.Securities.Option.Option
• IsOptionContract : QuantConnect.Securities.Option.Option
• IsOptionContractExpired() : QuantConnect.Securities.Option.OptionSymbol
• IsOrderExpired() : QuantConnect.Interfaces.ITimeInForceHandler , QuantConnect.Orders.TimeInForce , QuantConnect.Orders.TimeInForces.DayTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce , QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce
• IsOrderPlacedSuccessfully : QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse
• IsOrderSizeLargeEnough() : BybitBrokerageModel , QuantConnect.Brokerages.CoinbaseBrokerageModel
• IsOutOfDate() : QuantConnect.Extensions
• IsPrimaryShare : QuantConnect.Data.Fundamental.SecurityReference
• IsProcessed : QuantConnect.Orders.OrderResponse
• IsProperSubsetOf() : QuantConnect.Util.ConcurrentSet< T >
• IsProperSupersetOf() : QuantConnect.Util.ConcurrentSet< T >
• Israel : QuantConnect.Country
• IsRateLimited : QuantConnect.Util.RateGate
• IsReadOnly : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.ExtendedDictionary< T > , QuantConnect.Securities.CashBook , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.ConcurrentSet< T >
• IsReady : HilbertTransform , QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.AccumulationDistribution , QuantConnect.Indicators.AccumulationDistributionOscillator , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageDirectionalIndex , QuantConnect.Indicators.AverageDirectionalMovementIndexRating , QuantConnect.Indicators.AverageRange , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.BalanceOfPower , QuantConnect.Indicators.Beta , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby , QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock , QuantConnect.Indicators.CandlestickPatterns.BeltHold , QuantConnect.Indicators.CandlestickPatterns.Breakaway , QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu , QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow , QuantConnect.Indicators.CandlestickPatterns.Counterattack , QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover , QuantConnect.Indicators.CandlestickPatterns.Doji , QuantConnect.Indicators.CandlestickPatterns.DojiStar , QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji , QuantConnect.Indicators.CandlestickPatterns.Engulfing , QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar , QuantConnect.Indicators.CandlestickPatterns.EveningStar , QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite , QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji , QuantConnect.Indicators.CandlestickPatterns.Hammer , QuantConnect.Indicators.CandlestickPatterns.HangingMan , QuantConnect.Indicators.CandlestickPatterns.Harami , QuantConnect.Indicators.CandlestickPatterns.HaramiCross , QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle , QuantConnect.Indicators.CandlestickPatterns.Hikkake , QuantConnect.Indicators.CandlestickPatterns.HikkakeModified , QuantConnect.Indicators.CandlestickPatterns.HomingPigeon , QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows , QuantConnect.Indicators.CandlestickPatterns.InNeck , QuantConnect.Indicators.CandlestickPatterns.InvertedHammer , QuantConnect.Indicators.CandlestickPatterns.Kicking , QuantConnect.Indicators.CandlestickPatterns.KickingByLength , QuantConnect.Indicators.CandlestickPatterns.LadderBottom , QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji , QuantConnect.Indicators.CandlestickPatterns.LongLineCandle , QuantConnect.Indicators.CandlestickPatterns.Marubozu , QuantConnect.Indicators.CandlestickPatterns.MatchingLow , QuantConnect.Indicators.CandlestickPatterns.MatHold , QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar , QuantConnect.Indicators.CandlestickPatterns.MorningStar , QuantConnect.Indicators.CandlestickPatterns.OnNeck , QuantConnect.Indicators.CandlestickPatterns.Piercing , QuantConnect.Indicators.CandlestickPatterns.RickshawMan , QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods , QuantConnect.Indicators.CandlestickPatterns.SeparatingLines , QuantConnect.Indicators.CandlestickPatterns.ShootingStar , QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle , QuantConnect.Indicators.CandlestickPatterns.SpinningTop , QuantConnect.Indicators.CandlestickPatterns.StalledPattern , QuantConnect.Indicators.CandlestickPatterns.StickSandwich , QuantConnect.Indicators.CandlestickPatterns.Takuri , QuantConnect.Indicators.CandlestickPatterns.TasukiGap , QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows , QuantConnect.Indicators.CandlestickPatterns.ThreeInside , QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike , QuantConnect.Indicators.CandlestickPatterns.ThreeOutside , QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth , QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers , QuantConnect.Indicators.CandlestickPatterns.Thrusting , QuantConnect.Indicators.CandlestickPatterns.Tristar , QuantConnect.Indicators.CandlestickPatterns.TwoCrows , QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver , QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods , QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChandeMomentumOscillator , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.CompositeIndicator , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.ConstantIndicator< T > , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.Correlation , QuantConnect.Indicators.Delay , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DoubleExponentialMovingAverage , QuantConnect.Indicators.EaseOfMovementValue , QuantConnect.Indicators.ExponentialMovingAverage , QuantConnect.Indicators.FilteredIdentity , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.FractalAdaptiveMovingAverage , QuantConnect.Indicators.FunctionalIndicator< T > , QuantConnect.Indicators.HeikinAshi , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.Identity , QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.ImpliedVolatility , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.InternalBarStrength , QuantConnect.Indicators.IntradayVwap , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.KaufmanEfficiencyRatio , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.Maximum , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.McGinleyDynamic , QuantConnect.Indicators.MeanAbsoluteDeviation , QuantConnect.Indicators.MesaAdaptiveMovingAverage , QuantConnect.Indicators.MidPoint , QuantConnect.Indicators.MidPrice , QuantConnect.Indicators.Minimum , QuantConnect.Indicators.Momentum , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.NormalizedAverageTrueRange , QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.ParabolicStopAndReverse , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.PythonIndicator , QuantConnect.Indicators.RateOfChange , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeDailyVolume , QuantConnect.Indicators.RelativeMovingAverage , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.RogersSatchellVolatility , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SimpleMovingAverage , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.SuperTrend , QuantConnect.Indicators.SwissArmyKnife , QuantConnect.Indicators.T3MovingAverage , QuantConnect.Indicators.TriangularMovingAverage , QuantConnect.Indicators.TripleExponentialMovingAverage , QuantConnect.Indicators.Trix , QuantConnect.Indicators.TrueRange , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.UltimateOscillator , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VariableIndexDynamicAverage , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.Vortex , QuantConnect.Indicators.WilderAccumulativeSwingIndex , QuantConnect.Indicators.WilderMovingAverage , QuantConnect.Indicators.WilderSwingIndex , QuantConnect.Indicators.WilliamsPercentR , QuantConnect.Indicators.WindowIdentity , QuantConnect.Indicators.WindowIndicator< T > , QuantConnect.Indicators.ZeroLagExponentialMovingAverage , QuantConnect.Indicators.ZigZag , QuantConnect.Securities.Option.ConstantQLUnderlyingVolatilityEstimator , QuantConnect.Securities.Option.IQLUnderlyingVolatilityEstimator
• IsRebalanceDue() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• IsREIT : QuantConnect.Data.Fundamental.CompanyReference
• IsSafeToRemove() : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel
• IsShort : QuantConnect.Securities.SecurityHolding
• 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
• IsStampChargesFromOrderValue : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• 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
• IssuanceOfCapitalStock : QuantConnect.Data.Fundamental.CashFlowStatement
• IssuanceOfCapitalStockCashFlowStatement() : QuantConnect.Data.Fundamental.IssuanceOfCapitalStockCashFlowStatement
• IssuanceOfDebt : QuantConnect.Data.Fundamental.CashFlowStatement
• IssuanceOfDebtCashFlowStatement() : QuantConnect.Data.Fundamental.IssuanceOfDebtCashFlowStatement
• IsSubclassOfGeneric() : QuantConnect.Extensions
• IsSubscribed() : QuantConnect.Data.DataQueueHandlerSubscriptionManager
• IsSubscriptionRemoved : QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket
• IsSubscriptionValidForConsolidator() : QuantConnect.Data.SubscriptionManager
• IsSubsetOf() : QuantConnect.Util.ConcurrentSet< T >
• IsSuccess : QuantConnect.Orders.OrderResponse
• IssueExpenses : QuantConnect.Data.Fundamental.CashFlowStatement
• IssueExpensesCashFlowStatement() : QuantConnect.Data.Fundamental.IssueExpensesCashFlowStatement
• IsSufficient : QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult
• IsSupersetOf() : QuantConnect.Util.ConcurrentSet< T >
• Istanbul : QuantConnect.TimeZones
• IsTimeBased : QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated >
• IsTimePulse : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• IsTimezoneDifferent : QuantConnect.Indicators.DualSymbolIndicator< T >
• IsTradable : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Index.Index , QuantConnect.Securities.Security
• IsUnderlying : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• IsUniverseSelectionSubscription : QuantConnect.Lean.Engine.DataFeeds.Subscription
• IsUniverseSubscription : QuantConnect.Data.UniverseSelection.SubscriptionRequest
• IsValid() : QuantConnect.Data.Market.Tick , QuantConnect.Extensions
• IsValidConfiguration() : QuantConnect.Util.LeanData
• IsValidOrderSize() : QuantConnect.Brokerages.DefaultBrokerageModel
• IsWarmingUp : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• IsWeekly() : QuantConnect.Securities.Future.FutureSymbol , QuantConnect.Securities.Option.OptionSymbol
• IsWin() : QuantConnect.Extensions , QuantConnect.Statistics.Trade
• IsWindows : QuantConnect.OS
• IsWithinCustomLimits : QuantConnect.IsolatorLimitResult
• IsWithinLimit() : QuantConnect.IIsolatorLimitResultProvider , QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• IsWithinStorageLimit() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• Italy : QuantConnect.Country
• Items : QuantConnect.Api.Product
• items() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• ItemsinTheCourseofTransmissiontoOtherBanks : QuantConnect.Data.Fundamental.BalanceSheet
• ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet() : QuantConnect.Data.Fundamental.ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet
• IV() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.OptionFilterUniverse
• IvoryCoast : QuantConnect.Country