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

- m -

• Macao : QuantConnect.Country
• MACD : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.QCAlgorithm
• MacdAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel
• MachineryFurnitureEquipment : QuantConnect.Data.Fundamental.BalanceSheet
• MachineryFurnitureEquipmentBalanceSheet() : QuantConnect.Data.Fundamental.MachineryFurnitureEquipmentBalanceSheet
• MAD() : QuantConnect.Algorithm.QCAlgorithm
• Madagascar : QuantConnect.Country
• Madrid : QuantConnect.TimeZones
• MAE : QuantConnect.Statistics.Trade
• Magnitude : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.InsightScore , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• Main() : Program
• MaintenanceAndRepairs : QuantConnect.Data.Fundamental.IncomeStatement
• MaintenanceAndRepairsIncomeStatement() : QuantConnect.Data.Fundamental.MaintenanceAndRepairsIncomeStatement
• MaintenanceIntraday : QuantConnect.Securities.Future.MarginRequirementsEntry
• MaintenanceIntradayMarginRequirement : QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.Option.FuturesOptionsMarginModel
• MaintenanceMargin() : QuantConnect.Securities.MaintenanceMargin
• MaintenanceMarginParameters() : QuantConnect.Securities.MaintenanceMarginParameters
• MaintenanceOvernight : QuantConnect.Securities.Future.MarginRequirementsEntry
• MaintenanceOvernightMarginRequirement : QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.Option.FuturesOptionsMarginModel
• MainUpdateInterval : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• MajorCurrencies : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.TradeWeightedUsDollarIndex
• MakeBinaryComparisonLambda< T >() : QuantConnect.Util.ExpressionBuilder
• MakePropertyOrFieldSelector() : QuantConnect.Util.ExpressionBuilder
• MakePropertyOrFieldSelector< T, TProperty >() : QuantConnect.Util.ExpressionBuilder
• MakerAdvanced1 : QuantConnect.Orders.Fees.CoinbaseFeeModel
• MakerCryptoFee : QuantConnect.Orders.Fees.AlpacaFeeModel
• MakerFee : QuantConnect.Orders.Fees.BitfinexFeeModel , QuantConnect.Orders.Fees.FTXFeeModel , QuantConnect.Orders.Fees.FTXUSFeeModel
• MakerNonVIPFee : BybitFeeModel , BybitFuturesFeeModel
• MakerStablePairs : QuantConnect.Orders.Fees.CoinbaseFeeModel
• MakerTier1BUSDFee : QuantConnect.Orders.Fees.BinanceFuturesFeeModel
• MakerTier1CryptoFee : QuantConnect.Orders.Fees.KrakenFeeModel
• MakerTier1Fee : QuantConnect.Orders.Fees.BinanceCoinFuturesFeeModel , QuantConnect.Orders.Fees.BinanceFeeModel
• MakerTier1USDTFee : QuantConnect.Orders.Fees.BinanceFuturesFeeModel
• Malawi : QuantConnect.Country
• Malaysia : QuantConnect.Country
• Malaysia_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• Maldives : QuantConnect.Country
• Mali : QuantConnect.Country
• Malta : QuantConnect.Country
• MAMA() : QuantConnect.Algorithm.QCAlgorithm
• ManageRisk() : QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel , QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel , QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPerSecurity , QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPortfolio , QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel , QuantConnect.Algorithm.Framework.Risk.MaximumUnrealizedProfitPercentPerSecurity , QuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel , QuantConnect.Algorithm.Framework.Risk.RiskManagementModel , QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper , QuantConnect.Algorithm.Framework.Risk.TrailingStopRiskManagementModel
• ManualOrder : QuantConnect.Orders.FixOrderProperites
• ManualTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• ManualUniverse() : QuantConnect.Algorithm.Framework.Selection.ManualUniverse
• ManualUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.ManualUniverseSelectionModel
• ManufacturingApparelAndAccessories() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Map() : QuantConnect.Securities.Future.FuturesOptionsSymbolMappings
• MaParameters : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
• MapFile() : QuantConnect.Data.Auxiliary.MapFile , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider
• MapFilePrimaryExchangeProvider() : QuantConnect.Data.Auxiliary.MapFilePrimaryExchangeProvider
• MapFileProvider : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Data.LeanDataWriter , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• MapFileResolver() : QuantConnect.Data.Auxiliary.MapFileResolver
• MapFileRow() : QuantConnect.Data.Auxiliary.MapFileRow
• MapFromOption() : QuantConnect.Securities.Future.FuturesOptionsSymbolMappings
• Mapped : QuantConnect.Securities.Future.Future , QuantConnect.Securities.IContinuousSecurity
• MappedSymbol : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.SubscriptionDataConfig
• MappingContractFactorProvider() : QuantConnect.Data.Auxiliary.MappingContractFactorProvider
• MappingContractFactorRow() : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• MapRows : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
• MapToUnderlying() : QuantConnect.Securities.IndexOption.IndexOptionSymbol , QuantConnect.Securities.Option.OptionSymbol
• March : QuantConnect.Securities.FutureExpirationCycles
• MaResidualError : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
• MarginBeingAdjustedInTheWrongDirection() : QuantConnect.Messages.BuyingPowerModel
• MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInfo() : QuantConnect.Messages.BuyingPowerModel
• MarginCallModel : QuantConnect.Securities.SecurityPortfolioManager
• MarginCallModelPythonWrapper() : QuantConnect.Python.MarginCallModelPythonWrapper
• MarginCallOrdersParameters() : QuantConnect.Securities.MarginCallOrdersParameters
• MarginCallOrderTag : QuantConnect.Messages.DefaultMarginCallModel
• MarginInterestRate() : QuantConnect.Data.Market.MarginInterestRate
• MarginInterestRateModel : QuantConnect.Securities.Security
• MarginInterestRateModelPythonWrapper() : QuantConnect.Python.MarginInterestRateModelPythonWrapper
• MarginInterestRateParameters() : QuantConnect.Securities.MarginInterestRateParameters
• MarginInterestRates() : QuantConnect.Data.Market.MarginInterestRates , QuantConnect.Data.Slice
• MarginModel : QuantConnect.Securities.Security
• MarginRemaining : QuantConnect.Securities.SecurityPortfolioManager
• MarginUsed : QuantConnect.Securities.Positions.PositionGroupState
• MarineShipping : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• MarkAsRemovedFromUniverse() : QuantConnect.Lean.Engine.DataFeeds.Subscription
• Market : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.LiquidateCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.CoarseFundamental , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Exchange , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.ToolBox.IExchangeInfoDownloader , QuantConnect.Util.LeanDataPathComponents
• MarketCap : QuantConnect.Data.Fundamental.CompanyProfile , QuantConnect.Data.Fundamental.FineFundamental
• MarketDataID : QuantConnect.Data.Fundamental.SecurityReference
• MarketDuration : QuantConnect.Securities.LocalMarketHours
• MarketFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Orders.Fills.FutureFillModel , QuantConnect.Python.FillModelPythonWrapper
• MarketHourAwareConsolidator() : QuantConnect.Data.Common.MarketHourAwareConsolidator
• MarketHours() : QuantConnect.Packets.MarketHours , QuantConnect.Securities.SecurityExchangeHours
• MarketHoursDatabase : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Scheduling.BaseScheduleRules , QuantConnect.Securities.MarketHoursDatabase , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• MarketHoursDatabaseEntryJson() : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• MarketHoursDatabaseJson() : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson
• MarketHoursSegment() : QuantConnect.Securities.MarketHoursSegment
• MarketImpactSlippageModel() : QuantConnect.Orders.Slippage.MarketImpactSlippageModel
• MarketName : BybitBrokerageModel , QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BinanceUSBrokerageModel , QuantConnect.Brokerages.FTXBrokerageModel , QuantConnect.Brokerages.FTXUSBrokerageModel , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig
• MarketNeverCloses() : QuantConnect.Messages.FillModel
• MarketNotFound() : QuantConnect.Messages.SecurityIdentifier
• MarketOnCloseFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute : QuantConnect.Messages.EquityFillModel
• MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours : QuantConnect.Messages.EquityFillModel
• MarketOnCloseOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.MarketOnCloseOrder
• MarketOnOpenFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute : QuantConnect.Messages.EquityFillModel
• MarketOnOpenOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.MarketOnOpenOrder
• MarketOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.MarketOrder
• MarketOrderFillTimeout : QuantConnect.Securities.SecurityTransactionManager
• MarketPrice : QuantConnect.Holding
• MarketProfile() : QuantConnect.Indicators.MarketProfile
• MarketTicker : QuantConnect.Securities.SymbolProperties
• MarketToday() : QuantConnect.Packets.MarketToday
• MarketUsaRate : QuantConnect.Orders.Fees.ExanteFeeModel
• MarketValue : QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Holding
• MarsArgusVsWTIFinancial : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MarsArgusVsWTITradeMonth : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MarshallIslands : QuantConnect.Country
• Martinique : QuantConnect.Country
• Marubozu() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Marubozu
• MASS() : QuantConnect.Algorithm.QCAlgorithm
• MassIndex() : QuantConnect.Indicators.MassIndex
• Match() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition , QuantConnect.Util.CurrencyPairUtil
• Matches() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate
• MatchesTypeName() : QuantConnect.Extensions
• MatchingLow() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.MatchingLow
• MatchOnce() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher
• MaterialsAndSupplies : QuantConnect.Data.Fundamental.BalanceSheet
• MaterialsAndSuppliesBalanceSheet() : QuantConnect.Data.Fundamental.MaterialsAndSuppliesBalanceSheet
• MatHold() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.MatHold
• Mauritania : QuantConnect.Country
• Mauritius : QuantConnect.Country
• MAX() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.IndicatorExtensions
• Max() : QuantConnect.Time
• MaxAbsolutePortfolioTargetPercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• MaxAllocationLimitConfig : QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
• MaxBrokerage : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• MaxConsecutiveLosingTrades : QuantConnect.Statistics.TradeStatistics
• MaxConsecutiveWinningTrades : QuantConnect.Statistics.TradeStatistics
• Maximization() : QuantConnect.Optimizer.Objectives.Maximization
• Maximum() : QuantConnect.Indicators.Maximum , QuantConnect.Indicators.WilliamsPercentR
• MaximumChartSeries : QuantConnect.Packets.Controls
• MaximumClosedTradeDrawdown : QuantConnect.Statistics.TradeStatistics
• MaximumConcurrentBacktests : QuantConnect.Optimizer.OptimizationNodePacket
• MaximumContractDepthOffset : QuantConnect.Securities.Futures
• MaximumCountPerLeg : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• MaximumDataPointsPerChartSeries : QuantConnect.Packets.Controls
• MaximumDrawdownDuration : QuantConnect.Statistics.TradeStatistics
• MaximumDrawdownPercentPerSecurity() : QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPerSecurity
• MaximumDrawdownPercentPortfolio() : QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPortfolio
• MaximumDuration : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• MaximumEndTradeDrawdown : QuantConnect.Statistics.TradeStatistics
• MaximumIdleTimeSpan : QuantConnect.Brokerages.DefaultConnectionHandler
• MaximumIntraTradeDrawdown : QuantConnect.Statistics.TradeStatistics
• MaximumOrderQuantityPercentVolume : QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel
• MaximumOrderValue : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel
• MaximumRuntime : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• MaximumRuntimeMinutes : QuantConnect.Packets.Controls
• MaximumSecondsForNextReconnectionAttempt : QuantConnect.Brokerages.DefaultConnectionHandler
• MaximumSectorExposureRiskManagementModel() : QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel
• MaximumSharpeRatioPortfolioOptimizer() : QuantConnect.Algorithm.Framework.Portfolio.MaximumSharpeRatioPortfolioOptimizer
• MaximumSolutionCount : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• MaximumUnrealizedProfitPercentPerSecurity() : QuantConnect.Algorithm.Framework.Risk.MaximumUnrealizedProfitPercentPerSecurity
• MaxNameAndTagsLength : QuantConnect.Algorithm.QCAlgorithm
• MaxOrders : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• MaxRuntime : QuantConnect.Optimizer.Strategies.OptimizationStrategySettings
• MaxTagsCount : QuantConnect.Algorithm.QCAlgorithm
• MaxTimeSpan : QuantConnect.Time
• MaxValue : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
• MaxWorkWeight : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler
• Mayotte : QuantConnect.Country
• McClellanOscillator() : QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex
• McClellanSummationIndex() : QuantConnect.Indicators.McClellanSummationIndex
• McGinleyDynamic() : QuantConnect.Indicators.McGinleyDynamic
• Md : QuantConnect.Api.Grid
• Md5 : QuantConnect.Api.PropertiesObjectStore
• Mean : QuantConnect.Indicators.MeanAbsoluteDeviation
• MeanAbsoluteDeviation() : QuantConnect.Indicators.MeanAbsoluteDeviation
• MeanReversionPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel
• MeanVarianceOptimizationPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel
• MediaDiversified() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Median : QuantConnect.Field
• Median< T >() : QuantConnect.Util.LinqExtensions
• Median< T, TProperty >() : QuantConnect.Util.LinqExtensions
• MedianLosingTradeDuration : QuantConnect.Statistics.TradeStatistics
• MedianTradeDuration : QuantConnect.Statistics.TradeStatistics
• MedianWinningTradeDuration : QuantConnect.Statistics.TradeStatistics
• MedicalCareFacilities : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• MedicalDevices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• MedicalDevicesAndInstruments() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• MedicalDiagnosticsAndResearch() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• MedicalDistribution() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• MedicalInstrumentsAndSupplies : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• MediumAverage : QuantConnect.Indicators.RelativeMovingAverage
• Melbourne : QuantConnect.TimeZones
• Member() : QuantConnect.Data.UniverseSelection.Universe.Member
• Members : QuantConnect.Data.UniverseSelection.Universe
• Memoize< T >() : QuantConnect.Util.LinqExtensions
• MemoizingEnumerable() : QuantConnect.Util.MemoizingEnumerable< T >
• Memory : QuantConnect.Api.SKU
• MemoryUsageInfo() : QuantConnect.Messages.Isolator
• MemoryUsageMaxedOut() : QuantConnect.Messages.Isolator
• MemoryUsageMonitorTaskTimedOut() : QuantConnect.Messages.Isolator
• MemoryUsageOver80Percent() : QuantConnect.Messages.Isolator
• MEMX : QuantConnect.Exchange
• MergeCommandLineArgumentsWithConfiguration() : QuantConnect.Configuration.Config
• MergeSlice() : QuantConnect.Data.Slice
• MesaAdaptiveMovingAverage() : QuantConnect.Indicators.MesaAdaptiveMovingAverage
• Message : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Brokerages.Brokerage , QuantConnect.Brokerages.BrokerageMessageEvent , QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Brokerages.WebSocketClientWrapper.TextMessage , QuantConnect.Brokerages.WebSocketError , QuantConnect.DownloadFailedEventArgs , QuantConnect.Interfaces.IBrokerage , QuantConnect.InvalidConfigurationDetectedEventArgs , QuantConnect.Logging.LogEntry , QuantConnect.Notifications.NotificationEmail , QuantConnect.Notifications.NotificationSms , QuantConnect.Notifications.NotificationTelegram , QuantConnect.NumericalPrecisionLimitedEventArgs , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.ErrorHistoryResult , QuantConnect.Packets.HandledErrorPacket , QuantConnect.Packets.LogPacket , QuantConnect.Packets.RuntimeErrorPacket , QuantConnect.ReaderErrorDetectedEventArgs , QuantConnect.StartDateLimitedEventArgs
• Messages : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Notifications.NotificationManager
• MessageType : QuantConnect.Brokerages.WebSocketClientWrapper.MessageData , QuantConnect.Logging.LogEntry
• MessagingHandler : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters
• MessagingHandlerInitializeParameters() : QuantConnect.Interfaces.MessagingHandlerInitializeParameters
• MetalFabrication : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Metals : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse
• MetalsAndMining() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• MetalsETFUniverse() : QuantConnect.Algorithm.Framework.Selection.MetalsETFUniverse
• Mexico : QuantConnect.Country
• Mexico_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• MexicoCity : QuantConnect.TimeZones
• MFE : QuantConnect.Statistics.Trade
• MFI() : QuantConnect.Algorithm.QCAlgorithm
• MGD() : QuantConnect.Algorithm.QCAlgorithm
• MIAX : QuantConnect.Exchange
• MIAX_EMERALD : QuantConnect.Exchange
• MIAX_PEARL : QuantConnect.Exchange
• MIAX_SAPPHIRE : QuantConnect.Exchange
• MIC : QuantConnect.Data.Fundamental.SecurityReference
• MicroAUD : QuantConnect.Securities.Futures.Currencies
• MicroBTC : QuantConnect.Securities.Futures.Currencies
• MicroCAD : QuantConnect.Securities.Futures.Currencies
• MicroCADUSD : QuantConnect.Securities.Futures.Currencies
• MicroCHF : QuantConnect.Securities.Futures.Currencies
• MicroCoalAPIFivefobNewcastleArgusMcCloskey : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroCrudeOilWTI : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroDow30EMini : QuantConnect.Securities.Futures.Indices
• MicroEther : QuantConnect.Securities.Futures.Currencies
• MicroEUR : QuantConnect.Securities.Futures.Currencies
• MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroGasoilZeroPointOnePercentBargesFOBARAPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroGBP : QuantConnect.Securities.Futures.Currencies
• MicroGold : QuantConnect.Securities.Futures.Metals
• MicroGoldTAS : QuantConnect.Securities.Futures.Metals
• MicroINRUSD : QuantConnect.Securities.Futures.Currencies
• MicroJPY : QuantConnect.Securities.Futures.Currencies
• MicroNASDAQ100EMini : QuantConnect.Securities.Futures.Indices
• Micronesia : QuantConnect.Country
• MicroPalladium : QuantConnect.Securities.Futures.Metals
• MicroRussell2000EMini : QuantConnect.Securities.Futures.Indices
• MicroSilver : QuantConnect.Securities.Futures.Metals
• MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroSingaporeFuelOil380CSTPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MicroSP500EMini : QuantConnect.Securities.Futures.Indices
• MicroUSDCHF : QuantConnect.Securities.Futures.Currencies
• MicroUSDCNH : QuantConnect.Securities.Futures.Currencies
• MicroUSDJPY : QuantConnect.Securities.Futures.Currencies
• MicroY10TreasuryNote : QuantConnect.Securities.Futures.Financials
• MicroY2TreasuryBond : QuantConnect.Securities.Futures.Financials
• MicroY30TreasuryBond : QuantConnect.Securities.Futures.Financials
• MicroY5TreasuryBond : QuantConnect.Securities.Futures.Financials
• MidCore() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• MiddleBand : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.KeltnerChannels
• MidGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Midnight : QuantConnect.Scheduling.TimeRules
• MIDPOINT() : QuantConnect.Algorithm.QCAlgorithm
• MidPoint() : QuantConnect.Indicators.MidPoint
• MIDPRICE() : QuantConnect.Algorithm.QCAlgorithm
• MidPrice() : QuantConnect.Indicators.MidPrice
• MidValue() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Mime : QuantConnect.Api.BasicObjectStore
• MIN() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.IndicatorExtensions
• Min() : QuantConnect.Time
• MIN< T >() : QuantConnect.Indicators.IndicatorExtensions
• MinAbsolutePortfolioTargetPercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• MineralProperties : QuantConnect.Data.Fundamental.BalanceSheet
• MineralPropertiesBalanceSheet() : QuantConnect.Data.Fundamental.MineralPropertiesBalanceSheet
• MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• Minimization() : QuantConnect.Optimizer.Objectives.Minimization
• Minimum() : QuantConnect.Indicators.Minimum , QuantConnect.Indicators.WilliamsPercentR
• MinimumOrderMarginPercentageWarningSent : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget
• MinimumOrderMarginPortfolioPercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings , QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters
• MinimumOrderQuantity : QuantConnect.Securities.SecurityTransactionManager
• MinimumOrderSize : QuantConnect.Securities.SecurityTransactionManager , QuantConnect.Securities.SymbolProperties
• MinimumPensionLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• MinimumPensionLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.MinimumPensionLiabilitiesBalanceSheet
• MinimumPriceVariation : QuantConnect.Securities.Cfd.Cfd , QuantConnect.Securities.IndexOption.IndexOptionSymbolProperties , QuantConnect.Securities.Option.OptionSymbolProperties , QuantConnect.Securities.SymbolProperties
• MinimumPriceVariationForPrice() : QuantConnect.Securities.IndexOption.IndexOptionSymbolProperties
• MinimumSecondsForNextReconnectionAttempt : QuantConnect.Brokerages.DefaultConnectionHandler
• MinimumTimeInUniverse : QuantConnect.Data.UniverseSelection.UniverseSettings
• MinimumVariancePortfolioOptimizer() : QuantConnect.Algorithm.Framework.Portfolio.MinimumVariancePortfolioOptimizer
• MiniNYGold : QuantConnect.Securities.Futures.Metals
• MiniNYSilver : QuantConnect.Securities.Futures.Metals
• MiniSingaporeFuelOil180CstPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MinorityInterest : QuantConnect.Data.Fundamental.BalanceSheet , QuantConnect.Data.Fundamental.CashFlowStatement
• MinorityInterestBalanceSheet() : QuantConnect.Data.Fundamental.MinorityInterestBalanceSheet
• MinorityInterestCashFlowStatement() : QuantConnect.Data.Fundamental.MinorityInterestCashFlowStatement
• MinorityInterests : QuantConnect.Data.Fundamental.IncomeStatement
• MinorityInterestsIncomeStatement() : QuantConnect.Data.Fundamental.MinorityInterestsIncomeStatement
• Minsk : QuantConnect.TimeZones
• MinStep : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
• Minus() : QuantConnect.Indicators.IndicatorExtensions
• MinusVortex : QuantConnect.Indicators.Vortex
• MinuteLimit : QuantConnect.Packets.Controls
• MinuteResolution : QuantConnect.Data.BaseData
• Minutes : QuantConnect.Api.ResearchGuide
• MinValue : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
• MissingPassword : QuantConnect.Messages.NotificationFtp
• MissingSecurity() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• MissingSSHKey : QuantConnect.Messages.NotificationFtp
• MissingValuesToGetSymbol : QuantConnect.Messages.BaseCommand
• Modified : QuantConnect.Api.BasicObjectStore , QuantConnect.Api.Project
• ModifiedFillQuantityOrderFee() : QuantConnect.Orders.Fees.ModifiedFillQuantityOrderFee
• Moldova : QuantConnect.Country
• MOM() : QuantConnect.Algorithm.QCAlgorithm
• Momentum() : QuantConnect.Indicators.Momentum
• MomentumPercent() : QuantConnect.Indicators.MomentumPercent
• MOMERSION() : QuantConnect.Algorithm.QCAlgorithm
• MomersionIndicator() : QuantConnect.Indicators.MomersionIndicator
• MOMP() : QuantConnect.Algorithm.QCAlgorithm
• Monaco : QuantConnect.Country
• Monday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• MoneyFlowIndex() : QuantConnect.Indicators.MoneyFlowIndex
• MoneyMarketInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• MoneyMarketInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.MoneyMarketInvestmentsBalanceSheet
• Mongolia : QuantConnect.Country
• MontBelvieuEthaneOPIS : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MontBelvieuLDHPropaneOPIS : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MontBelvieuLDHPropaneOPISBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MontBelvieuNaturalGasolineOPIS : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MontBelvieuNaturalGasolineOPISBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MontBelvieuNormalButaneOPIS : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• MontBelvieuNormalButaneOPISBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• Montenegro : QuantConnect.Country
• Month : QuantConnect.Securities.FutureOption.Api.CMEOptionExpirationEntry
• MonthEnd() : QuantConnect.Scheduling.DateRules
• Monthly : QuantConnect.Api.NodePrices , QuantConnect.Data.Consolidators.Calendar , QuantConnect.Data.Consolidators.CalendarType
• MonthStart() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.IFluentSchedulingDateSpecifier
• MonthYearJsonConverter() : QuantConnect.Time.MonthYearJsonConverter
• Montserrat : QuantConnect.Country
• MorningDojiStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar
• MorningStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.MorningStar
• MorningstarEconomySphereCode : QuantConnect.Data.Fundamental.AssetClassification
• MorningstarIndustryCode : QuantConnect.Data.Fundamental.AssetClassification
• MorningstarIndustryGroupCode : QuantConnect.Data.Fundamental.AssetClassification
• MorningstarSectorCode : QuantConnect.Data.Fundamental.AssetClassification
• Morocco : QuantConnect.Country
• MortgageAndConsumerloans : QuantConnect.Data.Fundamental.BalanceSheet
• MortgageAndConsumerloansBalanceSheet() : QuantConnect.Data.Fundamental.MortgageAndConsumerloansBalanceSheet
• MortgageFinance : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• MortgageLoan : QuantConnect.Data.Fundamental.BalanceSheet
• MortgageLoanBalanceSheet() : QuantConnect.Data.Fundamental.MortgageLoanBalanceSheet
• MOSC() : QuantConnect.Algorithm.QCAlgorithm
• Moscow : QuantConnect.TimeZones
• MostRecentFactorChange : QuantConnect.Data.Auxiliary.FactorFile< T >
• MostRecentlyRemoved : QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
• Move< T >() : QuantConnect.Extensions
• MoveAhead() : QuantConnect.Optimizer.Objectives.Target
• MoveNext() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > , QuantConnect.Optimizer.Parameters.OptimizationStepParameterEnumerator , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader
• MovingAverageConvergenceDivergence() : QuantConnect.Indicators.MovingAverageConvergenceDivergence
• MovingAverageType : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.RelativeStrengthIndex
• Mozambique : QuantConnect.Country
• MSCIEafeIndex : QuantConnect.Securities.Futures.Indices
• MSCIEmergingMarketsAsiaNTR : QuantConnect.Securities.Futures.Indices
• MSCIEmergingMarketsIndex : QuantConnect.Securities.Futures.Indices
• MSCIEuropeNTR : QuantConnect.Securities.Futures.Indices
• MSCIJapanNTR : QuantConnect.Securities.Futures.Indices
• MSCITaiwanIndex : QuantConnect.Securities.Futures.Indices
• MSCIUsaIndex : QuantConnect.Securities.Futures.Indices
• MSI() : QuantConnect.Algorithm.QCAlgorithm
• MultiPeriodField() : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• MultiPeriodFieldLong() : QuantConnect.Data.Fundamental.MultiPeriodFieldLong
• MultipleMatchingTickersLocated() : QuantConnect.Messages.SymbolCache
• Multiplier : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• Multiply() : QuantConnect.Time
• MXN : QuantConnect.Securities.Futures.Currencies
• Myanmar : QuantConnect.Country