- f -

• Factor : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• FactorFile : QuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider
• FactorFileMinimumDate : QuantConnect.Data.Auxiliary.FactorFile< T > , QuantConnect.Data.Auxiliary.IFactorProvider
• FactorFileProvider : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• Factory : QuantConnect.Python.PythonActivator
• FaGroup : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FailedDataRequestsCount : QuantConnect.DataMonitorReport
• FailedDataRequestsPercentage : QuantConnect.DataMonitorReport
• FailedUniverseDataRequestsCount : QuantConnect.DataMonitorReport
• FailedUniverseDataRequestsPercentage : QuantConnect.DataMonitorReport
• Fama : QuantConnect.Indicators.MesaAdaptiveMovingAverage
• FaMethod : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FaPercentage : QuantConnect.Orders.InteractiveBrokersOrderProperties
• FaProfile : QuantConnect.Orders.InteractiveBrokersOrderProperties
• Fast : QuantConnect.Indicators.MovingAverageConvergenceDivergence
• FastAo : QuantConnect.Indicators.AwesomeOscillator
• FastIsOverSlow : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData
• FastStoch : QuantConnect.Indicators.Stochastic
• FeeInBase : QuantConnect.Orders.KrakenOrderProperties
• FeeInQuote : QuantConnect.Orders.KrakenOrderProperties
• FeeModel : QuantConnect.Securities.Security
• Fields : QuantConnect.Orders.TerminalLinkOrderProperties.StrategyParameters
• File : QuantConnect.Packets.FileHistoryResult
• FileContent : QuantConnect.Notifications.NotificationFtp
• FileHandler : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• FileName : QuantConnect.DocumentationAttribute
• Filename : QuantConnect.Util.LeanDataPathComponents
• FilePath : QuantConnect.Logging.Log , QuantConnect.Notifications.NotificationFtp
• Filepath : QuantConnect.Packets.FileHistoryResult
• Files : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.ProjectFilesResponse
• Fill : QuantConnect.Securities.ApplyFundsSettlementModelParameters
• FillDataForward : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.SubscriptionDataConfig
• FillForward : QuantConnect.Data.UniverseSelection.UniverseSettings
• FillForwardResolution : QuantConnect.Data.HistoryRequest
• FillModel : QuantConnect.Securities.Security
• FillPrice : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• FillPriceCurrency : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• FillQuantity : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• FilterCustomSecurities : QuantConnect.Data.UniverseSelection.SecurityChanges
• FilteredContracts : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain , QuantConnect.Data.UniverseSelection.BaseDataCollection
• FilterInternalSecurities : QuantConnect.Data.UniverseSelection.SecurityChanges
• FinalSplitFactor : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
• FinalStatistics : QuantConnect.Lean.Engine.Results.BacktestingResultHandler
• FineFundamentalUniverse : QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse
• Finished : QuantConnect.Scheduling.TimeConsumer
• FinishedWorkItem : QuantConnect.Util.WorkerThread
• FINRA : QuantConnect.Exchange
• First : QuantConnect.Data.Consolidators.SequentialConsolidator
• FirstDate : QuantConnect.Data.Auxiliary.MapFile
• FirstPartCrossZeroOrder : QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest
• FirstTicker : QuantConnect.Data.Auxiliary.MapFile
• Format : QuantConnect.Data.SubscriptionDataSource
• ForwardPanamaCanalScale : QuantConnect.Data.Auxiliary.MappingContractFactorRow
• FreePortfolioValue : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• FreePortfolioValuePercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• Friday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• FrontierTimeProvider : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider
• FullSymbol : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.C2Symbol
• Fundamentals : QuantConnect.Securities.Security
• FundamentalUniverse : QuantConnect.Data.UniverseSelection.FundamentalFilteredUniverse
• Future : QuantConnect.Data.UniverseSelection.FuturesChainUniverse
• FutureChainProvider : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• FutureChains : QuantConnect.Data.Slice
• FutureExpirations : QuantConnect.TradingDay
• FutureRolls : QuantConnect.TradingDay
• FuturesChains : QuantConnect.Data.Slice
• FuturesMonthCodeLookup : QuantConnect.SymbolRepresentation
• FuturesMonthLookup : QuantConnect.SymbolRepresentation
• FxStablecoinList : QuantConnect.Orders.Fees.KrakenFeeModel