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• HandleExceptions : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
• HandleInstruction : QuantConnect.Orders.FixOrderProperites
• HandlingInstruction : QuantConnect.Orders.TerminalLinkOrderProperties
• HasData : QuantConnect.Data.Slice
• HasFinished : QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T >
• HasFundamentalData : QuantConnect.Data.UniverseSelection.CoarseFundamental
• HasFundamentalDataSetter : QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource
• HasGPU : QuantConnect.Api.Node
• HasInitializeError : QuantConnect.Api.Backtest
• HasRuntimeError : QuantConnect.Lean.Engine.Results.RegressionResultHandler
• HasSubscribers : QuantConnect.AlgorithmControl , QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler
• HasUnderlying : QuantConnect.SecurityIdentifier , QuantConnect.Symbol
• HasValue : QuantConnect.Data.Fundamental.MultiPeriodField< T > , QuantConnect.Orders.TerminalLinkOrderProperties.StrategyField
• Headers : QuantConnect.Data.SubscriptionDataSource , QuantConnect.Notifications.NotificationEmail , QuantConnect.Notifications.NotificationWeb
• Height : QuantConnect.Api.GridChart
• Hidden : QuantConnect.Orders.BitfinexOrderProperties
• High : QuantConnect.Candlestick , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Market.Bar , QuantConnect.Data.Market.IBar , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Field , QuantConnect.Indicators.HeikinAshi , QuantConnect.Orders.Fills.Prices , QuantConnect.Securities.SecurityCache
• HighPivot : QuantConnect.Indicators.ZigZag
• HighRate : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• Histogram : QuantConnect.Indicators.MovingAverageConvergenceDivergence
• HistoryProvider : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlgorithmNodePacket
• Holdings : QuantConnect.Api.Portfolio , QuantConnect.Packets.LiveResult , QuantConnect.Packets.LiveResultParameters , QuantConnect.Report.PointInTimePortfolio , QuantConnect.Securities.Security
• HoldingsCost : QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.SecurityHolding
• HoldingsValue : QuantConnect.Report.PointInTimePortfolio.PointInTimeHolding , QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.SecurityHolding
• HoldStock : QuantConnect.Securities.SecurityPortfolioManager
• Holidays : QuantConnect.Securities.SecurityExchangeHours , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• Host : QuantConnect.Api.Node
• HostName : QuantConnect.Api.OptimizationBacktest
• Hostname : QuantConnect.Notifications.NotificationFtp
• HostName : QuantConnect.Packets.AlgorithmNodePacket
• Hours : QuantConnect.Securities.SecurityExchange