- i -

• ICE : QuantConnect.Exchange
• 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 , QuantConnect.Notifications.NotificationTelegram , QuantConnect.Optimizer.Parameters.ParameterSet , QuantConnect.Orders.GroupOrderManager , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• ID : QuantConnect.Securities.ISymbol , QuantConnect.Symbol
• IEX : QuantConnect.Exchange
• ImpactedGroups : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ImpliedVolatility : QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Securities.Option.OptionPriceModelResult
• IncludeExtendedMarketHours : QuantConnect.Data.HistoryRequest
• Increment : QuantConnect.Data.SubscriptionDataConfig
• Index : QuantConnect.BaseSeries , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T >
• IndexName : QuantConnect.BaseSeries
• Indicator : QuantConnect.Indicators.InternalIndicatorValues
• IndicatorValue : QuantConnect.Indicators.DualSymbolIndicator< T >
• InformationRatio : QuantConnect.Statistics.PortfolioStatistics
• InitialIntraday : QuantConnect.Securities.Future.MarginRequirementsEntry
• Initialized : QuantConnect.AlgorithmControl , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• InitialOvernight : QuantConnect.Securities.Future.MarginRequirementsEntry
• InPhase : HilbertTransform
• InputSeries : QuantConnect.Securities.Interfaces.IContinuousContractModel
• InputType : QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper
• Insights : QuantConnect.Algorithm.Framework.Alphas.GeneratedInsightsCollection , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.InsightResponse , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlphaResultPacket
• InsightsGenerated : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• Instance : QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Orders.Slippage.NullSlippageModel
• Intercept : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.LeastSquaresMovingAverage
• InterestRate : QuantConnect.Data.Market.MarginInterestRate
• Interval : QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• Inverse : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping
• IronButterfly : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• IronCondor : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• IsActive : 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.IResultHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Report.MockDataFeed
• IsAssignment : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• IsAuthCodeSet : QuantConnect.Data.Custom.Tiingo.Tiingo
• IsBusy : QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Util.BusyBlockingCollection< T >
• IsClosed : QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Data.Market.RangeBar
• IsClosedAllDay : QuantConnect.Securities.LocalMarketHours
• IsConnected : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage , QuantConnect.Interfaces.IDataQueueHandler
• IsConnectionLost : QuantConnect.Brokerages.IConnectionHandler
• IsCustomData : QuantConnect.Data.BaseDataRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Python.PandasData
• IsDataEphemeral : QuantConnect.Interfaces.IDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider
• IsDefaultGroup : QuantConnect.Securities.Positions.PositionGroupKey
• IsDelisted : QuantConnect.Securities.Security
• ISE : QuantConnect.Exchange
• ISE_GEMINI : QuantConnect.Exchange
• ISE_MERCURY : QuantConnect.Exchange
• IsEmpty : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection
• IsError : QuantConnect.Orders.OrderResponse , QuantConnect.Securities.GetMaximumOrderQuantityResult , QuantConnect.Securities.Positions.GetMaximumLotsResult
• IsExtendedMarketHours : QuantConnect.Securities.Security
• IsFillDataForward : QuantConnect.Securities.Security
• IsFillForward : QuantConnect.Data.BaseData
• IsFilteredSubscription : QuantConnect.Data.SubscriptionDataConfig
• IsFinalScore : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• IsFolder : QuantConnect.Api.SummaryObjectStore
• ISIN : QuantConnect.Securities.SecurityDefinition , QuantConnect.Symbol
• IsInitialized : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• IsInternal : QuantConnect.Data.UniverseSelection.Universe.Member
• IsInternalConfig : QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >
• IsInternalFeed : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataConfigList
• IsInTheMoney : QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent
• IsLibrary : QuantConnect.Api.ProjectFile
• IsLinux : QuantConnect.OS
• IsLiveMode : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• IsLong : QuantConnect.Securities.SecurityHolding
• IsMarketable : QuantConnect.Orders.Order
• IsMarketAlwaysOpen : QuantConnect.Securities.SecurityExchangeHours
• IsolatorLimitProvider : QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Scheduling.TimeConsumer
• IsOnEndOfDayImplemented : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• IsOnEndOfDaySymbolImplemented : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• IsOnlyDefaultGroups : QuantConnect.Securities.Positions.PositionGroupCollection
• IsOpen : QuantConnect.Brokerages.IWebSocket
• IsOpenAllDay : QuantConnect.Securities.LocalMarketHours
• IsOrderPlacedSuccessfully : QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse
• IsProcessed : QuantConnect.Orders.OrderResponse
• IsRateLimited : QuantConnect.Util.RateGate
• IsReadOnly : QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Securities.CashBook , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager
• IsReady : 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.CompositeIndicator , QuantConnect.Indicators.FunctionalIndicator< T > , QuantConnect.Indicators.Identity , QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.PythonIndicator , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Indicators.WindowIdentity , QuantConnect.Securities.Option.ConstantQLUnderlyingVolatilityEstimator , QuantConnect.Securities.Option.IQLUnderlyingVolatilityEstimator
• IsShort : QuantConnect.Securities.SecurityHolding
• IsStampChargesFromOrderValue : QuantConnect.Orders.Fees.IndiaFeeModel
• IsSuccess : QuantConnect.Orders.OrderResponse
• IsSufficient : QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult
• IsTimePulse : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• IsTimezoneDifferent : QuantConnect.Indicators.DualSymbolIndicator< T >
• IsTradable : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Index.Index , QuantConnect.Securities.Security
• IsUniverseSelectionSubscription : QuantConnect.Lean.Engine.DataFeeds.Subscription
• IsUniverseSubscription : QuantConnect.Data.UniverseSelection.SubscriptionRequest
• IsWarmingUp : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• IsWin : QuantConnect.Statistics.Trade
• Items : QuantConnect.Api.Product