- u -

• Uid : QuantConnect.Api.Collaborator
• Underlying : QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OptionChain , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Interfaces.IOptionPrice , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator , QuantConnect.Securities.Future.Future , QuantConnect.Securities.IDerivativeSecurity , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.OptionStrategy , QuantConnect.Securities.OptionFilterUniverse , QuantConnect.SecurityIdentifier , QuantConnect.Symbol , QuantConnect.SymbolRepresentation.FutureTickerProperties , QuantConnect.SymbolRepresentation.OptionTickerProperties
• UnderlyingInternal : QuantConnect.Securities.OptionFilterUniverse
• UnderlyingLegs : QuantConnect.Securities.Option.OptionStrategy
• UnderlyingLots : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• UnderlyingPosition : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• UnderlyingPrice : QuantConnect.Indicators.OptionIndicatorBase
• UnderlyingSymbol : QuantConnect.Data.Market.FuturesContract
• Unit : QuantConnect.BaseSeries
• UnitQuantities : QuantConnect.Securities.Positions.PositionGroupKey
• UnitQuantity : QuantConnect.Securities.Positions.IPosition , QuantConnect.Securities.Positions.Position
• UniversalTime : QuantConnect.Time.DateTimeWithZone
• Universe : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.UniverseSelection.SubscriptionRequest , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.RemovedMember
• UniverseData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• UniverseManager : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• UniverseSelection : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.IDataManager , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• UniverseSettings : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Interfaces.IAlgorithm
• UNKNOWN : QuantConnect.Exchange
• UnleveredAbsoluteHoldingsCost : QuantConnect.Securities.SecurityHolding
• UnleveredHoldingsCost : QuantConnect.Securities.SecurityHolding
• UnrealizedPnL : QuantConnect.Holding
• UnrealizedPnLPercent : QuantConnect.Holding
• UnrealizedProfit : QuantConnect.Securities.SecurityHolding
• UnrealizedProfitPercent : QuantConnect.Securities.SecurityHolding
• UnsettledCash : QuantConnect.Securities.SecurityPortfolioManager
• UnsettledCashBook : QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Securities.SecurityPortfolioManager
• UnsettledProfit : QuantConnect.Securities.Future.FutureHolding
• UnsubscribeImpl : QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• UpdatedTimeUtc : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• UpdateRequests : QuantConnect.Orders.OrderTicket
• UpdateType : QuantConnect.Securities.CashBookUpdatedEventArgs
• UpperBand : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.KeltnerChannels
• UpperChannel : QuantConnect.Indicators.RegressionChannel
• Url : QuantConnect.Api.GetObjectStoreResponse
• UsedBy : QuantConnect.Api.Node
• UserId : QuantConnect.Globals , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket , QuantConnect.Packets.RuntimeErrorPacket
• Username : QuantConnect.Notifications.NotificationFtp
• UserProfile : QuantConnect.Api.Node
• UserToken : QuantConnect.Globals , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket
• USResident : QuantConnect.Orders.Fees.TradeStationFeeModel
• UtcEndTime : QuantConnect.Lean.Engine.DataFeeds.Subscription
• UtcStartTime : QuantConnect.Lean.Engine.DataFeeds.Subscription
• UtcTime : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Data.Slice , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.ITimeKeeper , QuantConnect.Orders.OrderEvent , QuantConnect.Securities.ApplyFundsSettlementModelParameters , QuantConnect.Securities.ScanSettlementModelParameters , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityTransactionManager , QuantConnect.TimeKeeper