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

- u -

• Uganda : QuantConnect.Country
• UI : QuantConnect.DateFormat
• Uid : QuantConnect.Api.Collaborator
• Ukraine : QuantConnect.Country
• UltimateOscillator() : QuantConnect.Indicators.UltimateOscillator
• ULTOSC() : QuantConnect.Algorithm.QCAlgorithm
• UltraTenYearUSTreasuryNote : QuantConnect.Securities.Futures.Financials
• UltraUSTreasuryBond : QuantConnect.Securities.Futures.Financials
• UnableToComputeOrderQuantityDueToNullResult() : QuantConnect.Messages.PortfolioTarget
• UnableToConverge() : QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
• UnableToConvertPythonFunctionToBenchmarkFunction : QuantConnect.Messages.FuncBenchmark
• UnableToConvertTimeSpanToResolution() : QuantConnect.Messages.Extensions
• UnableToFindOrder() : QuantConnect.Messages.OrderResponse , QuantConnect.Orders.OrderResponse
• UnableToHandleCashInNonAccountCurrency : QuantConnect.Messages.IdentityCurrencyConverter
• UnableToLocateAlgorithm() : QuantConnect.Messages.PythonInitializer
• UnableToLocateNextMarketCloseInTwoWeeks : QuantConnect.Messages.SecurityExchangeHours
• UnableToLocateNextMarketOpenInTwoWeeks : QuantConnect.Messages.SecurityExchangeHours
• UnableToLocateOrderTicket() : QuantConnect.Messages.SecurityTransactionManager
• UnableToLocateTicker() : QuantConnect.Messages.SymbolCache
• UnableToOverwriteSecurity() : QuantConnect.Messages.SecurityManager
• UnableToParseUnknownSecurityType() : QuantConnect.Messages.Extensions
• UnableToSecurityPrice() : QuantConnect.Messages.FuncSecuritySeeder
• UnableToSeedSecurity() : QuantConnect.Messages.FuncSecuritySeeder
• UnallocatedSurplus : QuantConnect.Data.Fundamental.BalanceSheet
• UnallocatedSurplusBalanceSheet() : QuantConnect.Data.Fundamental.UnallocatedSurplusBalanceSheet
• UnbilledReceivables : QuantConnect.Data.Fundamental.BalanceSheet
• UnbilledReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.UnbilledReceivablesBalanceSheet
• Unchanged : QuantConnect.Algorithm.UniverseDefinitions , QuantConnect.Data.UniverseSelection.Universe
• 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.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.OptionFilterUniverse , QuantConnect.SecurityIdentifier , QuantConnect.Symbol , QuantConnect.SymbolRepresentation.FutureTickerProperties , QuantConnect.SymbolRepresentation.OptionTickerProperties
• UnderlyingInternal : QuantConnect.Securities.OptionFilterUniverse
• UnderlyingLastPrice : QuantConnect.Data.Market.OptionContract
• UnderlyingLegs : QuantConnect.Securities.Option.OptionStrategy
• UnderlyingLots : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• UnderlyingPosition : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• UnderlyingPrice : QuantConnect.Indicators.OptionIndicatorBase
• UnderlyingQuantity : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• UnderlyingSymbol : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract
• UnderwritingExpenses : QuantConnect.Data.Fundamental.IncomeStatement
• UnderwritingExpensesIncomeStatement() : QuantConnect.Data.Fundamental.UnderwritingExpensesIncomeStatement
• UnearnedIncome : QuantConnect.Data.Fundamental.BalanceSheet
• UnearnedIncomeBalanceSheet() : QuantConnect.Data.Fundamental.UnearnedIncomeBalanceSheet
• UnearnedPremiums : QuantConnect.Data.Fundamental.BalanceSheet
• UnearnedPremiumsBalanceSheet() : QuantConnect.Data.Fundamental.UnearnedPremiumsBalanceSheet
• UnexpectedEquityMarket() : QuantConnect.Messages.AlphaStreamsFeeModel , QuantConnect.Messages.InteractiveBrokersFeeModel
• UnexpectedFutureMarket() : QuantConnect.Messages.InteractiveBrokersFeeModel
• UnexpectedJsonObject() : QuantConnect.Messages.NotificationJsonConverter
• UnexpectedObjectTypeToCompareTo : QuantConnect.Messages.Symbol
• UnexpectedOptionMarket() : QuantConnect.Messages.InteractiveBrokersFeeModel
• UnexpectedRequestForNullCurrency : QuantConnect.Messages.CashBook
• UnexpectedSecurityTypeForMethod() : QuantConnect.Messages.SymbolRepresentation
• UnexpectedTypesForGetAll() : QuantConnect.Messages.DynamicSecurityData
• UnexpectedTypeToCompareTo : QuantConnect.Messages.SecurityIdentifier
• UnGZip() : QuantConnect.Compression
• UnionWith() : QuantConnect.Util.ConcurrentSet< T >
• UniqueCalls : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• UniqueExpirations : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• UniquePuts : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• UniqueThreeRiver() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver
• Unit : QuantConnect.BaseSeries
• UnitedArabEmirates : QuantConnect.Country
• UnitedKingdom : QuantConnect.Country
• UnitedStates : QuantConnect.Country
• UnitedStatesFutureFeesUnsupportedSecurityType() : QuantConnect.Messages.InteractiveBrokersFeeModel
• UnitedStatesMinorOutlyingIslands : QuantConnect.Country
• 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.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.RemovedMember
• UniverseData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• UniverseDecorator() : QuantConnect.Data.UniverseSelection.UniverseDecorator
• UniverseDefinitions() : QuantConnect.Algorithm.UniverseDefinitions
• UniverseHistory() : QuantConnect.Research.QuantBook
• UniverseHistory< T1, T2 >() : QuantConnect.Research.QuantBook
• UniverseManager : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Securities.UniverseManager
• UniversePythonWrapper() : QuantConnect.Data.UniverseSelection.UniversePythonWrapper
• Universes : QuantConnect.Lean.Engine.DataFeeds.Subscription
• UniverseSelection : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.IDataManager , QuantConnect.Lean.Engine.DataFeeds.UniverseSelection , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• UniverseSelectionModelPythonWrapper() : QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper
• UniverseSettings : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Interfaces.IAlgorithm
• UniverseSymbol() : QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.UniverseSelection.BaseDataCollection
• UnixMillisecondTimeStampToDateTime() : QuantConnect.Time
• UnixNanosecondTimeStampToDateTime() : QuantConnect.Time
• UnixTimeStampToDateTime() : QuantConnect.Time
• UNKNOWN : QuantConnect.Exchange
• UnknownDataMappingMode() : QuantConnect.Messages.Extensions
• UnknownOptionRight() : QuantConnect.Messages.Extensions
• UnknownOptionStyle() : QuantConnect.Messages.Extensions
• UnleveredAbsoluteHoldingsCost : QuantConnect.Securities.SecurityHolding
• UnleveredHoldingsCost : QuantConnect.Securities.SecurityHolding
• UnlinkedDataTradeBar() : QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar
• Unload() : QuantConnect.AlgorithmFactory.Loader
• UnmatchingExchangeTimeZones : QuantConnect.Messages.Security
• UnmatchingQuoteCurrencies : QuantConnect.Messages.Security
• UnmatchingSymbols : QuantConnect.Messages.Security
• UnpaidLossAndLossReserve : QuantConnect.Data.Fundamental.BalanceSheet
• UnpaidLossAndLossReserveBalanceSheet() : QuantConnect.Data.Fundamental.UnpaidLossAndLossReserveBalanceSheet
• Unprocessed : QuantConnect.Orders.OrderResponse
• UnprocessedOrderResponseErrorMessage : QuantConnect.Messages.OrderResponse
• UnrealizedGainLoss : QuantConnect.Data.Fundamental.BalanceSheet
• UnrealizedGainLossBalanceSheet() : QuantConnect.Data.Fundamental.UnrealizedGainLossBalanceSheet
• UnrealizedGainLossOnInvestmentSecurities : QuantConnect.Data.Fundamental.CashFlowStatement
• UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement() : QuantConnect.Data.Fundamental.UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement
• UnrealizedGainsLossesOnDerivatives : QuantConnect.Data.Fundamental.CashFlowStatement
• UnrealizedGainsLossesOnDerivativesCashFlowStatement() : QuantConnect.Data.Fundamental.UnrealizedGainsLossesOnDerivativesCashFlowStatement
• UnrealizedPnL : QuantConnect.Holding
• UnrealizedPnLPercent : QuantConnect.Holding
• UnrealizedProfit : QuantConnect.Securities.SecurityHolding
• UnrealizedProfitPercent : QuantConnect.Securities.SecurityHolding
• UnrecognizedTargetDirection : QuantConnect.Messages.ExtremumJsonConverter
• UnregisterIndicator() : QuantConnect.Algorithm.QCAlgorithm
• UnregisterType() : QuantConnect.Securities.IRegisteredSecurityDataTypesProvider , QuantConnect.Securities.RegisteredSecurityDataTypesProvider
• UnsettledCash : QuantConnect.Securities.SecurityPortfolioManager
• UnsettledCashAmount() : QuantConnect.Securities.UnsettledCashAmount
• UnsettledCashBook : QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Securities.SecurityPortfolioManager
• UnsettledProfit : QuantConnect.Securities.Future.FutureHolding
• Unsubscribe() : QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager , QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager , QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• UnsubscribeImpl : QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• UnsubscribeWithMapping() : QuantConnect.Extensions
• UnsupportedAccountType : QuantConnect.Messages.AlphaStreamsBrokerageModel , QuantConnect.Messages.BinanceUSBrokerageModel , QuantConnect.Messages.CoinbaseBrokerageModel
• UnsupportedConfiguration : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager
• UnsupportedCrossZeroByOrderType() : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedCrossZeroOrderUpdate() : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedExchange() : QuantConnect.Messages.ExanteFeeModel
• UnsupportedExerciseForIndexAndCashSettledOptions() : QuantConnect.Messages.InteractiveBrokersBrokerageModel
• UnsupportedLeverage : QuantConnect.Messages.CashBuyingPowerModel
• UnsupportedMarketOnOpenOrdersForFuturesAndFutureOptions : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedMethod() : QuantConnect.Messages.IndicatorDataPoint
• UnsupportedOperandTypeExpectedSubstring : QuantConnect.Messages.UnsupportedOperandPythonExceptionInterpreter
• UnsupportedOrderType() : QuantConnect.Messages.DefaultBrokerageModel , QuantConnect.Messages.RBIBrokerageModel , QuantConnect.Messages.WolverineBrokerageModel
• UnsupportedOrderTypeForSecurityType() : QuantConnect.Messages.BinanceBrokerageModel
• UnsupportedOrderTypeWithLinkToSupportedTypes() : QuantConnect.Messages.BinanceBrokerageModel
• UnsupportedSecurity() : QuantConnect.Messages.CashBuyingPowerModel
• UnsupportedSecurityType() : QuantConnect.Messages.DefaultBrokerageModel , QuantConnect.Messages.FeeModel , QuantConnect.Messages.TDAmeritradeFeeModel , QuantConnect.Messages.TradierBrokerageModel
• UnsupportedTimeInForce() : QuantConnect.Messages.DefaultBrokerageModel
• UnsupportedTimeInForceType : QuantConnect.Messages.TradierBrokerageModel
• UnsupportedUpdateQuantityOrder() : QuantConnect.Messages.DefaultBrokerageModel
• UnTar() : QuantConnect.Compression
• UnTarFiles() : QuantConnect.Compression
• UnTarGzFiles() : QuantConnect.Compression
• Unzip() : QuantConnect.Compression
• UnzipData() : QuantConnect.Compression
• UnzipDataAsync() : QuantConnect.Compression
• UnzipStream() : QuantConnect.Compression
• UnzipStreamToStreamReader() : QuantConnect.Compression
• UnzipToFolder() : QuantConnect.Compression
• Update() : QuantConnect.Algorithm.Framework.Alphas.AlphaModel , QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper , QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel , QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel , QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel , QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel , QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel , QuantConnect.Algorithm.Framework.Alphas.IAlphaModel , QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel , QuantConnect.Algorithm.Framework.Alphas.NullAlphaModel , QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel , QuantConnect.Algorithm.Framework.NotifiedSecurityChanges , QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData , QuantConnect.Candlestick , QuantConnect.Data.BaseData , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Data.IDataAggregator , QuantConnect.Data.Market.Bar , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.RangeBar , QuantConnect.Data.Market.RenkoBar , QuantConnect.Data.Market.Tick , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.Market.VolumeRenkoBar
• update() : QuantConnect.ExtendedDictionary< T >
• Update() : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorExtensions
• update() : QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• Update() : QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > , QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager , QuantConnect.Orders.OrderTicket , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.Python.VolatilityModelPythonWrapper , QuantConnect.Securities.Cash , QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion , QuantConnect.Securities.IndicatorVolatilityModel , QuantConnect.Securities.IVolatilityModel , QuantConnect.Securities.RelativeStandardDeviationVolatilityModel , QuantConnect.Securities.Security , QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel , QuantConnect.Securities.Volatility.BaseVolatilityModel , QuantConnect.ToolBox.TickAggregator
• UpdateAlgorithmEquity() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• UpdateAndGetFillForwardResolution() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• UpdateAsk() : QuantConnect.Data.BaseData
• UpdateAskRow() : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• UpdateBacktest() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateBacktestTags() : QuantConnect.Api.Api
• UpdateBar() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRangeConsolidator , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.RangeConsolidator
• UpdateBid() : QuantConnect.Data.BaseData
• UpdateBidRow() : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• UpdateCollection() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateCollection< TValue >() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateConsumersMarketPrice() : QuantConnect.Securities.IndexOption.IndexOption , QuantConnect.Securities.Security
• Updated : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Securities.Cash , QuantConnect.Securities.CashBook
• UpdateData() : QuantConnect.Lean.Engine.DataFeeds.UpdateData< T >
• UpdateDictionary< TKey, TValue >() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdateDictionary< TValue >() : QuantConnect.Algorithm.Framework.NotifiedSecurityChanges
• UpdatedTimeUtc : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• UpdateInvalidOperation< T >() : QuantConnect.Messages.ExtendedDictionary
• UpdateLimitPrice() : QuantConnect.Orders.OrderTicket
• UpdateMappedSymbol() : QuantConnect.Symbol
• UpdateMarketCapacity() : QuantConnect.CapacityEstimate
• UpdateMarketHours() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• UpdateMarketPrice() : QuantConnect.Securities.SecurityHolding
• UpdateOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateOrder() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.SecurityTransactionManager
• UpdateOrderRequest() : QuantConnect.Orders.UpdateOrderRequest
• UpdateOrRemove() : QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders
• UpdatePendingSubscriptionDataConfigs() : QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager
• UpdateProjectFileContent() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateProjectFileName() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateProjectNodes() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• UpdateQuantity() : QuantConnect.Orders.OrderTicket
• UpdateQuote() : QuantConnect.Data.BaseData
• UpdateRequests : QuantConnect.Orders.OrderTicket
• UpdateStopPrice() : QuantConnect.Orders.OrderTicket
• UpdateStopTrailingAmount() : QuantConnect.Orders.OrderTicket
• UpdateSymbolProperties() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• UpdateTag() : QuantConnect.Orders.OrderTicket
• UpdateTrade() : QuantConnect.Data.BaseData
• UpdateTriggerPrice() : QuantConnect.Orders.OrderTicket
• UpdateType : QuantConnect.Securities.CashBookUpdatedEventArgs
• UpdateValue() : QuantConnect.Indicators.InternalIndicatorValues
• UpdateWeight() : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• UpDownGapThreeMethods() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods
• UpperBand : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.KeltnerChannels
• UpperChannel : QuantConnect.Indicators.RegressionChannel
• UpsideGapTwoCrows() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows
• Uranium : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Url : QuantConnect.Api.GetObjectStoreResponse
• Uruguay : QuantConnect.Country
• US : QuantConnect.DateFormat
• USA() : QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Market
• USA_Australia : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• USA_Euro : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• USA_NewZealand : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• USA_UK : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• USCorporateBBBEffectiveYield : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USCorporateBBBOptionAdjustedSpread : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USCorporateMasterOptionAdjustedSpread : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USD : QuantConnect.Currencies , QuantConnect.Securities.Futures.Currencies
• USDateOnly : QuantConnect.DateFormat
• USDDenominatedIbovespa : QuantConnect.Securities.Futures.Indices
• UseDailyStrictEndTimes() : QuantConnect.Util.LeanData
• UsedBy : QuantConnect.Api.Node
• UsedRAMKey : QuantConnect.Messages.OS
• UseMirrorContract : QuantConnect.Indicators.OptionIndicatorBase
• User : QuantConnect.Data.Custom.Intrinio.IntrinioConfig
• UserDefinedUniverse() : QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• 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
• UseStrictEndTime() : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Util.LeanData
• USHighYieldBBOptionAdjustedSpread : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USHighYieldBOptionAdjustedSpread : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USHighYieldCCCorBelowOptionAdjustedSpread : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USHighYieldEffectiveYield : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USHighYieldMasterIITotalReturnIndexValue : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USHighYieldOptionAdjustedSpread : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch
• USMidwestDomesticHotRolledCoilSteelCRUIndex : QuantConnect.Securities.Futures.Metals
• USResident : QuantConnect.Orders.Fees.TradeStationFeeModel
• USShort : QuantConnect.DateFormat
• USShortDateOnly : QuantConnect.DateFormat
• USTreasuriesETFUniverse() : QuantConnect.Algorithm.Framework.Selection.USTreasuriesETFUniverse
• Utc : QuantConnect.TimeZones
• UtcEndTime : QuantConnect.Lean.Engine.DataFeeds.Subscription
• UtcStartTime : QuantConnect.Lean.Engine.DataFeeds.Subscription
• UtcTime : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , 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
• Utilities : QuantConnect.Data.Fundamental.MorningstarSectorCode
• UtilitiesDiversified : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• UtilitiesIndependentPowerProducers() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• UtilitiesRegulated() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• UtilitiesRegulatedElectric : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• UtilitiesRegulatedGas : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• UtilitiesRegulatedWater : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• UtilitiesRenewable : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Uzbekistan : QuantConnect.Country