- i -

ICE : QuantConnect.Market
Iceland : QuantConnect.Country
ID : QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.OptionUniverse
Id : QuantConnect.Optimizer.OptimizationResult , QuantConnect.Orders.Serialization.SerializedOrderEvent
IDR : QuantConnect.Currencies
ImpairmentLossesReversalsFinancialInstrumentsNet : QuantConnect.Data.Fundamental.IncomeStatement
ImpairmentLossReversalRecognizedinProfitorLoss : QuantConnect.Data.Fundamental.CashFlowStatement
ImpairmentOfCapitalAssets : QuantConnect.Data.Fundamental.IncomeStatement
ImpliedVolatility : QuantConnect.Data.Market.OptionContract
InAccountCurrency : QuantConnect.Securities.ConvertibleCashAmount
IncomefromAssociatesandOtherParticipatingInterests : QuantConnect.Data.Fundamental.IncomeStatement
IncomeStatement : QuantConnect.Data.Fundamental.FinancialStatements
IncomeTaxPaidSupplementalData : QuantConnect.Data.Fundamental.CashFlowStatement
IncomeTaxPayable : QuantConnect.Data.Fundamental.BalanceSheet
IncorrectOrderQuantity : QuantConnect.Messages.TradierBrokerageModel
IncreaseDecreaseInDeposit : QuantConnect.Data.Fundamental.CashFlowStatement
IncreaseDecreaseInLeaseFinancing : QuantConnect.Data.Fundamental.CashFlowStatement
IncreaseDecreaseInNetUnearnedPremiumReserves : QuantConnect.Data.Fundamental.IncomeStatement
IncreaseInInterestBearingDepositsInBank : QuantConnect.Data.Fundamental.CashFlowStatement
IncreaseInLeaseFinancing : QuantConnect.Data.Fundamental.CashFlowStatement
IndexerBySymbolNotImplemented : QuantConnect.Messages.ExtendedDictionary
IndexOutOfSizeRange : QuantConnect.Messages.RollingWindow
India : QuantConnect.Country , QuantConnect.Market
India_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
Indonesia : QuantConnect.Country
IndustrialDistribution : QuantConnect.Data.Fundamental.MorningstarIndustryCode
Industrials : QuantConnect.Data.Fundamental.MorningstarSectorCode
IndustryTemplateCode : QuantConnect.Data.Fundamental.CompanyReference
InformationRatio : QuantConnect.Statistics.PerformanceMetrics
InformationTechnologyServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InfrastructureOperations : QuantConnect.Data.Fundamental.MorningstarIndustryCode
Initial : QuantConnect.Optimizer.OptimizationResult
InitialIntradayMarginRequirement : QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.Option.FuturesOptionsMarginModel
Initialized : QuantConnect.Data.UniverseSelection.Schedule
InitialOvernightMarginRequirement : QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.Option.FuturesOptionsMarginModel
InputType : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
INR : QuantConnect.Currencies
Insights : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
Instance : QuantConnect.Data.UniverseSelection.Universe.UnchangedUniverse , QuantConnect.Exceptions.StackExceptionInterpreter , QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler , QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.RealTimeProvider , QuantConnect.Securities.ErrorCurrencyConverter , QuantConnect.Util.Composer , QuantConnect.Util.WorkerThread
InsufficientInformationToCreateFutureOptionSymbol : QuantConnect.Messages.Symbol
InsuranceAndClaims : QuantConnect.Data.Fundamental.IncomeStatement
InsuranceBrokers : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InsuranceContractAssets : QuantConnect.Data.Fundamental.BalanceSheet
InsuranceContractLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
InsuranceDiversified : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InsuranceFundsNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
InsuranceLife : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InsurancePropertyAndCasualty : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InsuranceReinsurance : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InsuranceSpecialty : QuantConnect.Data.Fundamental.MorningstarIndustryCode
IntegratedFreightAndLogistics : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InteractiveBrokers : QuantConnect.Market
Intercept : QuantConnect.Indicators.RegressionChannel
InterestandCommissionPaid : QuantConnect.Data.Fundamental.CashFlowStatement
InterestBearingBorrowingsNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
InterestBearingDepositsAssets : QuantConnect.Data.Fundamental.BalanceSheet
InterestBearingDepositsLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
InterestCoverage : QuantConnect.Data.Fundamental.OperationRatios
InterestCreditedOnPolicyholderDeposits : QuantConnect.Data.Fundamental.CashFlowStatement
InterestExpense : QuantConnect.Data.Fundamental.IncomeStatement
InterestExpenseForDeposit : QuantConnect.Data.Fundamental.IncomeStatement
InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResell : QuantConnect.Data.Fundamental.IncomeStatement
InterestExpenseForLongTermDebtAndCapitalSecurities : QuantConnect.Data.Fundamental.IncomeStatement
InterestExpenseForShortTermDebt : QuantConnect.Data.Fundamental.IncomeStatement
InterestExpenseNonOperating : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncome : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeAfterProvisionForLoanLoss : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeFromDeposits : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResell : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeFromLeases : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeFromLoans : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeFromLoansAndLease : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeFromSecurities : QuantConnect.Data.Fundamental.IncomeStatement
InterestIncomeNonOperating : QuantConnect.Data.Fundamental.IncomeStatement
InterestPaidCFF : QuantConnect.Data.Fundamental.CashFlowStatement
InterestPaidCFO : QuantConnect.Data.Fundamental.CashFlowStatement
InterestPaidDirect : QuantConnect.Data.Fundamental.CashFlowStatement
InterestPaidSupplementalData : QuantConnect.Data.Fundamental.CashFlowStatement
InterestPayable : QuantConnect.Data.Fundamental.BalanceSheet
InterestReceivedCFI : QuantConnect.Data.Fundamental.CashFlowStatement
InterestReceivedCFO : QuantConnect.Data.Fundamental.CashFlowStatement
InterestReceivedDirect : QuantConnect.Data.Fundamental.CashFlowStatement
InternetContentAndInformation : QuantConnect.Data.Fundamental.MorningstarIndustryCode
InternetRetail : QuantConnect.Data.Fundamental.MorningstarIndustryCode
Interpreters : QuantConnect.Exceptions.StackExceptionInterpreter
InvalidBarCount : QuantConnect.Messages.Insight
InvalidBarSize : QuantConnect.Messages.Time
InvalidCloseTimeLocal : QuantConnect.Messages.Insight
InvalidCloseTimeUtc : QuantConnect.Messages.Insight
InvalidExtendedMarketCloseTime : QuantConnect.Messages.MarketHoursSegment
InvalidExtendedMarketOpenTime : QuantConnect.Messages.MarketHoursSegment
InvalidExtraAnalysisPeriodRatio : QuantConnect.Messages.InsightManager
InvalidFreeBuyingPowerPercentRequirement : QuantConnect.Messages.BuyingPowerModel
InvalidInitialMarginRequirement : QuantConnect.Messages.BuyingPowerModel
InvalidLeverage : QuantConnect.Messages.BuyingPowerModel
InvalidLotSize : QuantConnect.Messages.SymbolProperties
InvalidMaintenanceMarginRequirement : QuantConnect.Messages.BuyingPowerModel
InvalidMarketCloseTime : QuantConnect.Messages.MarketHoursSegment
InvalidOrderPrice : QuantConnect.Messages.FxcmBrokerageModel
InvalidPeriod : QuantConnect.Messages.Insight
InvalidPriceMagnifier : QuantConnect.Messages.SymbolProperties
InvalidSecurity : QuantConnect.Messages.CashBuyingPowerModel
InvalidSize : QuantConnect.Messages.RollingWindow
InvalidStopLimitOrderLimitPrice : QuantConnect.Messages.TradingTechnologiesBrokerageModel
InvalidStopLimitOrderPrice : QuantConnect.Messages.TradingTechnologiesBrokerageModel
InvalidStopMarketOrderPrice : QuantConnect.Messages.TradingTechnologiesBrokerageModel
InvalidStrikeMultiplier : QuantConnect.Messages.SymbolProperties
InvalidSymbolCharacters : QuantConnect.SecurityIdentifier
InvalidTokenExpectedSubstring : QuantConnect.Messages.InvalidTokenPythonExceptionInterpreter
InventoriesAdjustmentsAllowances : QuantConnect.Data.Fundamental.BalanceSheet
Inventory : QuantConnect.Data.Fundamental.BalanceSheet
InventoryTurnover : QuantConnect.Data.Fundamental.OperationRatios
InventoryValuationMethod : QuantConnect.Data.Fundamental.FinancialStatements
Invested : QuantConnect.Securities.Security , QuantConnect.Securities.SecurityHolding , QuantConnect.Securities.SecurityPortfolioManager
InvestedCapital : QuantConnect.Data.Fundamental.BalanceSheet
InvestingCashFlow : QuantConnect.Data.Fundamental.CashFlowStatement
InvestmentBankingProfit : QuantConnect.Data.Fundamental.IncomeStatement
InvestmentContractLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentContractLiabilitiesIncurred : QuantConnect.Data.Fundamental.IncomeStatement
InvestmentId : QuantConnect.Data.Fundamental.SecurityReference
InvestmentinFinancialAssets : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentProperties : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentsAndAdvances : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentsinAssociatesatCost : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentsinJointVenturesatCost : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentsInOtherVenturesUnderEquityMethod : QuantConnect.Data.Fundamental.BalanceSheet
InvestmentsinSubsidiariesatCost : QuantConnect.Data.Fundamental.BalanceSheet
IPODate : QuantConnect.Data.Fundamental.SecurityReference
IPOOfferPrice : QuantConnect.Data.Fundamental.SecurityReference
IPOOfferPriceRange : QuantConnect.Data.Fundamental.SecurityReference
Iran : QuantConnect.Country
Iraq : QuantConnect.Country
Ireland : QuantConnect.Country
IsActive : QuantConnect.Lean.Engine.Results.BaseResultsHandler
IsBusy : QuantConnect.Util.BusyCollection< T >
IsClosed : QuantConnect.Data.Market.VolumeRenkoBar
IsConnected : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
IsConnectionLost : QuantConnect.Brokerages.DefaultConnectionHandler
IsDataEphemeral : QuantConnect.Data.DiskDataCacheProvider
IsDepositaryReceipt : QuantConnect.Data.Fundamental.SecurityReference
IsDirectInvest : QuantConnect.Data.Fundamental.SecurityReference
IsDividendReinvest : QuantConnect.Data.Fundamental.SecurityReference
IsEmpty : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
ISFileDate : QuantConnect.Data.Fundamental.IncomeStatement
IsFutureChain : QuantConnect.Securities.Future.Future
IsFutureContract : QuantConnect.Securities.Future.Future
IsHeadOfficeSameWithRegisteredOfficeFlag : QuantConnect.Data.Fundamental.CompanyProfile
IsIndexed : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate
IsInitialized : QuantConnect.Data.Custom.Intrinio.IntrinioConfig
IsleOfMan : QuantConnect.Country
IsLimitedLiabilityCompany : QuantConnect.Data.Fundamental.CompanyReference
IsLimitedPartnership : QuantConnect.Data.Fundamental.CompanyReference
IsOnlyDefaultGroups : QuantConnect.Securities.Positions.SecurityPositionGroupModel
IsOpen : QuantConnect.Brokerages.WebSocketClientWrapper
IsOptionChain : QuantConnect.Securities.Option.Option
IsOptionContract : QuantConnect.Securities.Option.Option
IsPrimaryShare : QuantConnect.Data.Fundamental.SecurityReference
Israel : QuantConnect.Country
IsReadOnly : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.ExtendedDictionary< T > , QuantConnect.Util.ConcurrentSet< T >
IsReady : HilbertTransform , QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.AccumulationDistribution , QuantConnect.Indicators.AccumulationDistributionOscillator , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageDirectionalIndex , QuantConnect.Indicators.AverageDirectionalMovementIndexRating , QuantConnect.Indicators.AverageRange , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.BalanceOfPower , QuantConnect.Indicators.Beta , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChandeMomentumOscillator , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.ConstantIndicator< T > , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.Correlation , QuantConnect.Indicators.Delay , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DoubleExponentialMovingAverage , QuantConnect.Indicators.EaseOfMovementValue , QuantConnect.Indicators.ExponentialMovingAverage , QuantConnect.Indicators.FilteredIdentity , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.FractalAdaptiveMovingAverage , QuantConnect.Indicators.HeikinAshi , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.ImpliedVolatility , QuantConnect.Indicators.InternalBarStrength , QuantConnect.Indicators.IntradayVwap , QuantConnect.Indicators.KaufmanEfficiencyRatio , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.Maximum , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.McGinleyDynamic , QuantConnect.Indicators.MeanAbsoluteDeviation , QuantConnect.Indicators.MesaAdaptiveMovingAverage , QuantConnect.Indicators.MidPoint , QuantConnect.Indicators.MidPrice , QuantConnect.Indicators.Minimum , QuantConnect.Indicators.Momentum , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.NormalizedAverageTrueRange , QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.ParabolicStopAndReverse , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.RateOfChange , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeDailyVolume , QuantConnect.Indicators.RelativeMovingAverage , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.RogersSatchellVolatility , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SimpleMovingAverage , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.SuperTrend , QuantConnect.Indicators.SwissArmyKnife , QuantConnect.Indicators.T3MovingAverage , QuantConnect.Indicators.TriangularMovingAverage , QuantConnect.Indicators.TripleExponentialMovingAverage , QuantConnect.Indicators.Trix , QuantConnect.Indicators.TrueRange , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.UltimateOscillator , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VariableIndexDynamicAverage , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.Vortex , QuantConnect.Indicators.WilderAccumulativeSwingIndex , QuantConnect.Indicators.WilderMovingAverage , QuantConnect.Indicators.WilderSwingIndex , QuantConnect.Indicators.WilliamsPercentR , QuantConnect.Indicators.WindowIndicator< T > , QuantConnect.Indicators.ZeroLagExponentialMovingAverage , QuantConnect.Indicators.ZigZag
IsREIT : QuantConnect.Data.Fundamental.CompanyReference
IsStampChargesFromOrderValue : QuantConnect.Orders.Fees.ZerodhaFeeModel
IssuanceOfCapitalStock : QuantConnect.Data.Fundamental.CashFlowStatement
IssuanceOfDebt : QuantConnect.Data.Fundamental.CashFlowStatement
IsSubscriptionRemoved : QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket
IssueExpenses : QuantConnect.Data.Fundamental.CashFlowStatement
Istanbul : QuantConnect.TimeZones
IsTimeBased : QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated >
IsUnderlying : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
IsWarmingUp : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
IsWindows : QuantConnect.OS
IsWithinCustomLimits : QuantConnect.IsolatorLimitResult
Italy : QuantConnect.Country
ItemsinTheCourseofTransmissiontoOtherBanks : QuantConnect.Data.Fundamental.BalanceSheet
IvoryCoast : QuantConnect.Country