| BaseChain(MarketDataType dataType, bool flatten) | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | protected |
| BaseChain(Symbol canonicalOptionSymbol, DateTime time, MarketDataType dataType, bool flatten=true) | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | protected |
| BaseChain(BaseChain< T, TContractsCollection > other) | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | protected |
| Clone() | QuantConnect.Data.Market.FuturesChain | |
| Contracts | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| DataFrame | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| FilteredContracts | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| FuturesChain(Symbol canonicalFutureSymbol, DateTime time, bool flatten=true) | QuantConnect.Data.Market.FuturesChain | |
| FuturesChain(Symbol canonicalFutureSymbol, DateTime time, IEnumerable< FutureUniverse > contracts, bool flatten=true) | QuantConnect.Data.Market.FuturesChain | |
| GetAux< TAux >(Symbol symbol) | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| GetAux< TAux >() | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| GetAuxList< TAux >() | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| GetAuxList< TAux >(Symbol symbol) | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| GetEnumerator() | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| QuoteBars | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| Ticks | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| TradeBars | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |
| Underlying | QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts > | |