Message: ComboRiskReport

File: cqg_api/ptrisk/ptrisk.proto

Description

Combo risk report.

Options

      report_type_id = 256

Fields

underlying_instrument_group_name

Type: string

Description: Underlying instrument group.

update_time

Type: google.protobuf.Timestamp

Description: Time of report generation.

valid_till

Type: google.protobuf.Timestamp

Description: The report is considered valid till this time.

combo_risks

Type: ExpirationCombos

Description: Each entry represents single combination or instrument group and expiration;

unanalyzed_cqg_contract_names

Type: string

Description: List of contracts which position aren’t included in the report.