File: cqg_api/ptrisk/ptrisk.proto
Specifies scope of requested risk reports - accounts and instruments.
ComboRiskRequest, PortfolioRiskRequest, ScenarioRiskRequest, VarRiskRequest
Type: AccountsFilter
Description: Specifies subset of trader’s accounts included in reports.
Type: uint32
Description: List of account IDs, required for ACCOUNTS_FILTER_LIST.
Type: string
Description: Sale series of accounts, required for ACCOUNTS_FILTER_SALES_SERIES
Type: uint32
Description: Brokerage of accounts, required for ACCOUNTS_FILTER_BROKERAGE and ACCOUNTS_FILTER_SALES_SERIES.
underlying_instrument_group_names
Type: string
Description: List option underlying instrument groups to include in report. For example, F.US.EP or S.US.ICO.
The server will automatically find all options which underlying contracts resolve into this instrument group.
Individual risk reports are generated per each underlying instrument group.
If the list is empty, then reports are generated for all open positions.
•ACCOUNTS_FILTER_ALL_AUTHORIZED = 0
All accounts authorized for the trader.
•ACCOUNTS_FILTER_LIST = 1
Use provided list of account IDs.
•ACCOUNTS_FILTER_SALES_SERIES = 2
Use all accounts of specified sales series and brokerage.
•ACCOUNTS_FILTER_BROKERAGE = 3
Use all accounts of specified brokerage.