Message: ValueAtRisk

File: cqg_api/quant/value_at_risk.proto

Description

One Value at risk entry.

Used in

VarRiskReport

Fields

cqg_contract_symbol

Type: string

Description: Name of the contract, e.g. “P.US.EPU2564000”.

profit_and_loss

Type: double

Description: Profit and loss at risk value for the contract.