File: cqg_api/ptrisk/ptrisk.proto
•report_type_id = 257
Type: quant.ValueAtRisk
Description: Each entry represents the VAR for one instrument group
Type: uint32
Description: Number of samples used to compute the VAR
Type: string
Description: List of contracts which position aren’t included in the report.
Type: VarRiskReportStatistics
Description: Simulation statistics (histogram + summary) for the reported VaR run.