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Vega Liquidity Horizons

The file Vega_Liquidity_Horizons*.csv is loaded into the VegaRiskWeights store.

Data Model Field File Column Datastore Column Notes
Risk Class Risk Class RiskClass “CSR Sec CTP”
$LH_\text{risk class}$ in [MAR21.92] Vega LH Liquidity Horizon “120”