从QQ2群下载的行情API示例,执行后输出如下: Connect to asp-sim2-md1.financial-trading-platform.com:26213 Session 684523521 Connected --->>> CMdSpi::OnFrontConnected CFtdcUserApiImplBase::RequestDirectly SessionID=684523521 CFtdcUserApiImplBase::RequestDirectly Send --->>> 发送用户登录请求: 成功 Decompress, compress len=[40], orig len=[256] CFtdcUserApiImplBase::HandlePackage FTDC PACKAGE HEADER Version[0X08],Chain[0X4C],SequenceSeries[0],TransactionId[0X00003001],Se quenceNumber[0] FieldCount[2],FTDCContentLength[236],RequestId[0] FTDC PACKAGE CONTENT START FIELD [CFTDRspInfoField] START [ErrorID][2][0] [ErrorMsg][0][No Error] FIELD [CFTDRspInfoField] END FIELD [CFTDRspUserLoginField] START [TradingDay][0][] [LoginTime][0][] [BrokerID][0][] [UserID][0][] [SystemName][0][] [FrontID][2][0] [SessionID][2][0] [MaxOrderRef][0][] [SHFETime][0][] [DCETime][0][] [CZCETime][0][] [FFEXTime][0][] FIELD [CFTDRspUserLoginField] END FTDC PACKAGE CONTENT END --->>> CMdSpi::OnRspUserLogin 获取当前交易日: pUserApi->GetTradingDay()... TradingDay = CFtdcUserApiImplBase::RequestDirectly SessionID=684523521 CFtdcUserApiImplBase::RequestDirectly Send --->>> 发送行情订阅请求: 成功 Decompress, compress len=[37], orig len=[144] CFtdcUserApiImplBase::HandlePackage FTDC PACKAGE HEADER Version[0X08],Chain[0X4C],SequenceSeries[0],TransactionId[0X00004402],Se quenceNumber[0] FieldCount[2],FTDCContentLength[124],RequestId[0] FTDC PACKAGE CONTENT START FIELD [CFTDRspInfoField] START [ErrorID][2][0] [ErrorMsg][0][No Error] FIELD [CFTDRspInfoField] END FIELD [CFTDSpecificInstrumentField] START [InstrumentID][0][if1212] FIELD [CFTDSpecificInstrumentField] END FTDC PACKAGE CONTENT END CMdSpi::OnRspSubMarketData Decompress, compress len=[6], orig len=[20] CFtdcUserApiImplBase::HandlePackage FTDC PACKAGE HEADER Version[0X08],Chain[0X4C],SequenceSeries[0],TransactionId[0X0000F101],Se quenceNumber[0] FieldCount[0],FTDCContentLength[0],RequestId[0] FTDC PACKAGE CONTENT START FTDC PACKAGE CONTENT END 请问: 1、根据输出结果,连接前置、用户登录是否正常? 2、GetTradingDay()为什么没有返回值? 3、调用SubscribeMarketData()后提示行情订阅成功,但是为什么回调函数OnRtnDepthMarketData()没被调用过? 请各位帮助,多谢!!!
有点儿进展了,之前我用的if1212,现在把合约换成上期的主力合约cu1303,OnRtnDepthMarketData被调用了。为什么? 现在剩下的问题是; 1、GetTradingDay还是无返回值 2、哪里能有if1212的模拟数据 还有个额外的问题,CTP模拟行情服务器能取上证指数实时数据么?在期货公司开通实盘CTP能取到么? 谢谢!!
感谢回复。 第二个问题我还不明白。我现在注册的前置是例子里写好的tcp://asp-sim2-md1.financial-trading-platform.com:26213,这个前置不提供股指期货的模拟数据么? 如果这个前置不提供期指模拟数据,请问应该连接哪个服务器?谢谢!!