CTP新手求助,行情API示例工作不正常

Discussion in 'CTP' started by zw1840, Dec 15, 2012.

  1. 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!!!
     
  2. 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!!
     
  3. 1.行情接口屏蔽了GetTradingDay,以及DepthMarketData中的Exchange两个字段
    2.模拟的数据需要你自己收集
    3.没有的..需要CTP股票接口.你用的貌似是期货接口.
     
  4. 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!!
     
  5. 大小写敏感,用IF1212
     
  6. Thanks。收到数据了。