自行解决了,,没有专门的API, 只能初始化的时候SubscribePrivateTopic(THOST_TERT_RESTART),让OnRtnTrade重来一遍.. (BTW: CTP设计的好蛋疼)
自己计算啊 Code: typedef vector<CThostFtdcTradeField> VEC_TRADE; double GetTdAvgPx(VEC_TRADE& TdVec,TThostFtdcOrderSysIDType OrderSysID) { int iVol=0; double dPrice=0,dAmt=0; for (VIT_td vtd=TdVec.begin();vtd != TdVec.end();vtd++) { if (!strcmp(vtd->OrderSysID,OrderSysID)) { dAmt += vtd->Volume * vtd->Price; iVol += vtd->Volume; } } if (iVol<1) { dPrice=0; } else { dPrice = dAmt/iVol; } return dPrice; }