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请教一个多合约行情订阅的问题 #2

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vujacicsun opened this issue Aug 20, 2019 · 2 comments
Open

请教一个多合约行情订阅的问题 #2

vujacicsun opened this issue Aug 20, 2019 · 2 comments

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@vujacicsun
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在MdApi的demo中,订阅的合约instruments可以传入多个合约的列表,但问题是OnRtnDepthMarketData中为何只有一个合约的行情?

@tianhm
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tianhm commented Nov 28, 2019

你用 test目录下的ctpmdtest.py测试一下。

@pyctp
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pyctp commented Nov 29, 2019

13:36:19 ni2008 109920.0 0.0564516129032
13:36:19 IF2006 3796.0 0.232133403917
13:36:19 ni2008 109920.0 0.0564516129032
13:36:19 rb2010 3261.0 0.602710236799
13:36:19 IF2006 3796.0 0.232133403917
13:36:20 IF2006 3796.0 0.232133403917
13:36:20 IC2006 4618.6 0.152692607872
13:36:20 i2009 555.0 0.207604735883
13:36:20 IF2006 3796.0 0.232133403917
13:36:21 i2009 555.0 0.207604735883
13:36:21 IF2006 3796.0 0.232133403917
13:36:21 j2009 1767.0 0.108358581358
刚才跑了一下,正常。

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3 participants